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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - In: Journal of econometrics 132 (2006) 2, pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - 2002
Persistent link: https://www.econbiz.de/10001718452
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BLUEs for default probabilities
Vogl, Konstantin; Wania, Robert - 2004
Persistent link: https://www.econbiz.de/10013441062
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Explaining bootstraps and robustness
Lancaster, Tony (contributor) - 2007
Persistent link: https://www.econbiz.de/10003644043
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Simulation experiments in practice : statistical design and regression analysis
Kleijnen, Jack P. C. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003414120
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Computing a standard error for the Gini coefficient : an application to credit risk model validation
Frunza, Marius-Cristian - In: The journal of risk model validation 7 (2013) 1, pp. 61-82
Persistent link: https://www.econbiz.de/10009770134
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Bootstrap HAC tests for ordinary least squares regression
Bravo, Francesco; Godfrey, L. G. - In: Oxford bulletin of economics and statistics 74 (2012) 6, pp. 903-922
Persistent link: https://www.econbiz.de/10009730947
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Finite sample inference for unemployment-inflation tradeoff
Vinod, Hrishikesh D. - In: Unemployment : economic, political and social aspects, (pp. 41-59). 2016
Persistent link: https://www.econbiz.de/10011515879
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Simultaneous testing of mean and variance structures in nonlinear time series models
Chen, Song Xi; Gao, Jiti - 2010
Persistent link: https://www.econbiz.de/10008771369
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Simulation experiments in practice : statistical design and regression analysis
Kleijnen, Jack P. C. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003656714