The finite sample distributions of estimators and test statistics in ARMA time series models are generally unknown. For typical sample sizes, the approximations provided by asymptotic distributions are often unsatisfactory. Hence simulation or numerical integration methods are used to...

This paper compares the performance of stimulus response (SR) and belief-based learning (BBL) using data from game theory experiments. The environment, extensive form games played in a population setting, is novel in the empirical literature on learning in games. Both the SR and BBL models fit...

This paper investigates the finite sample performance of three semiparametric estimators of the Box-Cox model. Two of the semiparametric estimators are the nonlinear two-stage least squares (NL2SLS) estimator proposed by Amemiya and Powell (1981) and a rescaled version (RNL2SLS) proposed by...