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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
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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?
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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
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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
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Nov 09 2009 Patrick Richard
  Improving the accuracy of the analytical indirect inference estimator for MA models.
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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
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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
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Jul 18 2008 Andrea Cerasa
  Panel Unit Root Tests and the Specification of Cross-sectional Dependence
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Mar 19 2008 Andrea Cerasa
  CIPS test for Unit Root in Panel Data: further Monte Carlo results
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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
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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
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Jan 10 2005 Sunil Sapra
  "A regression error specification test (RESET) for generalized linear models".
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Sep 22 2004 Ted Juhl
  A nonparametric adjustment for tests of changing mean
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Sep 16 2004 Francesca Di Iorio and Stefano Fachin
  Models of labour demand with fixed costs of adjustment: a generalised tobit approach
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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