A Monte Carlo study of bias corrections for panel probit models
B Alexander, R Breunig - Journal of Statistical Computation and …, 2016 - Taylor & Francis
We examine bias corrections which have been proposed for the fixed effects panel probit
model with exogenous regressors, using several different data generating processes to …
model with exogenous regressors, using several different data generating processes to …
The empirical saddlepoint method applied to testing for serial correlation in panel time series data
DI Perera, MS Peiris, J Robinson, NC Weber - Statistics & probability letters, 2008 - Elsevier
The empirical saddlepoint method applied to testing for serial correlation in panel time series
data - ScienceDirect Skip to main contentSkip to article Elsevier logo Journals & Books Help …
data - ScienceDirect Skip to main contentSkip to article Elsevier logo Journals & Books Help …
Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities
S Peiris - Statistical Papers, 2014 - Springer
It is known that the analysis of short panel time series data is very important in many
practical problems. This paper calculates the exact moments up to order 4 under the null …
practical problems. This paper calculates the exact moments up to order 4 under the null …
[PDF][PDF] a SAFE approach to risk: Saddlepoint Approximations in Financial Econometrics
SA Broda - 2007 - zora.uzh.ch
Beginning with the seminal paper of Daniels (1954), and with an increasing number of
publications in the final 20 years of the past millennium, saddlepoint approximations have …
publications in the final 20 years of the past millennium, saddlepoint approximations have …