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Performance of model selection criteria in Bayesian threshold VAR (TVAR) models
Kwon, Yongjae; Bozdogan, Hamparsum; Bensmail, Halima - In: Econometric reviews 28 (2009) 1/3, pp. 83-101
Persistent link: https://www.econbiz.de/10003800662
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Testing parameter constancy in stationary vector autoregressive models against continuous change
He, Changli; Teräsvirta, Timo; González, Andrés - In: Econometric reviews 28 (2009) 1/3, pp. 225-245
Persistent link: https://www.econbiz.de/10003800734
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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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Focused information criterion for locally misspecified vector autoregressive models
Lohmeyer, Jan; Palm, Franz C.; Reuvers, Hanno; Urbain, … - In: Econometric reviews 38 (2019) 7, pp. 763-792
Persistent link: https://www.econbiz.de/10012181357
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Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong; Xie, Xinling - In: Econometric reviews 42 (2023) 7, pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
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Nonparametric methods in continuous time model specification
Casas, Isabel; Gao, Jiti - In: Econometric reviews 26 (2007) 1, pp. 91-106
Persistent link: https://www.econbiz.de/10003509019
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M tests with a new normalization matrix
Chen, Yi-ting; Qu, Zhongjun - In: Econometric reviews 34 (2015) 1/5, pp. 617-652
Persistent link: https://www.econbiz.de/10011373254
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The effective sample size
Berger, James O.; Bayarri, M. J.; Pericchi, Luis R. - In: Econometric reviews 33 (2014) 1/4, pp. 197-217
Persistent link: https://www.econbiz.de/10010358312
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Normality of posterior distribution under misspecification and nonsmoothness, and Bayes factor for Davies' problem
Yang, Minxian - In: Econometric reviews 33 (2014) 1/4, pp. 305-336
Persistent link: https://www.econbiz.de/10010360511
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Misspecification testing : non-invariance of expectations models of inflation
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F.; … - In: Econometric reviews 33 (2014) 5/6, pp. 553-574
Persistent link: https://www.econbiz.de/10010360791