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Monte Carlo simulation
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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
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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 the predictive risk in misspecified quantile regression
Giessing, Alexander
;
He, Xuming
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 235-260
Persistent link: https://www.econbiz.de/10012304550
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4
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
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5
Most powerful test against a sequence of high dimensional local alternatives
He, Yi
;
Jaidee, Sombut
;
Gao, Jiti
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 151-177
Persistent link: https://www.econbiz.de/10014364694
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6
Consistent cross-validatory model-selection for dependent data : hv-block cross-validation
Racine, Jeffrey
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10001504420
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7
Identification problems and decisions under ambiguity : empirical analysis of treatment response and normative analysis of treatment choice
Manski, Charles F.
- In:
Journal of econometrics
95
(
2000
)
2
,
pp. 415-442
Persistent link: https://www.econbiz.de/10001436022
Saved in:
8
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
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9
Tests for the error component model in the presence of local misspecification
Bera, Anil K.
;
Sosa Escudero, Walter
;
Yoon, Mann J.
- In:
Journal of econometrics
101
(
2001
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001545101
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10
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
Andrews, Donald W. K.
;
Lu, Biao
- In:
Journal of econometrics
101
(
2001
)
1
,
pp. 123-164
Persistent link: https://www.econbiz.de/10001545258
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