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Search: subject_exact:"Monte Carlo simulation"
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1
A consistent nonparametric test for the structure change in quantile regression
Liu, Weiqiang
- In:
Economics letters
228
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014451308
Saved in:
2
Panel threshold spatial Durbin models with individual fixed effects
Wei, Lili
;
Zhang, Chunli
;
Su, Jen-je
;
Yang, Lixiong
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606957
Saved in:
3
Comparison of stochastic frontier models using the Hyvärinen factor
Tsionas, Efthymios G.
- In:
Economics letters
202
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607224
Saved in:
4
Purchasing power parities and the Dollar-A-Day approach : An unstable relationship
Moatsos, Michail
;
Lazopoulos, Achillefs
- In:
Economics letters
206
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012886542
Saved in:
5
Quantile stochastic frontier models with endogeneity
Tsionas, Efthymios G.
;
Assaf, A. Georges
; …
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227857
Saved in:
6
A note on the different interpretation of the correlation parameters in the Bivariate Probit and the Recursive Bivariate Probit
Filippini, Massimo
;
Greene, William H.
;
Kumar, Nilkanth
; …
- In:
Economics letters
167
(
2018
),
pp. 104-107
Persistent link: https://www.econbiz.de/10012016506
Saved in:
7
Bayesian local influence analysis : with an application to stochastic frontiers
Tsionas, Efthymios G.
- In:
Economics letters
165
(
2018
),
pp. 54-57
Persistent link: https://www.econbiz.de/10011973833
Saved in:
8
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
Saved in:
9
The semiparametric asymmetric stochastic volatility model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos
- In:
Economics letters
155
(
2017
),
pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
Saved in:
10
An extension of stochastic volatility model with mixed frequency information
Shang, Yuhuang
;
Liu, Lulu
- In:
Economics letters
155
(
2017
),
pp. 144-148
Persistent link: https://www.econbiz.de/10011821634
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