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On the bimodality of the exact distribution of the TSLS estimator
Forchini, Giovanni - 2005
Persistent link: https://www.econbiz.de/10003042577
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Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin; King, Maxwell L. - 2004
Persistent link: https://www.econbiz.de/10002479501
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Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression
Krämer, Walter - 2002
Persistent link: https://www.econbiz.de/10001742242
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A sufficient condition related to mistaken intuition about "adjusted" sums-of-squares in linear regression
Morris, Max D.; Vardeman, Stephen B. - 2004
Persistent link: https://www.econbiz.de/10001981781
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Finite sample efficiency of OLS in linear regression models with long-memory disturbances
Kleiber, Christian - 2000
Persistent link: https://www.econbiz.de/10001601955
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ML-estimation of time series
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10003876981
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ML-estimation of sampled stochastic differential equations
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10003876985
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Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.; Forbes, Catherine Scipione; … - 2003
Persistent link: https://www.econbiz.de/10001854434
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Bandwidth selection for multivariate kernel density estimation using MCMC
Zhang, Xibin; King, Maxwell L.; Hyndman, Rob J. - 2004
Persistent link: https://www.econbiz.de/10002121823
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Bayesian analysis of continuous time models of the Australian short rate
Sanford, Andrew D.; Martin, Gael M. - 2004
Persistent link: https://www.econbiz.de/10002121846