Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models Author(s) Hiroyuki Kasahara Katsumi Shimotsu Read more about Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models
Inference Via Kernel Smoothing Of Bootstrap P Values Author(s) James G. MacKinnon Jeff Racine Read more about Inference Via Kernel Smoothing Of Bootstrap P Values
Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach Author(s) Morten Ø. Nielsen Katsumi Shimotsu Read more about Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach