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Bayesian analysis of boundary and nearboundary evidence in econometric models with reduced rank
Basturk, Nalan; Hoogerheide, Lennart; Dijk, Herman K. van - 2017
Persistent link: https://www.econbiz.de/10011708511
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Improved estimation of the expected Kullback-Leibler discrepancy in case of misspecification
Reschenhofer, Erhard - In: Econometric theory 15 (1999) 3, pp. 377-387
Persistent link: https://www.econbiz.de/10001434317
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Detecting differentially expressed genes in microarrays using Bayesian model selection
Ishwaran, Hermant; Rao, J. Sunil - In: Journal of the American Statistical Association : JASA 98 (2003) 462, pp. 438-455
Persistent link: https://www.econbiz.de/10001785598
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Frequentist model average estimators
Hjort, Nils Lid; Claeskens, Gerda - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 879-889
Persistent link: https://www.econbiz.de/10001974784
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Discussion: Inference and interpretability considerations in frequentist model averaging and selection
Shen, Xiaotong; Dougherty, Daniel P. - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 917-919
Persistent link: https://www.econbiz.de/10001975273
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The IOS test for model misspecification
Presnell, Brett; Boos, Dennis D. - In: Journal of the American Statistical Association : JASA 99 (2004) 465, pp. 216-227
Persistent link: https://www.econbiz.de/10002029963
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Methods and criteria for model selection
Kadane, Joseph B.; Lazar, Nicole A. - In: Journal of the American Statistical Association : JASA 99 (2004) 465, pp. 279-290
Persistent link: https://www.econbiz.de/10002030084
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New estimation and model selection procedures for semiparametric modeling in longitudinal data analysis
Fan, Jianqing; Li, Runze - In: Journal of the American Statistical Association : JASA 99 (2004) 467, pp. 710-723
Persistent link: https://www.econbiz.de/10002242095
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Nonparametric identification of latent competing risks models
Colby, Gordana; Rilstone, Paul - In: Econometric theory 20 (2004) 5, pp. 883-890
Persistent link: https://www.econbiz.de/10002265245
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Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric theory 25 (2009) 6, pp. 1682-1715
Persistent link: https://www.econbiz.de/10003904436