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Testing and correcting for sample selection bias in discrete choice contingent valuation studies
Eklöf, Jan A.; Karlsson, Sune - 1997
Persistent link: https://www.econbiz.de/10000961922
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How to bootstrap DEA estimators : a Monte Carlo comparison
Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000981183
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Bootstrap inference in time series econometrics
Gredenhoff, Mikael P. - 1998
Persistent link: https://www.econbiz.de/10000984101
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Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan - 1998
Persistent link: https://www.econbiz.de/10000984648
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Do long-memory models have long memory?
Eklund, Bruno - 1998
Persistent link: https://www.econbiz.de/10000984772
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Statistical properties of GARCH processes
He, Changli - 1997
Persistent link: https://www.econbiz.de/10000975043
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On the Damodaran estimator of price adjustment coefficients
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000976835
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Risky taxes, budget balance preserving spreads and precautionary savings
Becker, Torbjörn - 1995
Persistent link: https://www.econbiz.de/10000920367
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Budget deficits, tax risk and consumption
Becker, Torbjörn - 1995
Persistent link: https://www.econbiz.de/10000920370
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Oligopoly and risk aversion
Asplund, Marcus - 1995
Persistent link: https://www.econbiz.de/10000920671