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Bayesian tests for single equation cointegration in the case of structural breaks
Lubrano, Michel - 1992
Persistent link: https://www.econbiz.de/10000841556
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Order statistics: theory & methods
Balakrishnan, Narayanaswamy (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10000666781
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Order statistics: applications
Balakrishnan, Narayanaswamy (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10000668025
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Non-nested testing of spatial correlation
Delgado, Miguel A.; Robinson, Peter M. - 2013
Persistent link: https://www.econbiz.de/10010260228
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Non-nested testing of spatial correlation
Delgado, Miguel A.; Robinson, Peter M. - In: Journal of econometrics 187 (2015) 1, pp. 385-401
Persistent link: https://www.econbiz.de/10011499542
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Calcutta Statistical Association bulletin to Cyclic sampling
Kotz, Samuel; Balakrishnan, Narayanaswamy; Read, Campbell B. - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10003231727
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International statistical review to Line intersect sampling
Kotz, Samuel; Balakrishnan, Narayanaswamy; Read, Campbell B. - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10003231757
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Encyclopedia of statistical sciences
Kotz, Samuel; Balakrishnan, Narayanaswamy; Read, Campbell B. - 2006 - [2. ed. ff.]
Persistent link: https://www.econbiz.de/10002509219
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Bayesian diagnostics for heterogeneity
Bauwens, Luc
Persistent link: https://www.econbiz.de/10001277894
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Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico; Robinson, Peter M. - In: Journal of applied econometrics 16 (2001) 3, pp. 431-444
Persistent link: https://www.econbiz.de/10001592355