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Consistency of two-step sample selection estimators despite misspecification of distribution
Newey, Whitney K. - In: Economics letters 63 (1999) 2, pp. 129-132
Persistent link: https://www.econbiz.de/10001398874
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Some small sample properties of tests for structural stability in a simultaneous equation
Ohtani, Kazuhiro - In: Economics letters 22 (1986) 2, pp. 229-232
Persistent link: https://www.econbiz.de/10001026512
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The distribution of the Theil U-statistic in bivariate normal populations
Mizrach, Bruce Marshall - In: Economics letters 38 (1992) 2, pp. 163-167
Persistent link: https://www.econbiz.de/10001122956
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Monte Carlo sampling procedure and Bayesian encompassing tests : normal case
Bouoiyour, Jamal - In: Economics letters 38 (1992) 2, pp. 127-132
Persistent link: https://www.econbiz.de/10001122966
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Sampling variability in Hansen-Jagannathan bounds
Gregory, Allan W. - In: Economics letters 38 (1992) 3, pp. 263-267
Persistent link: https://www.econbiz.de/10001123559
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The dividend ratio model and small sample bias : a Monte Carlo study
Campbell, John Y. - In: Economics letters 4 (1989), pp. 325-331
Persistent link: https://www.econbiz.de/10001065366
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Interpreting sample selection effects
Dolton, Peter J. - In: Economics letters 4 (1987), pp. 373-379
Persistent link: https://www.econbiz.de/10001035167
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On exact small sample properties of ordinary ridge estimators
Nomura, Masuo - In: Economics letters 3 (1988), pp. 251-255
Persistent link: https://www.econbiz.de/10001051127
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The sample spectrum of time series with trading day variation
MacNulty, Mark S. - In: Economics letters 31 (1989) 4, pp. 367-370
Persistent link: https://www.econbiz.de/10001080235
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Some results on the finite sample significance levels of instrumental variable tests for non-nested models
Burke, Simon P. - In: Economics letters 31 (1989) 4, pp. 343-347
Persistent link: https://www.econbiz.de/10001080241