Showing 1 - 10 of 19
Persistent link: https://www.econbiz.de/10010384952
Persistent link: https://www.econbiz.de/10011336733
Persistent link: https://www.econbiz.de/10011888649
Persistent link: https://www.econbiz.de/10011674445
Persistent link: https://www.econbiz.de/10015272051
In this paper, we compare the performance of Inclan and Tiao's (IT) (1994) and Sanso, Arago and Carrion's (AIT) (2004) iterated cumulative sums of squares (ICSS) algorithms by means of Monte Carlo simulation experiments for various data-generating processes with conditional and unconditional...
Persistent link: https://www.econbiz.de/10013111952
Persistent link: https://www.econbiz.de/10009724325
Persistent link: https://www.econbiz.de/10009670164
Persistent link: https://www.econbiz.de/10010126217
Persistent link: https://www.econbiz.de/10009738171