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Instrumental variables regression with weak instruments
Staiger, Douglas; Stock, James H. - 1994
Persistent link: https://www.econbiz.de/10000883140
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A single equation approach to estimating nonstationary Markov matrices : the case of US agriculture, 1974 - 78
Peterson, R. Neal - 1990 - Reprod
Persistent link: https://www.econbiz.de/10000886595
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Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon; Shephard, Neil G.; Chib, Siddhartha - 1997
Persistent link: https://www.econbiz.de/10000932608
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A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D.; Wilcox, David W. - 1995
Persistent link: https://www.econbiz.de/10000934955
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A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance
Magnus, Jan R.; Durbin, James - 1996
Persistent link: https://www.econbiz.de/10000939772
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On Bayesian modelling of FAT tails and skewness
Fernández, Carmen; Steel, Mark F. J. - 1996
Persistent link: https://www.econbiz.de/10000941276
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Robust Bayesian inference on scale parameters
Fernández, Carmen; Osiewalski, Jacek; Steel, Mark F. J. - 1996
Persistent link: https://www.econbiz.de/10000941287
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Experimental investigation of perceived risk in finite random walk processes
Genîzî, Ûrî; Das, Marcel - 1996
Persistent link: https://www.econbiz.de/10000944060
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Nonparametric applications of Bayesian inference
Chamberlain, Gary; Imbens, Guido - 1996
Persistent link: https://www.econbiz.de/10000944072
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A comparison of saddlepoint approximations for marginal distributions
Ronchetti, Elvezio - 1996
Persistent link: https://www.econbiz.de/10000944436