Sep 30 2024 Seiji Zenitani   A gamma variate generator with shape parameter less than unity   Abstract  Contact Information  Citation  Full Text  -  Note   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   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2022 Yuta Kurose   Bayesian GARCH modeling for return and range   Abstract  Contact Information  Citation  Full Text  -  Note   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   Abstract  Contact Information  Citation  Full Text  -  Note   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"   Abstract  Contact Information  Citation  Full Text  -  Comment   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   Abstract  Contact Information  Citation  Full Text  -  Note   May 02 2019 Téa Ouraga   A note on Gini Principal Component Analysis   Abstract  Contact Information  Citation  Full Text  -  Note   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   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   Jan 26 2016 Marcelo Brutti Righi and Paulo Sergio Ceretta   On the existence of an optimal estimation window for risk measures   Abstract  Contact Information  Citation  Full Text  -  Note   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   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   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   Abstract  Contact Information  Citation  Full Text  -  Note   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   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 19 2012 Esmeralda Ramalho , Joaquim Ramalho and Jose M.R. Murteira   A supremum-type RESET test for binary choice models   Abstract  Contact Information  Citation  Full Text  -  Note   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   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 16 2003 Robert Phillips   Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances   Abstract  Contact Information  Citation  Full Text  -  Note   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