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Refining the Carlson-Parkin method
Löffler, Gunter - In: Economics letters 64 (1999) 2, pp. 167-171
Persistent link: https://www.econbiz.de/10001399225
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Rectangular and wedge-shaped multivariate normal probabilities
Vijverberg, Wim P. M. - In: Economics letters 68 (2000) 1, pp. 13-20
Persistent link: https://www.econbiz.de/10001481917
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Effects of skewness and kurtosis on model selection criteria
Başçı, Sıdıka - In: Economics letters 59 (1998) 1, pp. 17-22
Persistent link: https://www.econbiz.de/10001239106
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Comparing cointegrating regression estimators : some additional Monte Carlo results
García Montalvo, José - In: Economics letters 48 (1995) 3, pp. 229-234
Persistent link: https://www.econbiz.de/10001184873
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On the power of unit root tests against fractional alternatives
Hassler, Uwe - In: Economics letters 45 (1994) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10001162401
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A comparison of tests of linear hypotheses in cointegrated vector autoregressive models
Psaradakis, Zacharias G. - In: Economics letters 45 (1994) 2, pp. 137-144
Persistent link: https://www.econbiz.de/10001163982
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Monte Carlo evaluation of multivariate student's t probabilities
Vijverberg, Wim P. M. - In: Economics letters 52 (1996) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10001207407
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Should stochastic or non-stochastic exogenous variables be used in Monte Carlo experiments?
Edgerton, David L. - In: Economics letters 53 (1996) 2, pp. 153-159
Persistent link: https://www.econbiz.de/10001216789
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Modified wald tests for non-linear restrictions : a cautionary tale
Goh, Kim-Leng - In: Economics letters 53 (1996) 2, pp. 133-138
Persistent link: https://www.econbiz.de/10001216797
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Simultaneous error components models when panel data are incomplete
Mátyás, László - In: Economics letters 39 (1992) 3, pp. 251-259
Persistent link: https://www.econbiz.de/10001131782