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On the pricing of expected idiosyncratic skewness
Cui, Xiangyu; Guan, Zheng - In: Economics letters 216 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013448356
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Finite state Markov chain approximations to univariate and vector autoregressions
Tauchen, George Eugene - In: Economics letters 20 (1986) 2, pp. 177-181
Persistent link: https://www.econbiz.de/10001008731
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Estimating the variability of the Stein estimator by bootstrap
Yi, Gang - In: Economics letters 37 (1991) 3, pp. 293-298
Persistent link: https://www.econbiz.de/10001114214
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A grouped data semiparametric competing risks model with nonparametric unobserved heterogeneity and mover-stayer structure
Moon, Choon-geol - In: Economics letters 37 (1991) 3, pp. 279-285
Persistent link: https://www.econbiz.de/10001114216
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Parametric models for partially adaptive estimation with skewed and leptokurtic residuals
McDonald, James B. - In: Economics letters 37 (1991) 3, pp. 273-278
Persistent link: https://www.econbiz.de/10001114218
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A standardized test for the error components model with the two-way layout
Honda, Yuzo - In: Economics letters 37 (1991) 2, pp. 125-128
Persistent link: https://www.econbiz.de/10001114367
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Testing exclusion restrictions for a misspecified Tobit model
Taylor, Larry W. - In: Economics letters 37 (1991) 4, pp. 411-416
Persistent link: https://www.econbiz.de/10001120371
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An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data
Quah, Danny - In: Economics letters 33 (1990) 2, pp. 133-140
Persistent link: https://www.econbiz.de/10001088187
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An application of extended rational approximants to White's information matrix test
Taylor, Larry W. - In: Economics letters 1 (1989), pp. 49-53
Persistent link: https://www.econbiz.de/10001068814
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Asymptotic distribution of Durbin-Watson statistic
Srivastava, M. S. - In: Economics letters 2 (1987), pp. 157-160
Persistent link: https://www.econbiz.de/10001032589