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On the power and interpretation of panel unit root tests
Karlsson, Sune; Löthgren, Mickael - 1999
Persistent link: https://www.econbiz.de/10000168495
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Monte Carlo : concepts, algorithms, and applications
Fishman, George S. - 1996
Persistent link: https://www.econbiz.de/10000543658
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Signal extraction and estimation of a trend : a Monte Carlo study
Boone, Laurence; Hall, Stephen G. - 1995
Persistent link: https://www.econbiz.de/10000561684
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Small sample adjustments for the J-test
Godfrey, L. G.; Godfrey, L.G.; Pesaran, M. Hashem - 1983
Persistent link: https://www.econbiz.de/10000012596
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Preliminary estimation of transfer function weights : a two-step regression approach
Edlund, Per-Olov - 1989
Persistent link: https://www.econbiz.de/10000020747
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Regression-based methods for using control and antithetic variates in Monte Carlo experiments
Davidson, Russell; MacKinnon, James G. - 1990
Persistent link: https://www.econbiz.de/10000129394
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Using research for marketing in the 90's : 43. ESOMAR Marketing Research Congress, Monte Carlo 1990
1990
Persistent link: https://www.econbiz.de/10000109396
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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/10000654971
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Misspecification versus bubbles in hyperinflation data : Monte Carlo and interwar European evidence
Hooker, Mark Allan - 1997
Persistent link: https://www.econbiz.de/10000645796
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Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance
Meghir, Costas; Windmeijer, Frank - 1997
Persistent link: https://www.econbiz.de/10000647505