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On the shape of the likelihood, posterior in cointegration models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122496
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Discrimination between nested two- and three-parameter distributions : an application to models of air pollution
Bai, Jun - 1990
Persistent link: https://www.econbiz.de/10000129159
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Gibbs sampling in VAR models with tightness priors
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897045
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Gibbs sampling in B-VAR models with latent variables
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897046
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A cointegration study of aggregate imports using likelihood based testing principles
Kleibergen, Frank; Urbain, Jean-Pierre; Dijk, Herman K. van - 1994
Persistent link: https://www.econbiz.de/10000903476
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Comparison of tail index estimators
Haan, Laurens de; Lian, Peng - 1994
Persistent link: https://www.econbiz.de/10000908363
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Comparison of tail index estimators
Haan, Laurens de; Lian, Peng - 1995
Persistent link: https://www.econbiz.de/10000910491
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Multivariate stochastic volatility
Daníelsson, Jón - 1995
Persistent link: https://www.econbiz.de/10000913125
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Statistical inference in calibrated models
Canova, Fabio - 1993
Persistent link: https://www.econbiz.de/10000877153
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Instrumental variables regression with weak instruments
Staiger, Douglas; Stock, James H. - 1994
Persistent link: https://www.econbiz.de/10000883140