Pages that link to "Item:Q4271323"

The following pages link to Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-Nested Hypotheses (Q4271323):

Displayed 12 items.

• The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) ‎ (← links)
• Monte Carlo response surfaces: A comparative approach (Q1345574) ‎ (← links)
• A comparison of nonnested tests for misspecified models using the method of approximate slopes (Q1801418) ‎ (← links)
• The significance of testing empirical non-nested models (Q1893409) ‎ (← links)
• Estimating simultaneous equations models by a simulation technique (Q1905949) ‎ (← links)
• Specification testing in Markov-switching time-series models (Q1906290) ‎ (← links)
• Cointegration tests in the presence of structural breaks (Q1906293) ‎ (← links)
• Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures (Q1906295) ‎ (← links)
• Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804) ‎ (← links)
• Detecting level shifts in ARMA-GARCH (1,1) Models (Q3184487) ‎ (← links)
• OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS (Q4471135) ‎ (← links)
• A monte carlo study of tests for non-nested models estimated by generalized method of moments (Q4859871) ‎ (← links)