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Tests for serial independence in limited dependent variable models
Jarque, Carlos M.; Bera, Anil K. - 1981
Persistent link: https://www.econbiz.de/10003489724
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Cointegration, exogeneity, and policy analysis : an overview
Ericsson, Neil R. - 1991
Persistent link: https://www.econbiz.de/10000130708
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Nuisance parameter free properties of correlation integral based statistics
DeLima, Pedro J. F. - 1994
Persistent link: https://www.econbiz.de/10000907654
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A Bayesian procedure for forecasting with vector autoregressions
Litterman, Robert Bruce - 1980 - Rev
Persistent link: https://www.econbiz.de/10000909115
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Estimation Bayésienne de probabilités de mouvement en capture-recapture
Dupuis, Jérôme A. - 1993
Persistent link: https://www.econbiz.de/10000874754
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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
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Cointegration: a survey of recent developments
Dolado, Juan J.; Jenkinson, Tim - 1987
Persistent link: https://www.econbiz.de/10000842222
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Computing p-values for the generalized Durbin-Watson and other invariant test statistics
Ansley, Craig F.; Kohn, Robert; Shively, Thomas S. - 1991
Persistent link: https://www.econbiz.de/10000846932
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Three essays on econometrics
Choi, In - 1990
Persistent link: https://www.econbiz.de/10000849504
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Cointegration, exogeneity, and policy analysis : an overview
Ericsson, Neil R. - 1991
Persistent link: https://www.econbiz.de/10000840963