EconStor >

Search Results


Results 31-40 of 497.

Item hits:

DateTitle Authors
2008 Testing for stochastic monotonicityLee, Sokbae / Linton, Oliver / Whang, Yoon-Jae
2000 Wealth Dynamics in the 1980’s and 1990’s: Sweden and the U.S.Klevmarken, Anders / Lupton, Joseph / Stafford, Frank
2009 Simulating WTP values from random-coefficient modelsRischatsch, Maurus
2001 A method to generate multivariate data with moments arbitrary close to the desired momentsLyhagen, Johan
2006 Evaluating targeting efficiency of government programmes: International comparisonsKakwani, Nanak / Son, Hyun H.
2011 Calculating confidence intervals for continuous and discontinuous functions of estimated parametersHam, John C. / Woutersen, Tiemen
2012 The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust SimulationBasturk, Nalan / Hoogerheide, Lennart / Opschoor, Anne / van Dijk, Herman K.
2004 A bootstrap invariance principle for highly nonstationary long memory processesKapetanios, George
2006 Stochastic volatility driven by large shocksKapetanios, George / Tzavalis, Elias
2003 Non-nested models and the likelihood ratio statistic: A comparison of simulation and bootstrap based testsKapetanios, George / Weeks, Melvyn J.

Back 1 2 3 4 5 6 7 8 9 10 11 12 13 Next