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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
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A note on nonlinear cointegration, misspecification, and bimodality
Medeiros, Marcelo C.; Mendes, Eduardo F.; Oxley, Les - In: Econometric reviews 33 (2014) 7, pp. 713-731
Persistent link: https://www.econbiz.de/10010363888
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The multistep Beveridge-Nelson decomposition
Proietti, Tommaso - In: Econometric reviews 35 (2016) 1/4, pp. 373-395
Persistent link: https://www.econbiz.de/10011549941
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Large sample properties of the three-step euclidean likelihood estimators under model misspecification
Dovonon, Prosper - In: Econometric reviews 35 (2016) 1/4, pp. 465-514
Persistent link: https://www.econbiz.de/10011550029
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Testing parameter constancy in unit root autoregressive models against multiple continuous structural changes
He, Changli; Sandberg, Rickard - In: Econometric reviews 31 (2012) 1/3, pp. 34-59
Persistent link: https://www.econbiz.de/10009515974
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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