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Simulation-based tests for heteroskedasticity in linear regression models : some further results

Godfrey, L. G.; Orme, Chris D.; Silva, João Santos - In: The econometrics journal 9 (2006) 1, pp. 76-97

Persistent link: https://www.econbiz.de/10003320202

On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank : an application of flexible sampling methods using neural networ...

Hoogerheide, Lennart F. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003287623

Robust second order accurate inference for generalized linear models

Lô, Serigne N. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003335758

Regression methods for stochastic control problems and their convergence analysis

Belomestny, Denis; Kolodko, Anastasia; Schoenmakers, John - 2009

In this paper we develop several regression algorithms for solving general stochastic optimal control problems via Monte Carlo. This type of algorithms is particularly useful for problems with a highdimensional state space and complex dependence structure of the underlying Markov process with...

Persistent link: https://www.econbiz.de/10003835132

A Monte Carlo study of growth regressions

Hauk, William R.; Wacziarg, Romain - In: Journal of economic growth 14 (2009) 2, pp. 103-147

Persistent link: https://www.econbiz.de/10003882366

Testing for breaks using alternating observations

Bunzel, Helle (contributor); Iglesias, Emma M. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003410382

Maximal invariant likelihood based testing of semi-linear models

Bhowmik, Jahar L.; King, Maxwell L. - In: Statistical papers 48 (2007) 3, pp. 357-383

Persistent link: https://www.econbiz.de/10003443075

State space mixed models for longitudinal obsservations with binary and binomial responses

Czado, Claudia (contributor); Song, Peter X.-K. (contributor) - 2006

We propose a new class of state space models for longitudinal discrete response data where the observation equation is … modeling serial dependence in the data. We develop a Markov chain Monte Carlo algorithm to carry out statistical inference for …, we illustrate the applicability of the proposed state space mixed models for longitudinal binomial response data in both …

Persistent link: https://www.econbiz.de/10003421296

Semiparametric sieve-type GLS inference in regressions with long-range dependence

Kapetanios, George (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003428547

Markov-switiching model selection using Kullback-Leibler divergence

Smith, Aaron D.; Naik, Prasad A.; Tsai, Chih-Ling - In: Journal of econometrics 134 (2006) 2, pp. 553-577

Persistent link: https://www.econbiz.de/10003374342