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Nested and non-nested procedures for testing linear and log-linear regression models
Bera, Anil K.; McAleer, Michael - 1988
Persistent link: https://www.econbiz.de/10000124649
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Comparing predictive accuracy
Diebold, Francis X.; Mariano, Roberto S. - 1991
Persistent link: https://www.econbiz.de/10000108981
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A test for the presence of conditional heteroskedasticity within ARCH-M framework
Bera, Anil K.; Ra, Sungsup - 1994
Persistent link: https://www.econbiz.de/10000899057
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Testing for mixtures : a Bayesian entropic approach
Mengersen, Kerrie; Robert, Christian P. - 1993
Persistent link: https://www.econbiz.de/10000874749
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Intrinsic losses
Robert, Christian P. - 1993
Persistent link: https://www.econbiz.de/10000878554
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Maximum likelihood estimation of order restricted parameters : a Bayesian approach
Robert, Christian P.; Hwang, J. T. - 1994
Persistent link: https://www.econbiz.de/10000883137
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Mixtures of distributions : inference and estimation
Robert, Christian P. - 1994
Persistent link: https://www.econbiz.de/10000886208
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Reparameterisation strategies for hidden Markov models and Bayesian approaches to maximum likelihood estimation
Robert, Christian P.; Titterington, David M. - 1996
Persistent link: https://www.econbiz.de/10000936747
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Robust tests for heteroskedasticity and autocorrelation using score function
Bera, Anil K.; Ng, Pin T. - 1992
Persistent link: https://www.econbiz.de/10000848771
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Joint tests of non-nested models and general error specifications
Bera, Anil K. (contributor) - 1991
Persistent link: https://www.econbiz.de/10000829592