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Testing for heteroskedastic mixture of ordinary least squares errors
Senarathne, Chamil W; Wei, Jianguo - In: Romanian journal of economic forecasting 23 (2020) 2, pp. 73-91
Persistent link: https://www.econbiz.de/10012422500
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A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi - In: Applied economics 31 (1999) 3, pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
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An efficient Monte Carlo study of two-step generalized least squares estimators for random-effects panel data models
Casquel, Elena (contributor);  … - In: Economics bulletin : EB (2002)
Persistent link: https://www.econbiz.de/10001740149
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Estimation and inference on long-run equilibria : a simulation study
Cappuccio, Nunzio; Lubian, Diego - In: Econometric reviews 20 (2001) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10001582455
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An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function
Belsley, David A. - In: Journal of economic dynamics & control 26 (2002) 9/10, pp. 1379-1396
Persistent link: https://www.econbiz.de/10001668343
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An analysis of a least squares regression method for American option pricing
Clément, Emmanuelle; Lamberton, Damien; Protter, Philip - In: Finance and stochastics 6 (2002) 4, pp. 449-471
Persistent link: https://www.econbiz.de/10001702781
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On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel (contributor); Navas, Javier F. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578818
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Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel; Navas, Javier F. - In: Review of derivatives research 6 (2003) 2, pp. 107-128
Persistent link: https://www.econbiz.de/10001857659
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Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269