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Posterior analysis of econometric models using Monte Carlo integration
Dijk, Herman K. van - 1984
Persistent link: https://www.econbiz.de/10000000631
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A new form of the information matrix test
Davidson, Russell; MacKinnon, James G. - 1988
Persistent link: https://www.econbiz.de/10000125027
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Simulation : statistical foundations and methodology
Mihram, George A.; Mihram, George Arthur - 1972
Persistent link: https://www.econbiz.de/10000030297
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Tests for serial correlation and overdispersion in a count data regression model
Johansson, Per-Olov - 1994
Persistent link: https://www.econbiz.de/10000901899
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Comparing the impulse response functions of different models
Mignacca, Domenico - 1995
Persistent link: https://www.econbiz.de/10000906666
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The generalized fluctuation test : a unifying view
Kuan, Chung-ming; Hornik, Kurt - 1993
Persistent link: https://www.econbiz.de/10000873620
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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000883420
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Numerical aspects of Bayesian VAR-modeling
Kadiyala, K. Rao; Karlsson, Sune - 1994
Persistent link: https://www.econbiz.de/10000885969
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Bayes estimates of multi-criteria decision alternatives using Monte Carlo integration
Boender, Guus; Dijk, Herman K. van - 1991
Persistent link: https://www.econbiz.de/10000842033
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Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
Hop, J. Peter; Dijk, Herman K. van - 1991
Persistent link: https://www.econbiz.de/10000842214