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Variable selection in regression models using global sensitivity analysis
Becker, William; Paruolo, Paolo; Saltelli, Andrea - In: Journal of time series econometrics 13 (2021) 2, pp. 187-233
Persistent link: https://www.econbiz.de/10012612768
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Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - In: The econometrics journal 12 (2009), pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
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On estimating quantile sensitivities via infinitesimal perturbation analysis
Jiang, Guangxin; Fu, Michael - In: Operations research 63 (2015) 2, pp. 435-441
Persistent link: https://www.econbiz.de/10010526698
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Partial unit root and linear spurious regression : a Monte Carlo simulation study
Zhang, Lingxiang - In: Economics letters 118 (2013) 1, pp. 189-191
Persistent link: https://www.econbiz.de/10009706822
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A Monte Carlo study of the BE estimator for growth regressions
Ditzen, Jan; Gundlach, Erich - In: Empirical economics : a journal of the Institute for … 51 (2016) 1, pp. 31-55
Persistent link: https://www.econbiz.de/10011515468
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Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors : a point optimal testing approach
Sriananthakumar, Sivagowry - In: Economic modelling 33 (2013), pp. 126-136
Persistent link: https://www.econbiz.de/10010192022
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Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele; Bianchi, Annamaria; Khalaf, Lynda; … - In: Journal of econometrics 211 (2019) 2, pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
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On the use of spline regression in the study of congruence in organizational research
Edwards, Jeffrey R.; Parry, Mark E. - In: Organizational research methods : ORM 21 (2018) 1, pp. 68-110
Persistent link: https://www.econbiz.de/10011880088
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Sample- and segment-size specific model selection in mixture regression analysis : a Monte Carlo simulation study
Sarstedt, Marko - 2006
extensive simulation study that examines the performance of commonly used information criteria in a mixture regression context …
Persistent link: https://www.econbiz.de/10010441542
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A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark; Stentoft, Lars; Zhu, Xiaotian - In: Finance research letters 64 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014531706