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Unit-root tests in high-dimensional panels
Wichret, Oliver - 2022
Persistent link: https://www.econbiz.de/10013191550
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Nonparametric time trends in optimal design of experiments
Tack, L.; Vandebroek, Martina - 2001
Persistent link: https://www.econbiz.de/10001594028
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Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel; Kilian, Lutz - In: Econometric reviews 21 (2002) 4, pp. 449-476
Persistent link: https://www.econbiz.de/10001718225
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Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001410062
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Asymptotically UMP Panel Unit Root Tests - The Effect of Heterogeneity in the Alternatives
Becheri, I. Gaia - 2014
for heterogeneous alternatives. Using limit experiment theory we derive a sharp power envelope. We also demonstrate that …
Persistent link: https://www.econbiz.de/10013064341
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A higher-order correct fast moving-average bootstrap for dependent data
La Vecchia, Davide; Moor, Alban; Scaillet, Olivier - 2020
We develop theory of a novel fast bootstrap for dependent data. Our scheme deploys i.i.d. resampling of smoothed moment …
Persistent link: https://www.econbiz.de/10012179669
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Limiting experiments for panel-data and jump-diffusion models
Gaia Becheri, Irene - 2012
This work concerns the theory of limiting experiments and its use in econometrics. In Chapter 2, we consider jump …
Persistent link: https://www.econbiz.de/10009733173
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Customer reactions in Out-of-Stock situations : do promotion-induced phantom positions alleviate the similarity substitution hypothsis?
Diels, Jana Luisa; Wiebach, Nicole - 2011
theory. We further analyze the relevance of promotions, for which OOS is most pronounced, as essential driver of differences …
Persistent link: https://www.econbiz.de/10008989876
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The impact of context and promotion on consumer responses and preferences in out-of-stock situations
Wiebach, Nicole; Diels, Jana L. - 2011
shifts can be explained and predicted using context and phantom theory. In a series of experiments, we show that consumers …
Persistent link: https://www.econbiz.de/10009266902
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Correcting for primary study misspecifications in meta-analysis
Koetse, Mark J.; Florax, Raymond J. G. M.; Groot, Henri … - 2005
In non-experimental sciences the errors associated with model misspecifications in primarystudies carry over to meta-analysis. We use Monte Carlo simulations to analyse the effects ofthese misspecifications on results of a meta-analysis using a meta-estimator that calculates asimple average...
Persistent link: https://www.econbiz.de/10011343283