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Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the US gasoline market
Radchenko, Stanislav; Tsurumi, Hiroki - In: Journal of econometrics 133 (2006) 1, pp. 31-49
Persistent link: https://www.econbiz.de/10003354223
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A fast subsampling method for nonlinear dynamic models
Hong, Han; Scaillet, Olivier - In: Journal of econometrics 133 (2006) 2, pp. 557-578
Persistent link: https://www.econbiz.de/10003359579
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Duration dependence and nonparametric heterogeneity : a Monte Carlo study
Baker, Michael; Melino, Angelo - In: Journal of econometrics 96 (2000) 2, pp. 357-393
Persistent link: https://www.econbiz.de/10001468781
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Tests of non-nested regression models : some results on small sample behaviour and the bootstrap
Godfrey, L. G. - In: Journal of econometrics 84 (1998) 1, pp. 59-74
Persistent link: https://www.econbiz.de/10001234512
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Posterior simulation and Bayes factors in panel count data models
Chib, Siddhartha - In: Journal of econometrics 86 (1998) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10001243867
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Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb - In: Journal of econometrics 87 (1998) 2, pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
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A simple consistent bootstrap test for a parametric regression function
Li, Qi - In: Journal of econometrics 87 (1998) 1, pp. 145-165
Persistent link: https://www.econbiz.de/10001248303
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Simulated latent variable estimation of models with ordered categorical data
Breslaw, Jon A. - In: Journal of econometrics 87 (1998) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10001248307
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Nonlinear and non-Gaussian state-space modling with Monte Carlo simulations
Tanizaki, Hisashi - In: Journal of econometrics 83 (1998) 1, pp. 263-290
Persistent link: https://www.econbiz.de/10001336945
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Bootstrap confidence bands for shrinkage estimators
Kazimi, Camilla; Brownstone, David - In: Journal of econometrics 90 (1999) 1, pp. 99-127
Persistent link: https://www.econbiz.de/10001353788