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Special issue: Bayesian inference and information : in memory of Arnold Zellner
Soofi, Ehsan S. (contributor); Zellner, Arnold (honouree) - 2014
Persistent link: https://www.econbiz.de/10010357833
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Some theoretical and simulation results on the frequency domain causality test
Yamada, Hiroshi; Yanfeng, Wei - In: Econometric reviews 33 (2014) 8, pp. 936-947
Persistent link: https://www.econbiz.de/10010363871
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Improving the power of tests of stochastic dominance
Donald, Stephen G.; Hsu, Yu-Chin - In: Econometric reviews 35 (2016) 1/4, pp. 553-585
Persistent link: https://www.econbiz.de/10011550043
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Testing for structural change in cointegrated regression models : some comparisons and generalizations
Hao, Kang - In: Econometric reviews 15 (1996) 4, pp. 401-429
Persistent link: https://www.econbiz.de/10001210396
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Making wald tests work for cointegrated VAR systems
Dolado, Juan J. - In: Econometric reviews 15 (1996) 4, pp. 369-386
Persistent link: https://www.econbiz.de/10001210400
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On Bartlett and Bartlett-type corrections
Cribari-Neto, Francisco - In: Econometric reviews 15 (1996) 4, pp. 339-367
Persistent link: https://www.econbiz.de/10001210401
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Academic and official statistics co-operation : the Polish experience
Kordos, Jan - In: Statistics in transition : an international journal of … 3 (1998) 5, pp. 963-977
Persistent link: https://www.econbiz.de/10001518567
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Selected areas of co-operation between CSO and the academic statisticians in Poland
Dmochowska, Halina - In: Statistics in transition : an international journal of … 3 (1998) 5, pp. 1053-1058
Persistent link: https://www.econbiz.de/10001518935
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Estimating systems of trending variables
Johansen, Søren - In: Econometric reviews 13 (1994) 3, pp. 351-386
Persistent link: https://www.econbiz.de/10001172757
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The robustness of point optimal testing for Rosenberg random regression coefficients
Brooks, Robert - In: Econometric reviews 14 (1995) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10001177161