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The generalized fluctuation test : a unifying view
Kuan, Chung-ming - In: Econometric reviews 14 (1995) 2, pp. 135-161
Persistent link: https://www.econbiz.de/10001180050
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Relative performance of the grid, nearest neighbor, and OLS estimators
Pace, R. Kelley - In: The journal of real estate finance and economics 13 (1996) 3, pp. 203-218
Persistent link: https://www.econbiz.de/10001213392
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Welfare estimation using the fourier form : simulation evidence for the recreation demand case
Creel, Michael D. - In: The review of economics and statistics 79 (1997) 1, pp. 88-94
Persistent link: https://www.econbiz.de/10001215960
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Monte Carlo methodology for LM and LR autocorrelation tests in multivariate regression
Deschamps, Jean-Philippe - In: Annales d'économie et de statistique (1996), pp. 149-169
Persistent link: https://www.econbiz.de/10001218887
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A smooth likelihood simulator for dynamic disequilibrium models
Lee, Lung-fei - In: Journal of econometrics 78 (1997) 2, pp. 257-294
Persistent link: https://www.econbiz.de/10001219976
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The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf - In: Journal of econometrics 78 (1997) 2, pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
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Simulation estimation of dynamic switching regression and dynamic disequilibrium models : some Monte Carlo results
Lee, Lung-fei - In: Journal of econometrics 78 (1997) 2, pp. 179-204
Persistent link: https://www.econbiz.de/10001219990
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Revisiting the flexibility and regularity properties of the asymptotically ideal production model
Jensen, Mark J. - In: Econometric reviews 16 (1997) 2, pp. 179-203
Persistent link: https://www.econbiz.de/10001220186
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Estimating the density tail index for financial time series
Kearns, Phillip - In: The review of economics and statistics 79 (1997) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
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Estimation and use of a multivariate parametric model for simulating heteroskedastic, correlated, nonnormal random variables : the case of Corn Belt corn, soybean, and wheat yields
Ramírez, Octavio A. - In: American journal of agricultural economics 79 (1997) 1, pp. 191-205
Persistent link: https://www.econbiz.de/10001225215