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Bayesian tests for single equation cointegration in the case of structural breaks
Lubrano, Michel - 1992
Persistent link: https://www.econbiz.de/10000841556
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Tales of testing Bayesians
Drèze, Jacques H. - 1989
Persistent link: https://www.econbiz.de/10000772227
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A Bayesian approach to testing the arbitrage pricing theory
McCulloch, Robert E.; Rossi, Peter E. - 1989
Persistent link: https://www.econbiz.de/10000766246
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Classical and Bayesian aspects of robust unit root inference
Hoek, Henk; Lucas, André; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000151638
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Non-stationarity in Garch models : a Bayesian analysis
Kleibergen, F.; Dijk, H. K. van - 1993
Persistent link: https://www.econbiz.de/10000122423
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Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122477
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Bayesian object identification
Rue, Håvard; Hurn, Merrilee A. - 1997 - Preprint
Persistent link: https://www.econbiz.de/10000961757
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A new approach to outliers in meta-analysis
Baker, Rose; Jackson, Dan - In: Health care management science 11 (2008) 2, pp. 121-131
Persistent link: https://www.econbiz.de/10003732095
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Bayesian sequential change diagnosis
Dayanik, Savas; Goulding, Christian; Poor, H. Vincent - In: Mathematics of operations research 33 (2008) 2, pp. 475-496
Persistent link: https://www.econbiz.de/10003732458
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Mixtures of g priors for Bayesian variable selection
Liang, Feng; Paulo, Rui; Molina, German; Clyde, Merlise A. - In: Journal of the American Statistical Association : JASA 103 (2008) 481, pp. 410-423
Persistent link: https://www.econbiz.de/10003676972