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Bootstrapped insights into empirical applications of stochastic dominance

Nelson, Ray D. - In: Management science : journal of the Institute for … 37 (1991) 9, pp. 1182-1194

Persistent link: https://www.econbiz.de/10001112398

Seminonparametric estimation of binary-choice models with an application to labor-force participation

Gabler, Siegfried - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 61-80

Persistent link: https://www.econbiz.de/10001137100

A decision-making framework for project portfolio planning at Intel Corporation

Sampath, Siddhartha; Gel, Esma S.; Fowler, John W.; … - In: Interfaces : the INFORMS journal on the practice of … 45 (2015) 5, pp. 391-408

Persistent link: https://www.econbiz.de/10011392441

Land markets in agent-based models of agricultural structural change : design, analysis and application

Kellermann, Konrad - 2009

Persistent link: https://www.econbiz.de/10003962010

A Bayesian Mixed Multinomial Logit Model for choice-sets and decision-makers' heterogeneity

Carota, Cinzia; Nava, Consuelo Rubina - In: Applied economics letters 28 (2021) 20, pp. 1767-1771

Persistent link: https://www.econbiz.de/10012652596

Volatility and GMM : Monte Carlo studies and empirical estimations

Nagel, Hartmut; Schöbel, Rainer - 1996

Persistent link: https://www.econbiz.de/10000596784

Mehr Beschäftigung durch kürzere Arbeitszeit? : eine kritische Auseinandersetzung mit ökonometrischen Schätzungen zu den Wirkungen der Arbeitszeitverkürzung

Huber, Peter - 1989

Persistent link: https://www.econbiz.de/10000081939

Volatility and GMM : Monte Carlo studies and empirical estimations

Nagel, Hartmut; Schöbel, Rainer - 1996

In this paper we examine small sample properties of a generalized method of moments (GMM) estimation using Monte Carlo simulations. We assume that the generated time series describe the stochastic variance rate of a stock index. We use a mean reverting square-root prooess to simulate the...

Persistent link: https://www.econbiz.de/10010405884

Indirect estimation of the parameters of agent based models of financial markets

Winker, Peter; Gilli, Manfred - 2001

Persistent link: https://www.econbiz.de/10001641864

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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