✦ LIBER ✦

The influence of heteroskedastic variances on cointegration tests: A comparison using Monte Carlo simulations

✍ Scribed by Daiki Maki

Book ID: 120743747
Publisher: Springer
Year: 2011
Tongue: English
Weight: 257 KB
Volume: 28
Category: Article
ISSN: 0943-4062
DOI: 10.1007/s00180-011-0293-x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the power of panel cointegration test

On the power of panel cointegration tests: a Monte Carlo comparison

✍ Luciano Gutierrez 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 238 KB

Testing for heterogeneity among phenotyp

Testing for heterogeneity among phenotypic correlations: a comparison of methods using Monte Carlo simulations

✍ Richard P. Brown 📂 Article 📅 1997 🏛 Springer Netherlands 🌐 English ⚖ 102 KB

On the power of bootstrap tests for stat

On the power of bootstrap tests for stationarity: a Monte Carlo comparison

✍ Sevan G. Gulesserian, Mohitosh Kejriwal 📂 Article 📅 2013 🏛 Springer-Verlag 🌐 English ⚖ 293 KB

On the use of variance reducing multipli

On the use of variance reducing multipliers in Monte Carlo computations of a global sensitivity index

✍ I.M. Sobol'; Yu.L. Levitan 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 399 KB

First report of an attempt to apply variance reducing multipliers in Monte Carlo estimations of global sensitivity indices. 1999 Elsevier Science B.V.

Influence of the long-range corrections

Influence of the long-range corrections on the interfacial properties of molecular models using Monte Carlo simulation

✍ Míguez, J. M.; Piñeiro, M. M.; Blas, Felipe J. 📂 Article 📅 2013 🏛 American Institute of Physics 🌐 English ⚖ 911 KB

The Effect of Lattice Temperature on Abn

The Effect of Lattice Temperature on Abnormal Subgrain Growth Simulations using a Monte Carlo Technique

✍ B. Radhakrishnan; T. Zacharia 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 253 KB