Mar 30 2023 Adam J. Check , Ming Chien Lo and Kwok Ping Tsang   Are unit root tests useful for univariate time series forecasts with different orders of integration? A Monte Carlo study   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 29 2019 Zsolt Sándor   Further evidence on sparse grids-based numerical integration in the mixed logit model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 02 2019 Téa Ouraga   A note on Gini Principal Component Analysis   Abstract  Contact Information  Citation  Full Text  -  Note   May 01 2017 Mustafa U. Karakaplan and Levent Kutlu   Handling Endogeneity in Stochastic Frontier Analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 20 2017 Margherita Gerolimetto and Stefano Magrini   On the power of the simulation-based ADF test in bounded time series   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 20 2017 Nelson B Villoria and Paul V Preckel   Gaussian Quadratures vs. Monte Carlo Experiments for Systematic Sensitivity Analysis of Computable General Equilibrium Model Results   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 07 2015 Wenjie Wang and Qingfeng Liu   Bootstrap-based Selection for Instrumental Variables Model   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 24 2015 Luisa Bisaglia and Margherita Gerolimetto   Forecasting integer autoregressive processes of order 1: are simple AR competitive?   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2015 Kazumitsu Nawata   Robust estimation based on the third-moment restriction of the error terms for the Box-Cox transformation model: An estimator consistent under heteroscedasticity   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 10 2013 Kazumitsu Nawata   A new estimator of the Box-Cox transformation model using moment conditions   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 26 2011 Rachida Ouysse   Computationally efficient approximation for the double bootstrap mean bias correction   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 09 2009 Patrick Richard   Improving the accuracy of the analytical indirect inference estimator for MA models.   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 16 2009 Brennan S. Thompson   Nonparametric estimation and specification testing of a two-factor interest rate model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 02 2009 Takamitsu Kurita   A note on small-sample correction for hypothesis testing on cointegrating vectors: recursive Monte Carlo analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 05 2009 Helena Veiga   Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 21 2008 David Jacho-Chávez   k nearest-neighbor estimation of inverse density weighted expectations   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 18 2008 Andrea Cerasa   Panel Unit Root Tests and the Specification of Cross-sectional Dependence   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 19 2008 Andrea Cerasa   CIPS test for Unit Root in Panel Data: further Monte Carlo results   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 06 2008 Manami Ogura   The examination of the validity of the Divisia price index for the almost ideal demand system model: Some Monte Carlo results   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 03 2007 Kazumitsu Nawata   A monte carlo analysis of the type II tobit maximum likelihood estimator when the true model is the type I tobit model   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 10 2005 Sunil Sapra   "A regression error specification test (RESET) for generalized linear models".   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 22 2004 Ted Juhl   A nonparametric adjustment for tests of changing mean   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 16 2004 Francesca Di Iorio and Stefano Fachin   Models of labour demand with fixed costs of adjustment: a generalised tobit approach   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 15 2004 Sudhanshu Mishra   Multicollinearity and maximum entropy leuven estimator   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 12 2004 SK Mishra   Median as a weighted arithmetic mean of all sample observations   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 17 2001 Quirino Paris   Multicollinearity and maximum entropy estimators   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result