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Sep 30 2024 Seiji Zenitani
  A gamma variate generator with shape parameter less than unity
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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
 
Dec 30 2022 Catherine M. Chambers , Paul E. Chambers and John C Whitehead
  Valuing health services using benefit transfer: Cross-subsidization of cataract surgeries in Ethiopia
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Sep 30 2022 Yuta Kurose
  Bayesian GARCH modeling for return and range
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Sep 17 2021 Abdhut Deheri
  The Effects of Monetary Policy on Output and Inflation in India: A Time-varying Approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 14 2020 Jingyu Song , Paul V Preckel and Michael S Delgado
  Fractional logit estimation under varying spatial resolution
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 30 2020 Elena Lagomarsino
  A graphical approach to select the nested structure of a CES function
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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
 
Sep 30 2019 Takahiro Tsukamoto
  Endogenous Inputs and Environmental Variables in Battese and Coelli's (1995) Stochastic Frontier Model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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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Jun 15 2019 Hiroaki Masuhara
  Identifying finite mixture models in the presence of moment-generating function: application in medical care using a zero-inflated binomial model
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May 02 2019 Téa Ouraga
  A note on Gini Principal Component Analysis
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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
 
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
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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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Jan 26 2016 Marcelo Brutti Righi and Paulo Sergio Ceretta
  On the existence of an optimal estimation window for risk measures
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Oct 02 2015 Yazmín V. Soriano-Morales , Francisco Venegas-Martínez and Benjamín Vallejo-Jiménez
  Determination of the equilibrium expansion rate of money when money supply is driven by a time-homogeneous Markov modulated jump diffusion process
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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
 
Sep 02 2015 Katsuhiro Sugita
  Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks
  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
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Aug 25 2014 Mohamed Siry Bah
  Is there a stochastic convergence process in the West African economic and monetary union in presence of multiple structural breaks from 1960 to 2010?
  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
 
Dec 03 2012 Ke Yang
  Multivariate Local Polynomial Regression With Autocorrelated Errors
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 22 2012 Gijsbert Suren and Guilherme Moura
  Heteroskedastic Dynamic Factor Models: A Monte Carlo Study
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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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Mar 19 2012 Esmeralda Ramalho , Joaquim Ramalho and Jose M.R. Murteira
  A supremum-type RESET test for binary choice models
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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
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 18 2011 David E Giles and Hui Feng
  Reducing the bias of the maximum likelihood estimator for the Poisson regression model
  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
 
Jul 25 2011 Marcio Laurini
  Bayesian Factor Selection in Dynamic Term Structure Models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 28 2010 Ivan Jeliazkov and Rui Liu
  A model-based ranking of U.S. recessions
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 12 2010 Daniel Ventosa-santaulària
  Testing for an irrelevant regressor in a simple cointegration analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 11 2010 Samih A Azar
  Random risk aversion and the cost of eliminating the foreign exchange risk of the Euro
  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
 
Sep 02 2009 Stephen Norman
  Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 02 2009 Katsuhiro Sugita
  A Monte Carlo comparison of Bayesian testing for cointegration rank
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
 
Apr 14 2008 Katsuhiro Sugita
  Bayesian analysis of a vector autoregressive model with multiple structural breaks
  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
 
Jan 27 2008 Deniz Dilan Karaman Örsal
  Comparison of Panel Cointegration Tests
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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
 
Aug 31 2007 Jamel JOUINI and Mohamed BOUTAHAR
  Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 10 2007 Jamel JOUINI and Mohamed BOUTAHAR
  wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 06 2006 Haibin Wu
  Wavelet Estimation of Time Series Regression with Long Memory Processes
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 06 2006 Jonas Andersson
  Searching for the DGP when forecasting - Is it always meaningful for small samples?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 03 2006 Fulvia Focker and Umberto Triacca
  A new proxy of the average volatility of a basket of returns: A Monte Carlo study
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 25 2006 Johan Lyhagen
  The seasonal KPSS statistic
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 22 2006 Barry Falk and Anindya Roy
  Efficiency Tradeoffs in Estimating the Linear Trend Plus Noise Model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 27 2005 Kazuhiko Kakamu
  Bayesian Estimation of A Distance Functional Weight Matrix Model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 19 2005 Dimitris Hatzinikolaou and Athanassios Stavrakoudis
  A New Variant of RESET for Distributed Lag Models
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 30 2005 S. C. Goh
  Simple Edgeworth approximations for semiparametric averaged derivatives
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 01 2005 Théophile Azomahou and Dong Li
  A consistent nonparametric estimation of spatial autocovariances
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 10 2005 Patrik Guggenberger
  Monte-carlo evidence suggesting a no moment problem of the continuous updating estimator
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 24 2005 Min-Hsien Chiang and Chihwa Kao
  Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 17 2005 Robert Taylor
  On the limiting behaviour of augmented seasonal unit root tests
  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
 
Oct 08 2004 Peter E. Kennedy and John Elder
  More on F versus t tests for unit roots when there is no trend
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
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 19 2004 Valerie Mignon and Sandrine Lardic
  The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 12 2004 SK Mishra
  Median as a weighted arithmetic mean of all sample observations
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 13 2004 Olivier Darné
  The effects of additive outliers on stationarity tests: a monte carlo study
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 09 2004 Paulo M. M. Rodrigues and Andrew Tremayne
  F versus t tests for unit roots: a comment
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Mar 16 2004 Steven Cook
  On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 29 2003 Jérôme Fillol
  Multifractality: Theory and Evidence an Application to the French Stock Market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 26 2003 Boriss Siliverstovs
  Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Oct 08 2003 David O. Cushman
  Further evidence on the size and power of the Bierens and Johansen cointegration procedures
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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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Jul 16 2003 Robert Phillips
  Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances
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Oct 01 2002 Elena Casquel and Ezequiel Uriel
  An efficient monte carlo study of two-step generalized least squares estimators for random-effects panel data models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 17 2001 Quirino Paris
  Multicollinearity and maximum entropy estimators
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 26 2001 Claudio Lupi and Patrizia Ordine
  Testing for asymmetry in economic time series using bootstrap methods
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 17 2001 Steven Cook
  Asymmetric unit root tests in the presence of structural breaks under the null
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 04 2001 Peter E. Kennedy and John Elder
  F versus t tests for unit roots
  Abstract  Contact Information  Citation  Full Text  -  Note