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A simple nonparametric test for the equality of autocorrelation structures of two stochastic processes, with application to experimental data
Pudney, Stephen E.; Deadman, Derek F.; Clark, F. - 1997
Persistent link: https://www.econbiz.de/10000980476
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How to bootstrap DEA estimators : a Monte Carlo comparison
Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000981183
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Overidentification tests with grouped data
Hoxby, Caroline M.; Paserman, Marco Daniele - 1998
Persistent link: https://www.econbiz.de/10000982409
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A Monte Carlo study into time-aggregation in continuous and discrete-time hazard models
Hofstede, Frenkel ter; Wedel, Michel - 1996
Persistent link: https://www.econbiz.de/10000945488
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A Monte Carlo evaluation of labour supply models
Ericson, Peter; Flood, Lennart - 1996
Persistent link: https://www.econbiz.de/10000946786
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A panel data test for mean reversion using ranndomization [randomization]
Schaller, Huntley; Jog, Vijay M. - 1993
Persistent link: https://www.econbiz.de/10000855405
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Variable selection in the linear regression model with one-sided information and a small sample
Hughes, Anthony W. - 1998
Persistent link: https://www.econbiz.de/10000995100
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Overfitting and biases in nonparametric kernel regressions using cross-validated bandwidths : a cautionary note
Mroz, Thomas A.; Savage, Timothy H. - 1998
Persistent link: https://www.econbiz.de/10000995153
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Aggregation of short-memory processes, the volatility of stock market return indices and long
Barnes, Michelle L. - 1998
Persistent link: https://www.econbiz.de/10000995175
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Comparing evaluation methodologies for stochastic dynamic general equilibrium models
Ortega, Eva - 1998
Persistent link: https://www.econbiz.de/10000995689