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subject:"Simulation"
subject:"Theory"
~isPartOf:"Working paper series"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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395
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ECONIS (ZBW)
118
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1
Theorder of variables, simulation noise, and accuracy of mixed logit estimates
Palma, Marco A.
;
Vedenov, Dmitry V.
;
Bessler, David A.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2049-2083
Persistent link: https://www.econbiz.de/10012254171
Saved in:
2
Robust estimation of the Pareto tail index : a Monte Carlo analysis
Brzezinski, Michal
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011515460
Saved in:
3
A Monte Carlo study of the BE estimator for growth regressions
Ditzen, Jan
;
Gundlach, Erich
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
1
,
pp. 31-55
Persistent link: https://www.econbiz.de/10011515468
Saved in:
4
A parametric control function approach to estimating the returns to schooling in the absence of exclusion restrictions: an application to the NLSY
Farré, Lídia
;
Klein, Roger W.
;
Vella, Francis
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
1
,
pp. 111-133
Persistent link: https://www.econbiz.de/10009703632
Saved in:
5
Panel estimation of state-dependent adjustment when the target is unobserved
Kalckreuth, Ulf von
- In:
Empirical economics : a journal of the Institute for …
40
(
2011
)
1
,
pp. 205-235
Persistent link: https://www.econbiz.de/10008859090
Saved in:
6
Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models
Ramalho, Joaquim J. S.
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
3
,
pp. 735-748
Persistent link: https://www.econbiz.de/10003109496
Saved in:
7
A system approach for measuring the euro area NAIRU
Fabiani, Silvia
;
Mestre, Ricardo
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
2
,
pp. 311-341
Persistent link: https://www.econbiz.de/10002080013
Saved in:
8
A modified logit model for time series with an application to the pricing behaviour of manufacturing firms in Australia
Alaouze, Chris M.
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
3
,
pp. 599-613
Persistent link: https://www.econbiz.de/10001769345
Saved in:
9
On the choice of functional form in stochastic frontier modeling
Giannakas, Kōnstantinos
;
Tran, Kien C.
;
Tzouvelekas, …
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
1
,
pp. 75-100
Persistent link: https://www.econbiz.de/10001724094
Saved in:
10
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers
Hadri, Kaddour
;
Guermat, Cherif
;
Whittaker, J.
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
1
,
pp. 203-222
Persistent link: https://www.econbiz.de/10001724174
Saved in:
11
Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc
;
Giot, Pierre
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
Saved in:
12
Homogeneous, heterogeneous or shrinkage estimators? : some empirical evidence from French regional gasoline consumption
Baltagi, Badi H.
;
Bresson, Georges
;
Griffin, James M.
; …
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 795-811
Persistent link: https://www.econbiz.de/10001798190
Saved in:
13
Weighted samples, kernel density estimators and convergence
Goerlich Gisbert, Francisco J.
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
2
,
pp. 335-351
Persistent link: https://www.econbiz.de/10001745054
Saved in:
14
Are Hodrick-Prescott "forecasts" rational?
Ash, J. C. K
;
Easaw, J. Z.
;
Hearvi, S. M.
;
Smyth, David J.
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
4
,
pp. 631-643
Persistent link: https://www.econbiz.de/10001717335
Saved in:
15
The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis
Leung, Siu Fai
;
Yu, Shihti
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
4
,
pp. 721-726
Persistent link: https://www.econbiz.de/10001625682
Saved in:
16
Integrated conditional moment testing of quantile regression models
Bierens, Herman J.
;
Ginther, Donna K.
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
1
,
pp. 307-324
Persistent link: https://www.econbiz.de/10001563721
Saved in:
17
Special issue on economic applications of quantile regression : [Conference on "Economic Applications of Quantile Regressions" in June 2000 at the University of Konstanz, Germany]
Baltagi, Badi H.
(
contributor
);
Kunst, Robert M.
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001575731
Saved in:
18
What color are commodity prices? : A fractal analysis
Cromwell, Jeff B.
;
Labys, Walter C.
;
Kouassi, Eugène
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 563-580
Persistent link: https://www.econbiz.de/10001541671
Saved in:
19
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 665-671
Persistent link: https://www.econbiz.de/10001542144
Saved in:
20
Is it efficient to analyse efficiency rankings?
Jensen, Uwe
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
2
,
pp. 189-208
Persistent link: https://www.econbiz.de/10001482206
Saved in:
21
Encompassing and rational expectations : how sequential corroboration can imply refutation
Ericsson, Neil R.
;
Hendry, David F.
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001353406
Saved in:
22
Testing for structural change in the dynamic adjustment model with autoregressive errors
Tran, Kien C.
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10001353417
Saved in:
23
An investigation into a non-linear stochastic trend model
Neusser, Klaus
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
1
,
pp. 135-153
Persistent link: https://www.econbiz.de/10001353470
Saved in:
24
(When) should cointegrating regressions be detrendet? : The case of a German money demand function
Hassler, Uwe
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
1
,
pp. 155-172
Persistent link: https://www.econbiz.de/10001353474
Saved in:
25
Estimation of an endogenous switching regression model with discrete dependent variables : Monte-Carlo analysis and empirical application of three estimators
Qimḥî, Ayyāl
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
2
,
pp. 225-241
Persistent link: https://www.econbiz.de/10001388877
Saved in:
26
Spurious deterministic seasonality and autocorrelation corrections with quarterly data : further Monte Carlo results
Silva Lopes, Arthur C. B. da
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
2
,
pp. 341-359
Persistent link: https://www.econbiz.de/10001388907
Saved in:
27
Wavelet estimation using Bayesian basis selection and basis averaging
Kohn, Robert
;
Marron, James Stephen
;
Yau, Paul
-
1999
Persistent link: https://www.econbiz.de/10001415005
Saved in:
28
Stability of the demand for M1 and harmonized M3 in Finland
Ripatti, Antti
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
3
,
pp. 317-337
Persistent link: https://www.econbiz.de/10001338281
Saved in:
29
Empirical modeling of money demand
Ericsson, Neil R.
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
3
,
pp. 295-315
Persistent link: https://www.econbiz.de/10001338282
Saved in:
30
Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK
Hendry, David F.
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
3
,
pp. 267-294
Persistent link: https://www.econbiz.de/10001338283
Saved in:
31
A Bayesian approach to robust binary nonparametric regression
Wood, Sally
;
Kohn, Robert
-
1997
Persistent link: https://www.econbiz.de/10000957960
Saved in:
32
A Bayesian approach to nonparametric bivariate regression
Smith, Michael S.
;
Kohn, Robert
-
1997
Persistent link: https://www.econbiz.de/10000957963
Saved in:
33
Diagnostics for time series analysis
Gerlach, Richard
;
Carter, Chris K.
;
Kohn, Robert
-
1997
Persistent link: https://www.econbiz.de/10000965127
Saved in:
34
Measuring the welfare effects of tax changes using the LES : an application to a carbon tax
Cornwell, Antonia
- In:
Empirical economics : a journal of the Institute for …
22
(
1997
)
4
,
pp. 589-613
Persistent link: https://www.econbiz.de/10001337418
Saved in:
35
Semiparametric and nonparametric testing for long memory : a Monte Carlo study
Hauser, Michael A.
- In:
Empirical economics : a journal of the Institute for …
22
(
1997
)
2
,
pp. 247-271
Persistent link: https://www.econbiz.de/10001224452
Saved in:
36
Bayesian estimation of duration models : an application of the multiperiod probit model
Campolieti, Michele
- In:
Empirical economics : a journal of the Institute for …
22
(
1997
)
3
,
pp. 461-480
Persistent link: https://www.econbiz.de/10001227184
Saved in:
37
A Monte Carlo evaluation of labor supply models
Ericson, Peter
- In:
Empirical economics : a journal of the Institute for …
22
(
1997
)
3
,
pp. 431-460
Persistent link: https://www.econbiz.de/10001227187
Saved in:
38
Misuse of statistical methods in business applied research projects
Wu, Yuan
;
Loi Soh Loi
-
1996
Persistent link: https://www.econbiz.de/10000940576
Saved in:
39
Nonparametric autocovariance function estimation
Hyndman, Rob J.
;
Wand, M. P.
-
1996
Persistent link: https://www.econbiz.de/10000942965
Saved in:
40
Finite sample performance of robust Bayesian regression
Smith, Michael S.
;
Sheather, Simon J.
;
Kohn, Robert
-
1996
Persistent link: https://www.econbiz.de/10000942995
Saved in:
41
Finite sample stability properties of the least median of squares estimator
Sheather, Simon J.
;
McKean, Joseph W.
;
Hettmansperger, …
-
1996
Persistent link: https://www.econbiz.de/10000942996
Saved in:
42
Additive nonparametric regression for time series
Smith, Michael S.
;
Wong, Chi-ming
;
Kohn, Robert
-
1996
Persistent link: https://www.econbiz.de/10000947881
Saved in:
43
Characterization of invariant tests in the structural equation model
Tan, Randolph Gee Kwang
-
1996
Persistent link: https://www.econbiz.de/10000977473
Saved in:
44
Dynamic common factors in large cross-sections
Forni, Mario
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001334186
Saved in:
45
A new test for structural change : short paper
Inder, Brett A.
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
3
,
pp. 475-482
Persistent link: https://www.econbiz.de/10001205389
Saved in:
46
Markov chain Monte Carlo analysis of underreported count data with an application to worker absenteeism
Winkelmann, Rainer
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
4
,
pp. 575-587
Persistent link: https://www.econbiz.de/10001209913
Saved in:
47
A spectral decomposition for structural VAR models
Stiassny, Alfred
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
4
,
pp. 535-555
Persistent link: https://www.econbiz.de/10001209917
Saved in:
48
Microeconomic models of infrequently purchased goods : an application to household pork consumption
Su, Shew-jiuan B.
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
4
,
pp. 513-533
Persistent link: https://www.econbiz.de/10001209919
Saved in:
49
Small sample properties of canonical cointegrating regressions
Han, Hsiang-ling
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
2
,
pp. 235-253
Persistent link: https://www.econbiz.de/10001199246
Saved in:
50
A brief survey of bandwidth selection for density estimation
Jones, M. C.
;
Marron, James Stephen
;
Sheather, Simon J.
-
1995
Persistent link: https://www.econbiz.de/10000910124
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