Routines to speed Monte Carlo experiments
No abstract is available for this item.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Sean Becketti & Charles S. Morris, 1993.
"Reduced form evidence on the substitutability between bank and nonbank loans,"
Research Working Paper
93-18, Federal Reserve Bank of Kansas City.
- Sean Becketti & Charles S. Morris, 1994. "Reduced form evidence on the substitutability between bank and nonbank loans," Proceedings 51, Federal Reserve Bank of Chicago.
- Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
- Hansen, Bruce E., 1992. "Testing for parameter instability in linear models," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 517-533, August.
- Tom Doan, "undated". "STABTEST: RATS procedure to perform Hansen's stability test for OLS," Statistical Software Components RTS00199, Boston College Department of Economics.
When requesting a correction, please mention this item's handle: RePEc:tsj:stbull:y:1995:v:4:i:20:ssi6. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum)or (Lisa Gilmore)
If references are entirely missing, you can add them using this form.