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Single or double bounded contingent valuation? : A Bayesian test
León, Roberto; León, Carmelo Javier - In: Scottish journal of political economy : the journal of … 50 (2003) 2, pp. 174-188
Persistent link: https://www.econbiz.de/10001781673
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Alternative sampling methods for estimating multivariate normal probabilities
Sándor, Zsolt (contributor); András, Péter (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783531
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A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity
Zhang, Tao (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786157
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The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis
Leung, Siu Fai; Yu, Shihti - In: Empirical economics : a journal of the Institute for … 26 (2001) 4, pp. 721-726
Persistent link: https://www.econbiz.de/10001625682
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A fast subsampling method for nonlinear dynamic models
Hong, Han; Scaillet, Olivier; Tamer, Elie T. - 2001 - This version: Nov. 2001 (1.version: Oct. 2001)
Persistent link: https://www.econbiz.de/10001626135
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Value at risk models in finance
Manganelli, Simone; Engle, Robert F. - 2001
Persistent link: https://www.econbiz.de/10001626397
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Sequential inference and state number determination for discrete state-space models through particle filtering
Chopin, Nicolas - 2001
Persistent link: https://www.econbiz.de/10001626891
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Controlled MCMC for optimal sampling
Andrieu, Christophe; Robert, Christian P. - 2001
Persistent link: https://www.econbiz.de/10001626935
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Reversible jump MCMC converging to birth-and-death MCMC and more general continuous time samplers
Cappé, Olivier; Robert, Christian P.; Rydén, Tobias - 2001
Persistent link: https://www.econbiz.de/10001626939
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Bayesian analysis of nested logit model by Markov Chain Monte Carlo
Lahiri, Kajal (contributor); Gao, Jian (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627414