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Bayesian inference in models based on equilibrium search theory
Koop, Gary - In: Journal of econometrics 102 (2001) 2, pp. 311-338
Persistent link: https://www.econbiz.de/10001580628
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Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein - 2000
Persistent link: https://www.econbiz.de/10001582162
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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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Size characteristics of tests for sample selection bias : a Monte Carlo comparison and empirical example
Nawata, Kazumitsu; McAleer, Michael - In: Econometric reviews 20 (2001) 1, pp. 105-112
Persistent link: https://www.econbiz.de/10001582464
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On seasonality and cointegration
Löf, Mårten - 2001
Persistent link: https://www.econbiz.de/10001582796
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Instrumental variable estimation of semiparametric dynamic panel data models : Monte Carlo results on several new and existing estimators
Berg, M. Douglas; Li, Qi; Ullah, Aman - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 297-315). 2000
Persistent link: https://www.econbiz.de/10001583151
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Small sample performance of dynamic panel data estimators in estimating the growth-convergence equation : a Monte Carlo study
Islam, Nazrul - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 317-339). 2000
Persistent link: https://www.econbiz.de/10001583153
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A note on the power of money-output causality tests
Cheung, Yin-Wong; Fujii, Eiji - In: Oxford bulletin of economics and statistics 63 (2001) 2, pp. 247-261
Persistent link: https://www.econbiz.de/10001585158
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The importance of common cyclical features in VAR analysis : a Monte-Carlo study
Vahid, Farshid; Issler, João Victor - 2001
Persistent link: https://www.econbiz.de/10001586613
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Tests of rank in reduced rank regression models
Camba-Méndez, Gonzalo (contributor) - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558140