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Monte Carlo simulation
178
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178
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166
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139
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139
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Chib, Siddhartha
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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Journal of econometrics
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549
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ECONIS (ZBW)
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1
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
2
Specification test on mixed logit models
Hahn, Jinyong
;
Hausman, Jerry A.
;
Lustig, Josh
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 19-37
Persistent link: https://www.econbiz.de/10012483184
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3
On specification testing of ordered discrete choice models
Mora, Juan
;
Moro-Egido, Ana I.
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 191-205
Persistent link: https://www.econbiz.de/10003722598
Saved in:
4
Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three
simulation
estimators
Michaelides, Alexander G.
;
Ng, Serena
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 231-266
Persistent link: https://www.econbiz.de/10001468767
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5
A 1-1 poly-t random variable generator with application to Monte Carlo integration
Bauwens, Luc
;
Richard, Jean Francois
- In:
Journal of econometrics
(
1985
)
2
,
pp. 19-46
Persistent link: https://www.econbiz.de/10001876498
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6
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
7
Estimation of finite sequential games
Maruyama, Shiko
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 716-726
Persistent link: https://www.econbiz.de/10010257684
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8
On some properties of Markov chain Monte Carlo
simulation
methods based on particular filter
Pitt, Michael K.
;
Santos Silva, Ralph dos
;
Giordani, Paolo
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 134-151
Persistent link: https://www.econbiz.de/10009691169
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9
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
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10
A fast subsampling method for nonlinear dynamic models
Hong, Han
;
Scaillet, Olivier
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 557-578
Persistent link: https://www.econbiz.de/10003359579
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