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Tests for parameter instability and structural change with unknown change point
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 821-856
Persistent link: https://www.econbiz.de/10001147141
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Probabilités prédictives : un outil pour la planification des expériences
Grouin, J.-M. - In: Revue de statistique appliquée 44 (1996) 1, pp. 21-35
Persistent link: https://www.econbiz.de/10001201740
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Bounding posterior means by model criticism
Iwata, Shigeru - In: Journal of econometrics 75 (1996) 2, pp. 239-261
Persistent link: https://www.econbiz.de/10001204709
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Bayes, Bernoullis, and Basel
Bauwens, Luc (contributor); Polasek, Wolfgang (contributor);  … - In: Journal of econometrics 75 (1996) 1
Persistent link: https://www.econbiz.de/10001205699
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Nonparametric testing of closeness between two unknown distribution functions
Li, Qi - In: Econometric reviews 15 (1996) 3, pp. 261-274
Persistent link: https://www.econbiz.de/10001212114
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A test for independence based on the correlation dimension
Brock, William A.; Scheinkman, José Alexandre; … - In: Econometric reviews 15 (1996) 3, pp. 197-235
Persistent link: https://www.econbiz.de/10001212116
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The likelihood of various stock market return distributions
Markowitz, Harry - In: Journal of risk and uncertainty : JRU (1996), pp. 207-219
Persistent link: https://www.econbiz.de/10001212811
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Back to the future : generating moment implications for continuous-time Markov processes
Hansen, Lars Peter - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 4, pp. 767-804
Persistent link: https://www.econbiz.de/10001185696
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On determining the number of outliers in exponential and Pareto samples
Jeevanand, E. S. - In: Statistical papers 39 (1998) 3, pp. 277-290
Persistent link: https://www.econbiz.de/10001246003
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Characterization of discrete populations through conditional expectations of order statistics
Franco, Manuel - In: Statistical papers 39 (1998) 3, pp. 249-262
Persistent link: https://www.econbiz.de/10001246006