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Analytic and bootstrap approaches to testing a market saturation hypothesis

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  • George, Peter J.
  • Oksanen, Ernest H.
  • Veall, Michael R.

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  • George, Peter J. & Oksanen, Ernest H. & Veall, Michael R., 1995. "Analytic and bootstrap approaches to testing a market saturation hypothesis," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 311-315.
    • Handle: RePEc:eee:matcom:v:39:y:1995:i:3:p:311-315
    DOI: 10.1016/0378-4754(94)00076-5
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    References listed on IDEAS

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    1. Rosalsky, Mercedes C. & Finke, Renate & Theil, Henri, 1984. "The downward bias of asymptotic standard errors of maximum likelihood estimates of non-linear systems," Economics Letters, Elsevier, vol. 14(2-3), pages 207-211.
    2. Korajczyk, Robert A, 1985. "The Pricing of Forward Contracts for Foreign Exchange," Journal of Political Economy, University of Chicago Press, vol. 93(2), pages 346-368, April.
    3. Green, Richard & Hahn, William & Rocke, David, 1987. "Standard Errors for Elasticities: A Comparison of Bootstrap and Asymptotic Standard Errors," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(1), pages 145-149, January.
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