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1
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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2
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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3
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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4
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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5
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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6
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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7
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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8
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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9
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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10
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
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