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Forecast evaluation

West, Kenneth D. - 2006

Persistent link: https://www.econbiz.de/10003338393

Finite sample properties of alternative GMM estimators for random effects models with spatially correlated errors

Larch, Mario; Walde, Janette F. - In: The annals of regional science : an international … 43 (2009) 2, pp. 473-490

Persistent link: https://www.econbiz.de/10003838252

Nonparametric identification of the classical errors-in-variables model without side information

Schennach, S. M.; Hu, Yingyao; Lewbel, Arthur - 2007

Persistent link: https://www.econbiz.de/10003838338

Democratic errors

Ellis, Christopher J. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003808155

Value-at-risk in US stock indices with skewed generalized error distribution

Lee, Ming-chih; Su, Jung-bin; Liu, Hung-Chun - In: Applied financial economics letters 4 (2008) 4/6, pp. 425-431

Persistent link: https://www.econbiz.de/10003808278

Nonresponse in the recruitment of an internet panel based on a probability sample

Hoogendoorn, Adriaan W.; Daalmans, Jacco - 2008

Persistent link: https://www.econbiz.de/10003861473

Structural time series modelling of the monthly unemployment rate in a rotating panel

Brakel, Jan A. van den; Krieg, Sabine - 2009

Persistent link: https://www.econbiz.de/10003862926

The use of warnings in the presence of errors

Rousseau, Sandra - In: International review of law and economics 29 (2009) 3, pp. 191-201

Persistent link: https://www.econbiz.de/10003867187

International financial aggregation and index number theory : a chronological half-century empirical overview

Barnett, William A.; Chauvet, Marcelle - In: Open economies review 20 (2009) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10003820972

A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables

Keane, Michael P.; Sauer, Robert M. - 2009

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data models with unobserved endogenous state variables. The new approach can easily deal with the commonly encountered and widely discussed "initial conditions problem," as well as the...

Persistent link: https://www.econbiz.de/10003824296