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Regression models under competing covariance matrices : a Bayesian perspective
Chib, Siddhartha; Osiewalski, Jacek; Steel, Mark F. J. - 1990
Persistent link: https://www.econbiz.de/10000801226
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Bayesian analysis of vector autoregressions
Karlsson, Sune - 1989
Persistent link: https://www.econbiz.de/10000803556
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Improper sampling in natural experiments : limitations on the use of meta-analysis results in Bayesian updating
Price, Lydia J.; Vanhonacker, Wilfried R. - 1990
Persistent link: https://www.econbiz.de/10000811257
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Significance tests for a mis-specified Tobit model
Taylor, Larry W. - 1989
Persistent link: https://www.econbiz.de/10000767733
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Joint tests of non-nested models and general error specifications
Bera, Anil K.; McAleer, Michael; Pesaran, M. Hashem - 1989 - Rev
Persistent link: https://www.econbiz.de/10000778211
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Alternative tests of correlation in a recursive system and their application to rational expectations models
Lee, Ahyee - 1987
Persistent link: https://www.econbiz.de/10000780600
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Robust testing of functional statistics : the bootstrap approach
Breitung, Jörg - 1990
Persistent link: https://www.econbiz.de/10000781771
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On the practical usefulness of meta-analysis results
Vanhonacker, Wilfried R.; Price, Lydia J. - 1989
Persistent link: https://www.econbiz.de/10000783260
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Residuals for limited dependent variable models
Brännäs, Kurt - 1991
Persistent link: https://www.econbiz.de/10000816006
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Using meta-analysis results in Bayesian updating : the empty cell problem
Vanhonacker, Wilfried R.; Price, Lydia J. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000816884