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Bootstrap and pretest J-type non-nested tests for orthogonal regression models : some Monte Carlo evidence
Michelis, Leo; Stengos, Thanasēs; Yang, Ling - In: Journal of quantitative economics : official journal of … 3 (2005) 2, pp. 82-97
Persistent link: https://www.econbiz.de/10003314499
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Use of Bootstrap for a fuzzy measure of poverty : a new poverty index
Belhadj, Besma - In: Journal of quantitative economics : official journal of … 7 (2009) 2, pp. 41-58
Persistent link: https://www.econbiz.de/10009153677
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Exact and bootstrap distribution of a Wald test for equality of each individual regression coefficient under heteroscedasticity
Ohtani, Kazuhiro - In: Journal of quantitative economics : official journal of … 15 (1999) 1, pp. 77-88
Persistent link: https://www.econbiz.de/10001488724
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Efficient estimation of a partial linear model under heteroskedasticity with unknown form
Lin, Eric S. - In: Journal of quantitative economics : official journal of … 5 (2007) 2, pp. 19-39
Persistent link: https://www.econbiz.de/10003789546
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Identifiability of stochastic frontier models
Bandyopadhyay, Debdas; Das, Arabinda - In: Journal of quantitative economics : official journal of … 6 (2008) 1/2, pp. 57-70
Persistent link: https://www.econbiz.de/10003906267
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A Monte Carlo power comparison of the classical and one-sided procedures for testing linear inequalities
Bao, Yong; Firoozi, Fathali; Lo, Melody - In: Journal of quantitative economics : official journal of … 6 (2008) 1/2, pp. 233-239
Persistent link: https://www.econbiz.de/10003906300
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Performance of differential evolution method in least squares fitting of some typical nonlinear curves
Mishra, S. K. - In: Journal of quantitative economics : official journal of … 5 (2007) 1, pp. 140-177
Persistent link: https://www.econbiz.de/10003674435
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Application of Stein-rule estimation to linear regression models with some missing observations
Toutenburg, Helge; Srivastava, Virendra K.; Heumann, … - In: Journal of quantitative economics : official journal of … 4 (2006) 2, pp. 14-24
Persistent link: https://www.econbiz.de/10003498490
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Estimation of the truncated bivariate normal stochastic frontier model by EM algorithm
Bandyopadhyay, Debdas; Das, Arabinda - In: Journal of quantitative economics : official journal of … 7 (2009) 2, pp. 80-95
Persistent link: https://www.econbiz.de/10009153674
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Internally corrected conditional density estimation
Huynh, Kim P.; Jacho-Chávez, David T. - In: Journal of quantitative economics : official journal of … 7 (2009) 2, pp. 20-40
Persistent link: https://www.econbiz.de/10009153678