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Persistent link: https://www.econbiz.de/10012264151

A simple nonparametric test for the equality of autocorrelation structures of two stochastic processes, with application to experimental data

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Overidentification tests with grouped data

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Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study

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Discriminating between preference functionals : a Monte Carlo study

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Monte Carlo benchmarks for discrete response valuation methods

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Bid design and yea saying in single-bounded, dichotomous-choice questions

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Phases of psychologically optimal learning experience : task-based time allocation model

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Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure

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Empirical versus exogenous spatial weighting matrices : an entropy-based intermediate solution

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The traditional approach to estimate spatial models bases on a preconceived spatial weights matrix to measure spatial interaction among locations. The a priori assumptions used to define this matrix are supposed to be in line with the "true" spatial relationships among the locations of the...

Persistent link: https://www.econbiz.de/10012172405

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