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Search: subject_exact:"Monte Carlo simulation"
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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003741143
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2
Data augmentation in limited-dependent variable models
Leon-Gonzalez, Roberto
(
contributor
)
-
2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001680508
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3
Small sample properties of panel time-series estimators with I(1) errors
Coakley, Jerry
;
Fuertes, Anna-Maria
;
Smith, Ron
-
2001
Persistent link: https://www.econbiz.de/10001599049
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4
Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo
;
Corradi, Valentina
-
2000
Persistent link: https://www.econbiz.de/10001542536
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5
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001398338
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6
Heteroscedasticity in stochastic frontier models : a Monte Carlo analysis
Guermat, Cherif
;
Hadri, Kaddour
-
1999
Persistent link: https://www.econbiz.de/10001398341
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7
Backpropagation neural network versus translog model in stochastic frontiers : a Monte Carlo comparison
Guermat, Cherif
;
Hadri, Kaddour
-
1999
Persistent link: https://www.econbiz.de/10001398347
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8
Power properties of nonlinearity tests for time series with Markov regime
Psaradakis, Zacharias G.
;
Spagnolo, Nicola
-
1999
Persistent link: https://www.econbiz.de/10001434242
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9
Hot markets conditional volatility, and foreign exchange
Faruqee, Hamid
;
Redding, Lee Scott
-
1999
Persistent link: https://www.econbiz.de/10001491902
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