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Adaptive percolation using subjective likelihoods
Singpurwalla, Nozer D. - In: Econometric reviews 33 (2014) 1/4, pp. 379-394
Persistent link: https://www.econbiz.de/10010360881
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Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric; Chan, Joshua; Strachan, Rodney W. - In: Econometric reviews 35 (2016) 8/10, pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
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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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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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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
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The generalized fluctuation test : a unifying view
Kuan, Chung-ming - In: Econometric reviews 14 (1995) 2, pp. 135-161
Persistent link: https://www.econbiz.de/10001180050