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subject:"Simulation"
isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Economics letters"
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Simulation
Estimation theory
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204
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164
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of applied econometrics
Economics letters
Journal of econometrics
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Statistics in transition : an international journal of the Polish Statistical Association
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ECONIS (ZBW)
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1
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models
Hahn, Jinyong
;
Liu, Xueyuan
- In:
Economics letters
219
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013470559
Saved in:
2
Instrument approval by the Sargan test and its consequences for coefficient estimation
Kiviet, J. F.
;
Kripfganz, Sebastian
- In:
Economics letters
205
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013202152
Saved in:
3
Comparing different data descriptors in Indirect Inference tests on DSGE models
Minford, Patrick
;
Wickens, Michael R.
;
Xu, Yongdeng
- In:
Economics letters
145
(
2016
),
pp. 157-161
Persistent link: https://www.econbiz.de/10011618365
Saved in:
4
A note on the Cogley-Nason-Sims approach
Hussain, Syed M.
;
Liu, Lin
- In:
Economics letters
146
(
2016
),
pp. 77-81
Persistent link: https://www.econbiz.de/10011619103
Saved in:
5
Testing for structural breaks with local smoothers : a simulation study
Öztürk, Serda Selin
;
Stengos, Thanasēs
- In:
Economics letters
125
(
2014
)
1
,
pp. 119-122
Persistent link: https://www.econbiz.de/10010504741
Saved in:
6
Three-dimensional panel data models with interactive effects : estimation and simulation
Ye, Xiaoqing
;
Wu, Xiangjun
- In:
Economics letters
123
(
2014
)
1
,
pp. 62-65
Persistent link: https://www.econbiz.de/10010399060
Saved in:
7
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
Saved in:
8
Efficient estimation of partially linear varying coefficient models
Long, Wei
;
Ouyang, Min
;
Shang, Ying
- In:
Economics letters
121
(
2013
)
1
,
pp. 79-81
Persistent link: https://www.econbiz.de/10010187084
Saved in:
9
Partial unit root and linear spurious regression : a Monte Carlo simulation study
Zhang, Lingxiang
- In:
Economics letters
118
(
2013
)
1
,
pp. 189-191
Persistent link: https://www.econbiz.de/10009706822
Saved in:
10
Misspecification in allocative inefficiency : a simulation study
Kutlu, Levent
- In:
Economics letters
118
(
2013
)
1
,
pp. 151-154
Persistent link: https://www.econbiz.de/10009706845
Saved in:
11
How useful is yet another data-driven bandwidth in long-run variance estimation? : a simulation study on cointegrating regressions
Hirukawa, Masayuki
- In:
Economics letters
111
(
2011
)
2
,
pp. 170-172
Persistent link: https://www.econbiz.de/10009242383
Saved in:
12
Further simulation evidence on the performance of the poisson pseudo-maximum likelihood estimator
Silva, João Santos
;
Tenreyro, Silvana
- In:
Economics letters
112
(
2011
)
2
,
pp. 220-222
Persistent link: https://www.econbiz.de/10009243315
Saved in:
13
Refining the Carlson-Parkin method
Löffler, Gunter
- In:
Economics letters
64
(
1999
)
2
,
pp. 167-171
Persistent link: https://www.econbiz.de/10001399225
Saved in:
14
The method of simulated scores for the estimation of LDV models
Hajivassiliou, Vassilis Argyrou
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
4
,
pp. 863-896
Persistent link: https://www.econbiz.de/10001246052
Saved in:
15
Effects of skewness and kurtosis on model selection criteria
Başçı, Sıdıka
- In:
Economics letters
59
(
1998
)
1
,
pp. 17-22
Persistent link: https://www.econbiz.de/10001239106
Saved in:
16
Finite sample properties of the ARCH class of models with stochastic volatility
Deb, Partha
- In:
Economics letters
55
(
1997
)
1
,
pp. 27-34
Persistent link: https://www.econbiz.de/10001225291
Saved in:
17
Bootstrap critical values for tests based on generalized-method-of-moments estimators
Hall, Peter
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 891-916
Persistent link: https://www.econbiz.de/10001203908
Saved in:
18
Numerical distribution functions for unit root and cointegration tests
MacKinnon, James G.
- In:
Journal of applied econometrics
11
(
1996
)
6
,
pp. 601-618
Persistent link: https://www.econbiz.de/10001211085
Saved in:
19
Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type
Burke, Simon P.
- In:
Economics letters
50
(
1996
)
3
,
pp. 315-321
Persistent link: https://www.econbiz.de/10001197811
Saved in:
20
The distribution of a Lagrange multiplier test of normality
Deb, Partha
- In:
Economics letters
51
(
1996
)
2
,
pp. 123-130
Persistent link: https://www.econbiz.de/10001201053
Saved in:
21
Prediction, filtering and smoothing in non-linear and non-normal cases using Monte Carlo integration
Tanizaki, Hisashi
- In:
Journal of applied econometrics
9
(
1994
)
2
,
pp. 163-179
Persistent link: https://www.econbiz.de/10001162513
Saved in:
22
A simulation estimation analysis of the external debt crises of developing countries
Hajivassiliou, Vassilis Argyrou
- In:
Journal of applied econometrics
9
(
1994
)
2
,
pp. 109-131
Persistent link: https://www.econbiz.de/10001162517
Saved in:
23
Simulated moments estimation of Markov models of asset prices
Duffie, Darrell
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 929-952
Persistent link: https://www.econbiz.de/10001147160
Saved in:
24
A note on the estimation of models with sample-selection biases
Nawata, Kazumitsu
- In:
Economics letters
42
(
1993
)
1
,
pp. 15-24
Persistent link: https://www.econbiz.de/10001149239
Saved in:
25
Special issue on econometric inference using simulation techniques
Brown, Bryan W.
(
contributor
);
Monfort, Alain
(
contributor
); …
- In:
Journal of applied econometrics
8
(
1993
),
pp. 1-173
Persistent link: https://www.econbiz.de/10001153473
Saved in:
26
A new form of the information matrix test
Davidson, Russell
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 145-157
Persistent link: https://www.econbiz.de/10001121805
Saved in:
27
Trimmed lad and least squares estimation of truncated and censored regression models with fixed effects
Honoré, Bo E.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
3
,
pp. 533-565
Persistent link: https://www.econbiz.de/10001125723
Saved in:
28
Alternative estimators for factor garch models : a Monte Carlo comparison
Lin, Wen-ling Tsai
- In:
Journal of applied econometrics
7
(
1992
)
3
,
pp. 259-279
Persistent link: https://www.econbiz.de/10001129483
Saved in:
29
Some strange properties of panel data estimators
Robertson, Donald
- In:
Journal of applied econometrics
7
(
1992
)
2
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001130930
Saved in:
30
Automatic frequency domain inference on semiparametric and nonparametric models
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
5
,
pp. 1329-1363
Persistent link: https://www.econbiz.de/10001113283
Saved in:
31
Missing observations and panel data : a Monte-Carlo analysis
Mátyás, László
- In:
Economics letters
37
(
1991
)
1
,
pp. 39-44
Persistent link: https://www.econbiz.de/10001110914
Saved in:
32
Testing for a global maximum in an econometric context
Veall, Michael R.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
6
,
pp. 1459-1465
Persistent link: https://www.econbiz.de/10001097573
Saved in:
33
Full information estimation and stochastic simulation of models with rational expectations
Fair, Ray C.
- In:
Journal of applied econometrics
5
(
1990
)
4
,
pp. 381-392
Persistent link: https://www.econbiz.de/10001099936
Saved in:
34
Simulation and the asymptotics of optimization estimators
Pakes, Ariel
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
5
,
pp. 1027-1057
Persistent link: https://www.econbiz.de/10001076170
Saved in:
35
Estimation of multiplicative measurement-error models and some simulation results
Lin, An-loh
- In:
Economics letters
31
(
1989
)
1
,
pp. 13-20
Persistent link: https://www.econbiz.de/10001078209
Saved in:
36
Alternative estimators of FIML covariance matrix : a Monte Carlo study
Calzolari, Giorgio
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
3
,
pp. 701-714
Persistent link: https://www.econbiz.de/10001047009
Saved in:
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