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An analytic lower bound on the true finite-sample size of the J-test of non-nested regression models
Szroeter, Jerzy - 1993
Persistent link: https://www.econbiz.de/10000896927
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An R-squared measure of goodness of fit for some common nonlinear regression models
Cameron, Adrian Colin; Windmeijer, Frank - 1994
Persistent link: https://www.econbiz.de/10000896928
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Maximum-likelihood estimation of fractional cointegration with an application to the short end of the yield curve
Dueker, Michael; Startz, Richard - 1994
Persistent link: https://www.econbiz.de/10000896983
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Is US real GNP chaotic? : On using the BDS test to decide whether an ARMA model for the US GNP generates IID residuals
Mignacca, Domenico; Gallegati, Mauro - 1994
Persistent link: https://www.econbiz.de/10000896987
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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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Gibbs sampling in AR models with random walk priors
Polasek, Wolfgang; Jin, Song - 1994
Persistent link: https://www.econbiz.de/10000897047
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How much do plug-in bandwidth selectors adapt to non-smoothness?
Es, A. J. van; Hoogstrate, André J. - 1994
Persistent link: https://www.econbiz.de/10000897115
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Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A. - 1994
Persistent link: https://www.econbiz.de/10000897123
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Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.; Sowell, Fallaw - 1994
Persistent link: https://www.econbiz.de/10000897124