Simulation Methods in Econometrics: Editors' Introduction.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 1, p. i, doi. 10.1111/1368-423X.11001
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- Publication type:
- Article
Works matching IS 13684221 AND DT 1998 AND VI 1 AND IP 1
Results: 12
1
2
Spurious Periodic Autoregressions.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 1, p. 1, doi. 10.1111/1368-423X.11002
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- Publication type:
- Article
3
Bayesian Inference on GARCH Models Using the Gibbs Sampler.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 1, p. 23, doi. 10.1111/1368-423X.11003
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- Publication type:
- Article
4
A Comparison of the Forecast Performance of Markov-switching and Threshold Autoregressive Models of US GNP.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 1, p. 47, doi. 10.1111/1368-423X.11004
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- Publication type:
- Article
5
Estimating the Kronecker Indices of Cointegrated Echelon-form VARMA Models.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 1, p. 76, doi. 10.1111/1368-423X.11005
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- Publication type:
- Article
6
Control Variates for Variance Reduction in Indirect Inference: Interest Rate Models in Continuous Time.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 1, p. 100, doi. 10.1111/1368-423X.11006
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- Publication type:
- Article
7
Estimating Stochastic Volatility Models Through Indirect Inference.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 1, p. 113, doi. 10.1111/1368-423X.11007
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- Publication type:
- Article
8
Simulated Maximum Likelihood Estimation in Transition Models.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 1, p. 129, doi. 10.1111/1368-423X.11008
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- Publication type:
- Article
9
Simulation-based Finite Sample Normality Tests in Linear Regressions.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 1, p. 154, doi. 10.1111/1368-423X.11009
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- Publication type:
- Article
10
Simulation-based Likelihood Inference for Limited Dependent Processes.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 1, p. 174, doi. 10.1111/1368-423X.11010
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- Publication type:
- Article
11
Computationally Attractive Stability Tests for the Efficient Method of Moments.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 1, p. 203, doi. 10.1111/1368-423X.00012
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- Publication type:
- Article
12
A Framework for Economic Forecasting.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 1, p. 203, doi. 10.1111/1368-423X.00011
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- Publication type:
- Article