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Sep 30 2019 Takahiro Tsukamoto
  Endogenous Inputs and Environmental Variables in Battese and Coelli's (1995) Stochastic Frontier Model
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Aug 22 2019 Davit Stepanyan , Harald Grethe and Khalid Siddig
  Comment on "A Monte Carlo filtering application for systematic sensitivity analysis of computable general equilibrium results"
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Oct 26 2017 Fernanda Maria Müller and Fábio M Bayer
  Improved two-component tests in Beta-Skew-t-EGARCH models
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 22 2012 Gijsbert Suren and Guilherme Moura
  Heteroskedastic Dynamic Factor Models: A Monte Carlo Study
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Aug 28 2012 Shigeyuki Hamori and Yoshihiro Hashiguchi
  Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity
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Jan 27 2012 Takuya Hasebe
  The tests for the level moment conditions: GMM estimation in a linear dynamic panel data model
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Oct 18 2011 David E Giles and Hui Feng
  Reducing the bias of the maximum likelihood estimator for the Poisson regression model
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Jan 11 2010 Samih A Azar
  Random risk aversion and the cost of eliminating the foreign exchange risk of the Euro
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Sep 02 2009 Stephen Norman
  Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one.
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Sep 02 2009 Katsuhiro Sugita
  A Monte Carlo comparison of Bayesian testing for cointegration rank
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Apr 14 2008 Katsuhiro Sugita
  Bayesian analysis of a vector autoregressive model with multiple structural breaks
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Jan 27 2008 Deniz Dilan Karaman Örsal
  Comparison of Panel Cointegration Tests
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 06 2006 Jonas Andersson
  Searching for the DGP when forecasting - Is it always meaningful for small samples?
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Jun 01 2005 Théophile Azomahou and Dong Li
  A consistent nonparametric estimation of spatial autocovariances
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May 13 2004 Olivier Darné
  The effects of additive outliers on stationarity tests: a monte carlo study
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Nov 29 2003 Jérôme Fillol
  Multifractality: Theory and Evidence an Application to the French Stock Market
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Nov 26 2003 Boriss Siliverstovs
  Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment
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Oct 07 2003 jérôme Fillol and Fabien Tripier
  The scaling function-based estimator of the long memory parameter: a comparative study
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