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A simple nonparametric test for the equality of autocorrelation structures of two stochastic processes, with application to experimental data
Pudney, Stephen E.; Deadman, Derek F.; Clark, F. - 1997
Persistent link: https://www.econbiz.de/10000980476
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How to bootstrap DEA estimators : a Monte Carlo comparison
Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000981183
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Overidentification tests with grouped data
Hoxby, Caroline M.; Paserman, Marco Daniele - 1998
Persistent link: https://www.econbiz.de/10000982409
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Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan - 1998
Persistent link: https://www.econbiz.de/10000984648
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A Monte Carlo analysis of technical inefficiency predictors
Kumbhakar, Subal; Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000984768
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Normalization, probability distribution, and impulse responses
Waggoner, Daniel F.; Zha, Tao - 1997
Persistent link: https://www.econbiz.de/10000985998
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Bayesian Method of Moments (BMOM) analysis of parametric and semiparametric regression models
Zellner, Arnold; Tobias, Justin L.; Ryu, Hang-keun - 1998
Persistent link: https://www.econbiz.de/10000986047
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MCMC convergence diagnostics : a "reviewww"
Guihenneuc-Jouhaux, Chantal; Mengersen, Kerrie; Robert, … - 1998
Persistent link: https://www.econbiz.de/10000986962
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Likelihood ratio and goodness of fit processes for quantile regression
Koenker, Roger; Machado, José A. F. - 1998
Persistent link: https://www.econbiz.de/10000988604
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Small sample properties of certain cointegration test statistics : a Monte Carlo study
Dhrymes, Phoebus J.; Thomakos, Dimitrios D. - 1997
Persistent link: https://www.econbiz.de/10000988608