Similar Search Results

Efficiency of small domain estimators for the population proportion : a Monte Carlo analysis

Jurkiewicz, Tomasz - In: Statistics in transition : an international journal of … 5 (2001) 2, pp. 237-248

Persistent link: https://www.econbiz.de/10001686095

A fast subsampling method for nonlienar dynamic models

Hong, Han; Scaillet, Olivier; Tamer, Elie T. - 2001

Persistent link: https://www.econbiz.de/10001637975

Asymptotic properties of the estimator of the long-run coefficient in a dynamic model with integrated regressors and serially correlated errors

Maekawa, Koichi (contributor); McAleer, Michael (contributor) - 2001 - [Elektronische Ressource]

In this paper we examine the asymptotic properties of the estimator of the long-run coefficient (LRC) in a dynamic regression model with integrated regressors and serially correlated errors. We show that the OLS estimators of the regression coefficients are inconsistent but the OLS-based...

Persistent link: https://www.econbiz.de/10001644304

Structural estimates of the US sacrifice ratio

Cecchetti, Stephen G.; Rich, Robert W. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 416-427

Persistent link: https://www.econbiz.de/10001646355

Are apparent findings of nonlinearity due to structural instability in economic time series?

Koop, Gary; Potter, Simon M. - In: The econometrics journal 4 (2001) 1, pp. 37-55

Persistent link: https://www.econbiz.de/10001612280

Risk function of Zellner's extended melo estimators and some Monte Carlo results

Ghosh, Sukesh K.; Wirjanto, Tony S. - In: Journal of quantitative economics : official journal of … 16 (2000) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10001622462

Multinomial probit estimation without nuisance parameters

Breslaw, Jon A. - In: The econometrics journal 5 (2002) 2, pp. 417-434

Persistent link: https://www.econbiz.de/10001713312

The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis

Leung, Siu Fai; Yu, Shihti - In: Empirical economics : a journal of the Institute for … 26 (2001) 4, pp. 721-726

Persistent link: https://www.econbiz.de/10001625682

A fast subsampling method for nonlinear dynamic models

Hong, Han; Scaillet, Olivier; Tamer, Elie T. - 2001 - This version: Nov. 2001 (1.version: Oct. 2001)

Persistent link: https://www.econbiz.de/10001626135

Moment approximation for least squares estimators in dynamic regression models with a unit root

Kiviet, J. F.; Phillips, Garry D. A. - 2001

Persistent link: https://www.econbiz.de/10001633083