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A diagnostic test for normality within the power exponential family
Poirier, Dale J.; Tello, Mario D.; Zin, Stanley E. - 1984
Persistent link: https://www.econbiz.de/10003652812
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A simple diagnostic test for Gaussian regression
Poirier, Dale J. - 1981
Persistent link: https://www.econbiz.de/10003652884
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Specification error in probit models
Yatchew, Adonis; Griliches, Zvi - 1984
Persistent link: https://www.econbiz.de/10003564195
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Increasing generalized correlation: A definition and some economic consequences
Epstein, Larry G.; Tanny, Stephen M. - 1978
Persistent link: https://www.econbiz.de/10003540986
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Markov chain Monte Carlo in conditionally Gaussian state space models
Carter, Chris K.; Kohn, Robert - 1994
Persistent link: https://www.econbiz.de/10000887142
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The performance of cross-validation and maximum likelihood estimators of spline smoothing parameters
Kohn, Robert; Ansley, Craig F.; Tharm, David - 1990
Persistent link: https://www.econbiz.de/10000847226
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The estimation of residual standard deviation in spline regression
Ansley, Craig F.; Kohn, Robert; Tharm, David - 1990
Persistent link: https://www.econbiz.de/10000847252
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Semiparametric Bayesian inference for time series with mixed spectra
Carter, Chris K.; Kohn, Robert - 1995
Persistent link: https://www.econbiz.de/10000912047
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Likelihood ratio test for the coefficient of an endogenous variable in a structural equation
Tan, Randolph G. K. - 1995
Persistent link: https://www.econbiz.de/10000602371
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Bayesian hypothesis testing in linear models with continuously induced conjugate priors across hypotheses
Poirier, Dale J. - 1984
Persistent link: https://www.econbiz.de/10003652795