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Statistical theory and econometrics
Zellner, Arnold - 1992
Persistent link: https://www.econbiz.de/10001327459
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The Bayesian method of moments (BMOM) : theory and applications
Zellner, Arnold - 1997
Persistent link: https://www.econbiz.de/10001336468
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The finite sample properties of simultaneous equations' estimates and estimators : Bayesian and non-Bayesian approaches
Zellner, Arnold - In: Journal of econometrics 83 (1998) 1, pp. 185-212
Persistent link: https://www.econbiz.de/10001336948
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Additional tests for a unit root allowing for a break in the trend function at an unknown time
Vogelsang, Timothy J. - In: International economic review 39 (1998) 4, pp. 1073-1100
Persistent link: https://www.econbiz.de/10001338799
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To combine or not to combine? : Issues of combining forecasts
Palm, Franz C. - In: Journal of forecasting 11 (1992) 8, pp. 687-701
Persistent link: https://www.econbiz.de/10001136561
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Statistical methods in finance and capital market theory
Bamberg, Günter (contributor) - In: Statistical papers 32 (1991) 4, pp. 269-361
Persistent link: https://www.econbiz.de/10001117436
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Test consistency with varying sampling frequency
Perron, Pierre - In: Econometric theory 7 (1991) 3, pp. 341-368
Persistent link: https://www.econbiz.de/10001118058
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"Objective" Bayesian unit root tests
Koop, Gary - In: Journal of applied econometrics 7 (1992) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10001119751
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Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 301-320
Persistent link: https://www.econbiz.de/10001126535
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Testing for a unit root in a time series with a changing mean
Perron, Pierre - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 2, pp. 153-162
Persistent link: https://www.econbiz.de/10001086821