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Wagner, Martin
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Econometric reviews
International journal of production research
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International journal of logistics systems and management
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48
Economics letters
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ECONIS (ZBW)
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1
Inference in the nonparametric stochastic frontier model
Parmeter, Christopher F.
;
Simar, Léopold
;
Van …
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 518-539
Persistent link: https://www.econbiz.de/10014551827
Saved in:
2
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
3
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
4
Information theoretic methods in small domain estimation
Bernardini Papalia, Rosa
;
Fernández Vázquez, Esteban
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 347-359
Persistent link: https://www.econbiz.de/10012038716
Saved in:
5
Fixed T dynamic panel data estimators with multifactor errors
Juodis, Artūras
;
Sarafidis, Vasilis
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 893-929
Persistent link: https://www.econbiz.de/10012040421
Saved in:
6
Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes
Bierens, Herman J.
;
Wang, Li
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 103-135
Persistent link: https://www.econbiz.de/10011795009
Saved in:
7
Estimation and properties of a time-varying EGARCH(1,1) in mean model
Anyfantaki, Sofia
;
Dēmos, Antōnēs A.
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 293-310
Persistent link: https://www.econbiz.de/10011549930
Saved in:
8
Improving the power of tests of stochastic dominance
Donald, Stephen G.
;
Hsu, Yu-Chin
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 553-585
Persistent link: https://www.econbiz.de/10011550043
Saved in:
9
Moment and IV selection approaches : a comparative simulation study
Caner, Mehmet
;
Maasoumi, Esfandiar
;
Riquelme, Juan Andrés
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1562-1581
Persistent link: https://www.econbiz.de/10011592372
Saved in:
10
Time-deformation modeling of stock returns directed by duration processes
Feng, Dingan
;
Song, Peter X.-K.
;
Wirjanto, Tony S.
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 480-511
Persistent link: https://www.econbiz.de/10011373264
Saved in:
11
Analysis of variance for Bayesian inference
Geweke, John
;
Amisano, Gianni
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 270-288
Persistent link: https://www.econbiz.de/10010359805
Saved in:
12
Some theoretical and simulation results on the frequency domain causality test
Yamada, Hiroshi
;
Yanfeng, Wei
- In:
Econometric reviews
33
(
2014
)
8
,
pp. 936-947
Persistent link: https://www.econbiz.de/10010363871
Saved in:
13
A survey on time-varying copulas : specification, simulations, and application
Manner, Hans
;
Reznikova, Olga
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 654-687
Persistent link: https://www.econbiz.de/10009539650
Saved in:
14
The performance of panel cointegration methods : results from a large scale simulation study
Wagner, Martin
;
Hlouskova, Jaroslava
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 182-223
Persistent link: https://www.econbiz.de/10003960501
Saved in:
15
Efficient posterior simulation for cointegrated models with priors on the cointegration space
Koop, Gary
;
León-González, Roberto
;
Strachan, Rodney W.
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 224-242
Persistent link: https://www.econbiz.de/10003960502
Saved in:
16
Correction to "Automatic block-length selection for the dependent bootstrap" by D. Politis and H. White
Patton, Andrew J.
;
Politis, Dimitris N.
;
White, Halbert
- In:
Econometric reviews
28
(
2009
)
4
,
pp. 372-375
Persistent link: https://www.econbiz.de/10003864027
Saved in:
17
Moving average-based estimators of integrated variance
Hansen, Peter Reinhard
;
Large, Jeremy
;
Lunde, Asger
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 79-111
Persistent link: https://www.econbiz.de/10003761216
Saved in:
18
Simulating properties of the likelihood ratio test for a unit root in an explosive second-order autoregression
Nielsen, Bent
;
Reade, J. James
- In:
Econometric reviews
26
(
2007
)
5
,
pp. 487-501
Persistent link: https://www.econbiz.de/10003549297
Saved in:
19
The performance of panel unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava
;
Wagner, Martin
- In:
Econometric reviews
25
(
2006
)
1
,
pp. 85-116
Persistent link: https://www.econbiz.de/10003309359
Saved in:
20
Using simulation methods for Bayesian econometric models : inference, development, and communication
Geweke, John
- In:
Econometric reviews
18
(
1999
)
1
,
pp. 1-73
Persistent link: https://www.econbiz.de/10001371088
Saved in:
21
Estimating consumer surplus comments on "Using simulation methods for Bayesian econometric models: inference development and communication"
Griffiths, William E.
- In:
Econometric reviews
18
(
1999
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10001395553
Saved in:
22
Some remarks on the simulation revolution in Bayesian econometric inference
Dijk, Herman K. van
- In:
Econometric reviews
18
(
1999
)
1
,
pp. 105-112
Persistent link: https://www.econbiz.de/10001395558
Saved in:
23
Using simulation methods for Bayesian econometric models : inference, development and communication: some comments
Martin, Gael M.
;
Forbes, Catherine Scipione
- In:
Econometric reviews
18
(
1999
)
1
,
pp. 113-118
Persistent link: https://www.econbiz.de/10001395559
Saved in:
24
Monte Carlo evidence on the robustness of conditional moment tests in tobit and probit models
Skeels, Christopher L.
- In:
Econometric reviews
16
(
1997
)
1
,
pp. 69-92
Persistent link: https://www.econbiz.de/10001217210
Saved in:
25
A test of the normality assumption in the ordered probit model
Glewwe, Paul
- In:
Econometric reviews
16
(
1997
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10001217215
Saved in:
26
Revisiting the flexibility and regularity properties of the asymptotically ideal production model
Jensen, Mark J.
- In:
Econometric reviews
16
(
1997
)
2
,
pp. 179-203
Persistent link: https://www.econbiz.de/10001220186
Saved in:
27
On a test for structural stability of Euler conditions parameters estimated via the generalized method of moments estimator : small sample properties
Hamori, Shigeyuki
- In:
Econometric reviews
15
(
1996
)
1
,
pp. 97-114
Persistent link: https://www.econbiz.de/10001197544
Saved in:
28
Implementation of recursive nonparametric kernel estimation and a Monte Carlo study on its finite sample properties
Ngerng, M. H. Anthony
- In:
Econometric reviews
15
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001197546
Saved in:
29
Finite sample properties of maximum likelihood and quasi-maximum likelihood estimators of EGARCH models
Deb, Partha
- In:
Econometric reviews
15
(
1996
)
1
,
pp. 51-68
Persistent link: https://www.econbiz.de/10001197547
Saved in:
30
Flexibility and regularity properties of the asymptotically ideal production model
Terrell, Dek
- In:
Econometric reviews
14
(
1995
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001177159
Saved in:
31
Large sample asymptotic properties of the double k-class estimators in linear regression models
Vinod, Hrishikesh D.
- In:
Econometric reviews
14
(
1995
)
1
,
pp. 75-100
Persistent link: https://www.econbiz.de/10001177164
Saved in:
32
Detecting parameter shift in GARCH models
Chu, Chia-shang James
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 241-266
Persistent link: https://www.econbiz.de/10001180038
Saved in:
33
A non-nested test of level-differenced versus log-differenced stationary models
Pesaran, Bahram
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 213-227
Persistent link: https://www.econbiz.de/10001180042
Saved in:
34
A differencing test
Franses, Philip Hans
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 183-193
Persistent link: https://www.econbiz.de/10001180047
Saved in:
35
The generalized fluctuation test : a unifying view
Kuan, Chung-ming
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 135-161
Persistent link: https://www.econbiz.de/10001180050
Saved in:
36
Finite sample properties of adaptive regression estimators
Ng, Pin T.
- In:
Econometric reviews
14
(
1995
)
3
,
pp. 267-297
Persistent link: https://www.econbiz.de/10001185177
Saved in:
37
A Monte Carlo study on two methods of calculating the MLE's covariance matrix in a seemingly unrelated nonlinear regression
Jensen, Mark J.
- In:
Econometric reviews
14
(
1995
)
3
,
pp. 315-330
Persistent link: https://www.econbiz.de/10001185178
Saved in:
38
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
Saved in:
39
A comparison of some robust, adaptive, and partially adaptive estimators of regression models
McDonald, James B.
- In:
Econometric reviews
12
(
1993
)
1
,
pp. 103-124
Persistent link: https://www.econbiz.de/10001141848
Saved in:
40
Testing stationarity and trend stationarity against the unit root hypothesis
Bierens, Herman J.
- In:
Econometric reviews
12
(
1993
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001141852
Saved in:
41
A comparison of model selection criteria
Mills, Jeffrey Alan
- In:
Econometric reviews
11
(
1992
)
2
,
pp. 201-233
Persistent link: https://www.econbiz.de/10001128475
Saved in:
42
A simple Bera-Jarque normality test for nonparametric residuals
Rilstone, Paul
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 355-365
Persistent link: https://www.econbiz.de/10001133929
Saved in:
43
On the finite sample performance of exogeneity tests of Revankar, Revankar and Hartley and Wu-Hausman
Meepagala, Gaminie
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 337-353
Persistent link: https://www.econbiz.de/10001133930
Saved in:
44
Calibration as estimation
Gregory, Allan W.
- In:
Econometric reviews
9
(
1990
)
1
,
pp. 57-89
Persistent link: https://www.econbiz.de/10001094749
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