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A Bayesian extension of the J-test for non-nested hypotheses
Ghali, Moheb A.; Krieg, John M.; Rao, K. Surekha - In: Journal of quantitative economics : official journal of … 9 (2011) 1, pp. 53-72
Persistent link: https://www.econbiz.de/10010337921
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The size and power properties of combining choice set partition tests for the IIA property in the logit model
Brooks, Robert D.; Fry, Tim R. L.; Harris, Mark N. - In: Journal of quantitative economics : official journal of … 13 (1997) 2, pp. 45-61
Persistent link: https://www.econbiz.de/10001351672
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A modified Hannan inefficient procedure for causal systems
Nachane, D. M. - In: Journal of quantitative economics : official journal of … 13 (1997) 2, pp. 63-80
Persistent link: https://www.econbiz.de/10001351673
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Nonparametric least squares regression and testing in economic models
Yatchew, Adonis; Bos, Len - In: Journal of quantitative economics : official journal of … 13 (1997) 2, pp. 81-132
Persistent link: https://www.econbiz.de/10001351675
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A new test for overidentification
Kakwani, Nanak; Sowey, Eric R. - In: Journal of quantitative economics : official journal of … 13 (1997) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10001351837
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A Bayesian test of monetarist models for India
Bhattacharya, Barid Baran - In: Journal of quantitative economics : official journal of … 11 (1995) 2, pp. 137-148
Persistent link: https://www.econbiz.de/10001208309
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A stochastic variance frontier model of volatility of stock market returns
Sengupta, Jati K. - In: Journal of quantitative economics : official journal of … 11 (1995) 2, pp. 13-31
Persistent link: https://www.econbiz.de/10001208326
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Linearized limited information estimation of nonlinear simultaneous equations systems
Bera, Anil K. - In: Journal of quantitative economics : official journal of … 6 (1990) 2, pp. 289-309
Persistent link: https://www.econbiz.de/10001100166
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Bayesian composite forecasts : an extension and a clarification
Liang, Kuo-yuan - In: Journal of quantitative economics : official journal of … 10 (1994) 1, pp. 105-122
Persistent link: https://www.econbiz.de/10001177296
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Testing Hildreth-Houck against return to normalcy random regression coefficients
Brooks, Robert - In: Journal of quantitative economics : official journal of … 10 (1994) 1, pp. 33-52
Persistent link: https://www.econbiz.de/10001177303