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person:"James, Jonathan"
subject:"Monte-Carlo-Simulation"
~isPartOf:"Bundesbank Series 1 Discussion Paper"
~isPartOf:"The econometrics journal"
~person:"Dufour, Jean-Marie"
~person:"Hong, Han"
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Monte-Carlo-Simulation
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Exact Tests and Confidence Sets for the Tail Coefficient of A-Stable Distributions
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10012991228
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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
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