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1
Simultaneous dependence between firm-level stock returns
Moon, Kenneth P.
;
Lesage, James P.
- In:
Journal of economics and finance
37
(
2013
)
4
,
pp. 479-494
Persistent link: https://www.econbiz.de/10010345822
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2
Testing for heteroskedastic mixture of ordinary least squares errors
Senarathne, Chamil W
;
Wei, Jianguo
- In:
Romanian journal of economic forecasting
23
(
2020
)
2
,
pp. 73-91
Persistent link: https://www.econbiz.de/10012422500
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3
A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi
- In:
Applied economics
31
(
1999
)
3
,
pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
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4
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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5
Estimation and inference on long-run equilibria : a simulation study
Cappuccio, Nunzio
;
Lubian, Diego
- In:
Econometric reviews
20
(
2001
)
1
,
pp. 61-84
Persistent link: https://www.econbiz.de/10001582455
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An efficient Monte Carlo study of two-step generalized least squares estimators for random-effects panel data models
Casquel, Elena
(
contributor
); …
- In:
Economics bulletin : EB
(
2002
)
Persistent link: https://www.econbiz.de/10001740149
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Measurement error and functional form : implications for welfare estimates
Stöckl, Natalie
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Applied economics letters
10
(
2003
)
5
,
pp. 259-270
Persistent link: https://www.econbiz.de/10001749015
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8
An analysis of a least squares regression method for American option pricing
Clément, Emmanuelle
;
Lamberton, Damien
;
Protter, Philip
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 449-471
Persistent link: https://www.econbiz.de/10001702781
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An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function
Belsley, David A.
- In:
Journal of economic dynamics & control
26
(
2002
)
9/10
,
pp. 1379-1396
Persistent link: https://www.econbiz.de/10001668343
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Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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