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Simulated residuals

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Author Info
Gourieroux, Christian
Monfort, Alain
Renault, Eric
Trognon, Alain

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File URL: http://www.sciencedirect.com/science/article/B6VC0-4582FWV-36/2/149bb569ddba7081caa8eb5cb3203973
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 34 (1987)
Issue (Month): 1-2 ()
Pages: 201-252
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Handle: RePEc:eee:econom:v:34:y:1987:i:1-2:p:201-252

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Ulrich Kaiser & Andrea Szczesny, 2000. "Einfache oekonomische Verfahren fuer die Kreditrisikomessung," CoFE Discussion Paper 00-28, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  2. Kilby, C., 1995. "Supervision and Performance : The Case of World Bank Projects," Discussion Paper 45, Tilburg University, Center for Economic Research. [Downloadable!]
    Other versions:
  3. Ulrich Kaiser & Andrea Szczesny, 2000. "Einfache ökonometrische Verfahren für die Kreditrisikomessung: Verweildauermodelle," Working Paper Series: Finance and Accounting 62, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  4. Luc Arrondel & André Masson, 1990. "Hypothèse du cycle de vie, diversification et composition du patrimoine: France 1986," Annales d'Economie et de Statistique, ADRES, issue 17, pages 01, Janvier-M. [Downloadable!]
  5. Teresa Aparicio & Inmaculada Villanúa, 2007. "Some selection criteria for nested binary choice models: a comparative study," Computational Statistics, Springer, vol. 22(4), pages 635-660, December. [Downloadable!] (restricted)
  6. Luc Arrondel & André Masson, 2002. "Stockholding in France," DELTA Working Papers 2002-09, DELTA (Ecole normale supérieure). [Downloadable!]
  7. Christian Gourieroux & Alain Monfort, 1991. "Simulation Based Inference in Models with Heterogeneity," Annales d'Economie et de Statistique, ADRES, issue 20-21, pages 05, Octobre-m. [Downloadable!]
  8. Juan A. Sanchis-llopis, 2001. "Infrequency of Purchase: A Model for Clothing Consumption with Panel Data," Annales d'Economie et de Statistique, ADRES, issue 61, pages 05, Janvier-M. [Downloadable!]
  9. Grimm, Michael, 2001. "A Decomposition of Inequality and Poverty Changes in the Context of Macroeconomic Adjustment: A Microsimulation Study for C.te d'Ivoire," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
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