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On tests and significance in econometrics
Keuzenkamp, Hugo A.; Magnus, Jan R. - 1994
Persistent link: https://www.econbiz.de/10000888030
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Regression models under competing covariance matrices : a Bayesian perspective
Chib, Siddhartha; Osiewalski, Jacek; Steel, Mark F. J. - 1990
Persistent link: https://www.econbiz.de/10000801226
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A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models
Koop, Gary; Steel, Mark F. J. - 1991
Persistent link: https://www.econbiz.de/10000823522
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The risk properties of a pre-test estimator for Zellner's seemingly unrelated regression model
Özçam, Ahmet (contributor) - 1991
Persistent link: https://www.econbiz.de/10000824640
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What's causing overreaction? : an experimental investigation of recency and the hot hand effect
Offerman, Theo; Sonnemans, Joep - 1997
Persistent link: https://www.econbiz.de/10000959688
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Evaluation of moments of ratios of quadratic forms in normal variables and related statistics
Magnus, Jan R.; Pesaran, Bahram - 1990
Persistent link: https://www.econbiz.de/10000786808
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Statistical analysis of random simulations : bootstrap tutorial
Deflandre, David (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692494
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Statistical modeling of fishing activities in the North Atlantic
Fernández, Carmen; Ley, Eduardo; Steel, Mark F. J. - 1997
Persistent link: https://www.econbiz.de/10000977715
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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1998
Persistent link: https://www.econbiz.de/10000978825
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Testing the sensitivity of ols when the variance matrix is (partially) unknown
Banerjee, Anurag Narayan; Magnus, Jan R. - 1996
Persistent link: https://www.econbiz.de/10000936013