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1
Large sample properties of bayesian
estimation
of spatial econometric models
Han, Xiaoyi
;
Lee, Lung-fei
;
Xu, Xingbai
- In:
Econometric theory
37
(
2021
)
4
,
pp. 708-746
Persistent link: https://www.econbiz.de/10012618199
Saved in:
2
Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas
;
Shephard, Neil G.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 933-956
Persistent link: https://www.econbiz.de/10009379765
Saved in:
3
Posterior consistency in conditional density
estimation
by covariate dependent mixtures
Norets, Andriy
;
Pelenis, Justinas
- In:
Econometric theory
30
(
2014
)
3
,
pp. 606-646
Persistent link: https://www.econbiz.de/10010500885
Saved in:
4
Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume
;
Mavroeidis, Sophocles
;
Zhang, Zhaoguo
- In:
Econometric theory
36
(
2020
)
1
,
pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
Saved in:
5
Empirical likelihood test for
causality
of bivariate AR(1) processes
Li, Deyuan
;
Chan, Ngai Hang
;
Lian, Peng
- In:
Econometric theory
30
(
2014
)
2
,
pp. 357-371
Persistent link: https://www.econbiz.de/10010399760
Saved in:
6
Automatic inference of the contemporaneous causal order of a system of equations
Hoover, Kevin D.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 69-77
Persistent link: https://www.econbiz.de/10002674573
Saved in:
7
Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
15
(
1999
)
1
,
pp. 50-78
Persistent link: https://www.econbiz.de/10001381809
Saved in:
8
Noncausal vector autoregression
Lanne, Markku
;
Saikkonen, Pentti
- In:
Econometric theory
29
(
2013
)
3
,
pp. 447-481
Persistent link: https://www.econbiz.de/10009778526
Saved in:
9
Combining estimates of conditional treatment effects
Rolling, Craig A.
;
Yang, Yuhong
;
Velez, Dagmar
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1089-1110
Persistent link: https://www.econbiz.de/10012149278
Saved in:
10
Panel cointegration : asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis
Pedroni, Peter Louis
- In:
Econometric theory
20
(
2004
)
3
,
pp. 597-625
Persistent link: https://www.econbiz.de/10002068285
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