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A nonlinear panel data model of cross-sectional dependence

Kapetanios, George; Mitchell, James; Shin, Yongcheol - In: Journal of econometrics 179 (2014) 2, pp. 134-157

Persistent link: https://www.econbiz.de/10010372654

Testing for panel unit roots in the presence of spatial dependency

Månsson, Kristofer; Shukur, Ghazi; Sjölander, Pär - In: Applied economics 45 (2013) 28/30, pp. 4152-4159

Persistent link: https://www.econbiz.de/10010345751

The seasonal KPSS test when neglecting seasonal dummies : a Monte Carlo analysis

El Montasser, Ghassen; Boufateh, Talel; Issaoui, Fakhri - 2013

This paper shows through a Monte Carlo analysis the effect of neglecting seasonal deterministics on the seasonal KPSS test. We found that the test is most of the time heavily oversized and not convergent in this case. In addition, Bartlett-type non-parametric correction of error variances did...

Persistent link: https://www.econbiz.de/10011527071

Gas swing options : introduction and pricing using Monte Carlo methods

Klimešová, Andrea; Václavík, Tomáš - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 24 (2016) 1, pp. 15-32

Persistent link: https://www.econbiz.de/10011456218

A Monte Carlo study of the BE estimator for growth regressions

Ditzen, Jan; Gundlach, Erich - In: Empirical economics : a journal of the Institute for … 51 (2016) 1, pp. 31-55

Persistent link: https://www.econbiz.de/10011515468

Consistent estimation of technical and allocative efficiencies for a semiparametric stochastic cost frontier with shadow input prices

Huang, Tai-hsin; Chen, Kuan-chen; Lin, Chien-hsiu; … - In: Journal of productivity analysis 41 (2014) 2, pp. 307-320

Persistent link: https://www.econbiz.de/10010478287

A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models

Norkute, Milda - In: Economics letters 123 (2014) 3, pp. 348-351

Persistent link: https://www.econbiz.de/10010401270

The pricing of single name credit default swap based on jump-diffusion process and volatility with Markov regime shift

Liu, Xianghua; Xiao, Xueping - In: International journal of services technology and management 20 (2014) 1/2/3, pp. 71-84

Persistent link: https://www.econbiz.de/10010505392

Islamic corporate governance : risk-sharing and Islamic preferred shares

Suhaibani, Mohammad al-; Naifar, Nader - In: Journal of business ethics : JOBE 124 (2014) 4, pp. 623-632

Persistent link: https://www.econbiz.de/10010431306

Nearly exact option price simulation using characteristic functions

Bernard, Carole; Cui, Zhenyu; McLeish, Don L. - In: International journal of theoretical and applied finance 15 (2012) 7, pp. 1-29

Persistent link: https://www.econbiz.de/10009685897