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Some Monte Carlo results for the modified logit model
Alaouze, Chris M. - 1998 - Rev
Persistent link: https://www.econbiz.de/10001354253
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Simulating path-dependent options : a new approach
Babsiri, Mohamed el; Noel, Gerald - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 65-83
Persistent link: https://www.econbiz.de/10001355631
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Multi-step forecasting for long-memory processes
Brodsky, Julia; Hurvich, Clifford M. - In: Journal of forecasting 18 (1999) 1, pp. 59-75
Persistent link: https://www.econbiz.de/10001363672
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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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Bayesian analysis of sectoral and aggregate persistence of Italian production : a Gibbs sampler approach
Carmeci, Gaetano - In: Rivista internazionale di scienze economiche e … 46 (1999) 1, pp. 173-189
Persistent link: https://www.econbiz.de/10001368766
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Monte Carlo sampling approach to testing nonnested hypotheses : Monte Carlo results
Coulibaly, Nouhoun; Brorsen, Wade - In: Econometric reviews 18 (1999) 2, pp. 195-209
Persistent link: https://www.econbiz.de/10001371097
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Spurious spatial regression : some Monte Carlo results with a spatial unit root and spatial cointegration
Fingleton, Bernard - In: Journal of regional science 39 (1999) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10001371193
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Monte Carlo simulation of volatility clustering in market model with herding
Stauffer, Dietrich (contributor) - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 83-94
Persistent link: https://www.econbiz.de/10001372092
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Asymptotically optimal importance sampling and stratification for pricing path-dependent options
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez - In: Mathematical finance : an international journal of … 9 (1999) 2, pp. 117-152
Persistent link: https://www.econbiz.de/10001372181
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Bias and efficiency of single vs double bound models for contingent valuation studies : a Monte Carlo analysis
Calia, Pinuccia; Strazzera, Elisabetta - 1999
Persistent link: https://www.econbiz.de/10001374871