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~isPartOf:"The econometrics journal"
~subject:"Nichtlineare Regression"
~subject:"Regression analysis"
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Search: subject_exact:"Monte Carlo simulation"
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Nichtlineare Regression
Regression analysis
Monte Carlo simulation
31
Monte-Carlo-Simulation
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Theorie
19
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19
Estimation theory
13
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Baltagi, Badi H.
1
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1
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Godfrey, L. G.
1
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The econometrics journal
Journal of econometrics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Discussion paper / Tinbergen Institute
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Panel kink threshold regression model with a covariate-dependent threshold
Yang, Lixiong
;
Zhang, Chunli
;
Lee, Chingnun
;
Chen, I-Po
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 462-481
Persistent link: https://www.econbiz.de/10012620718
Saved in:
2
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
3
Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors : the case of stationary and non-stationary...
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 554-572
Persistent link: https://www.econbiz.de/10003802390
Saved in:
4
Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
Sandberg, Rickard
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 638-647
Persistent link: https://www.econbiz.de/10003802469
Saved in:
5
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
Saved in:
6
Moment approximation for least-squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 115-142
Persistent link: https://www.econbiz.de/10003018790
Saved in:
7
Two-stage quantile regression when the first stage is based on quantile regression
Kim, Tae-hwan
;
Muller, Christophe
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 218-231
Persistent link: https://www.econbiz.de/10002122077
Saved in:
8
An investigation of tests for linearity and the accuacy of likelihood based inference using random fields
Dahl, Christian M.
- In:
The econometrics journal
5
(
2002
)
2
,
pp. 263-284
Persistent link: https://www.econbiz.de/10001713291
Saved in:
9
Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary
;
Potter, Simon M.
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001612280
Saved in:
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