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Simulation-based estimation of peer effects
Krauth, Brian V. - In: Journal of econometrics 133 (2006) 1, pp. 243-271
Persistent link: https://www.econbiz.de/10003354576
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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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Simulation based selection of competing structural econometric models
Li, Tong - In: Journal of econometrics 148 (2009) 2, pp. 114-123
Persistent link: https://www.econbiz.de/10003833747
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The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
Lawford, Steve; Stamatogiannis, Michalis P. - In: Journal of econometrics 148 (2009) 2, pp. 124-130
Persistent link: https://www.econbiz.de/10003833748
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Approximately normal tests for equal predictive accuracy in nested models
Clark, Todd E.; West, Kenneth D. - In: Journal of econometrics 138 (2007) 1, pp. 291-311
Persistent link: https://www.econbiz.de/10003451762
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Spatial correlation robust inference with errors in location or distance
Conley, Timothy G.; Molinari, Francesca - In: Journal of econometrics 140 (2007) 1, pp. 76-96
Persistent link: https://www.econbiz.de/10003579950
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Masking indentification of discrete choice models under simulation methods
Chiou, Lesley; Walker, Joan L. - In: Journal of econometrics 141 (2007) 2, pp. 683-703
Persistent link: https://www.econbiz.de/10003571340
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Estimation of dynamic models with nonparametric simulated maximum likelihood
Kristensen, Dennis; Shin, Yongseok - In: Journal of econometrics 167 (2012) 1, pp. 76-94
Persistent link: https://www.econbiz.de/10009551440
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On some properties of Markov chain Monte Carlo simulation methods based on particular filter
Pitt, Michael K.; Santos Silva, Ralph dos; Giordani, Paolo - In: Journal of econometrics 171 (2012) 2, pp. 134-151
Persistent link: https://www.econbiz.de/10009691169
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The method of simulated quantiles
Dominicy, Yves; Veredas, David - In: Journal of econometrics 172 (2013) 2, pp. 235-247
Persistent link: https://www.econbiz.de/10009706206