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Testing for zeros in the spectrum of an univariate stationary process ; 1
Lacroix, Renaud - 1999
Persistent link: https://www.econbiz.de/10001450195
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Testing for zeros in the spectrum of an univariate stationary process ; 2
Lacroix, Renaud - 1999
Persistent link: https://www.econbiz.de/10001450200
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Explicit models of willingness to pay : a Monte Carlo simulation
Mason, Carl N.; Quigley, John M. - 1988
Persistent link: https://www.econbiz.de/10001450390
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Power properties of nonlinearity tests for time series with Markov regime
Psaradakis, Zacharias G.; Spagnolo, Nicola - 1999
Persistent link: https://www.econbiz.de/10001434242
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Finite-sample properties of percentile and percentile-t bootstrap confidence intervals for impulse responses
Kilian, Lutz - In: The review of economics and statistics 81 (1999) 4, pp. 652-660
Persistent link: https://www.econbiz.de/10001437386
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A principal components analysis of common stochastic trends in heterogeneous panel data : some Monte Carlo evidence
Hall, Stephen G.; Lazarová, Stěpána; Urga, Giovanni - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 749-767
Persistent link: https://www.econbiz.de/10001437556
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Finite sample properties of GMM estimators and tests
Podivinsky, Jan M. - In: Generalized method of moments estimation, (pp. 128-148). 1999
Persistent link: https://www.econbiz.de/10001437627
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Monte Carlo evaluation model of an undeveloped oil field
Cortazar, Gonzalo; Schwartz, Eduardo S. - In: Journal of energy finance & development 3 (1998) 1, pp. 73-84
Persistent link: https://www.econbiz.de/10001440011
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Value-at-risk models and option portfolios
Brown, Christine; Chan, Rosemary - In: Economic papers : a journal of applied economics and policy 18 (1999) 4, pp. 107-122
Persistent link: https://www.econbiz.de/10001440662
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Spurious periodic autoregressions
Proietti, Tommaso - In: The econometrics journal 1 (1998) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001443661