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Integrability and cointegrability testing of the term structure of interest rates
Lim, Guay C.; Martin, Vance - 1994
Persistent link: https://www.econbiz.de/10000884605
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Can market power be estimated?
Hyde, Charles E.; Perloff, Jeffrey M. - 1993
Persistent link: https://www.econbiz.de/10000885216
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Markov chain Monte Carlo in conditionally Gaussian state space models
Carter, Chris K.; Kohn, Robert - 1994
Persistent link: https://www.econbiz.de/10000887142
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A Monte Carlo analysis of alternative estimators of the Tobit model
Tessema, Getachew A. - 1994
Persistent link: https://www.econbiz.de/10000887548
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Non-parametric Monte Carlo density estimation of rational expectations estimators and their t-ratios
Power, Simon; Ullah, Aman - 1987
Persistent link: https://www.econbiz.de/10000887762
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Optimal experimental design for applied work in environmental economics
Alberini, Anna - 1994
Persistent link: https://www.econbiz.de/10000890210
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Simulated maximum likelihood estimation of discrete models with group data
Lee, Lung-fei - 1993
Persistent link: https://www.econbiz.de/10000890219
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Monte Carlo evidence on unit root and stationarity tests when the data are measured with error
Olekalns, Nilss - 1994
Persistent link: https://www.econbiz.de/10000893523
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A comparison between bias approximations applied to bivariate VAR models
Brännström, Tomas - 1994
Persistent link: https://www.econbiz.de/10000893698
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Causality tests in the case of cointegrated variables : a Monte Carlo analysis
Pizarro Rios, Juan V. - 1994
Persistent link: https://www.econbiz.de/10000894032