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Homogeneity and symmetry testing when the error distribution has fat tails

Theil, Henri; Rosalsky, Mercedes C. - In: Economics Letters 18 (1985) 1, pp. 7-8

Persistent link: https://www.econbiz.de/10005307467

Lp-norm estimation of non-linear systems

Theil, Henri; Rosalsky, Mercedes C.; McManus, Walter S. - In: Economics Letters 17 (1985) 1-2, pp. 123-125

Persistent link: https://www.econbiz.de/10005307543

Another look at symmetry testing

Theil, Henri; Rosalsky, Mercedes C. - In: Economics Letters 16 (1984) 3-4, pp. 225-230

Persistent link: https://www.econbiz.de/10005355443

A comparison of normal and discrete bootstraps for standard errors in equation systems

Theil, Henri; Rosalsky, Mercedes C.; Finke, Renate - In: Statistics & Probability Letters 2 (1984) 3, pp. 175-180

Root-mean-squared errors and asymptotic standard errors of ML coefficient estimates are compared for equation systems of different size, using normal and discrete bootstrap. It appears that exploiting normality does not yield any gain. Suggestions are made for correcting the downward bias of...

Persistent link: https://www.econbiz.de/10005259201

Least squares and maximum likelihood estimation of non-linear systems

Theil, Henri; Rosalsky, Mercedes C. - In: Economics Letters 17 (1985) 1-2, pp. 119-122

Persistent link: https://www.econbiz.de/10005288079

Verifying a demand system by simulation

Theil, Henri; Finke, Renate; Rosalsky, Mercedes C. - In: Economics Letters 13 (1983) 1, pp. 15-18

Persistent link: https://www.econbiz.de/10005158726

An extended cross-country time-series analysis of the volume and quality of consumption

Theil, Henri; Finke, Renate; Rosalsky, Mercedes C. - In: Economics Letters 18 (1985) 2-3, pp. 117-120

Persistent link: https://www.econbiz.de/10005158747

A new cross-country tabulation of income elasticities of demand

Finke, Renate; Rosalsky, Mercedes C.; Theil, Henri - In: Economics Letters 12 (1983) 3-4, pp. 391-396

Persistent link: https://www.econbiz.de/10005158931

The downward bias of asymptotic standard errors of maximum likelihood estimates of non-linear systems

Rosalsky, Mercedes C.; Finke, Renate; Theil, Henri - In: Economics Letters 14 (1984) 2-3, pp. 207-211

Persistent link: https://www.econbiz.de/10005159042