EconStor >

Search Results

 
for  

Results 41-50 of 331.


Item hits:

DateTitle Authors
2011 Calculating confidence intervals for continuous and discontinuous functions of estimated parametersHam, John C. / Woutersen, Tiemen
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.
2002 The effects of ignoring level shifts on systems cointegration testsTrenkler, Carsten
2009 Fractional Response Models - A Replication Exercise of Papke and Wooldridge (1996)Oberhofer, Harald / Pfaffermayr, Michael
2004 The BDS test as a test for the adequacy of a GARCH (1,1) specification: A Monte Carlo studyCaporale, Guglielmo Maria / Ntantamis, Christos / Pantelidis, Theologos / Pittis, Nikitas
2010 Intangibles, can they explain the dispersion in return rates?Görzig, Bernd / Gornig, Martin
2004 Analytical Prediction of Transitions Probabilities in the Conditional Logit ModelBonin, Holger / Schneider, Hilmar
2005 What determines differences in foreign bank efficiency? : Australian evidence?Sturm, Jan-Egbert / Williams, Barry

Back 1 2 3 4 5 6 7 8 9 10 11 12 13 14 Next