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Bayesian inference in dynamic econometric models
Bauwens, Luc, (1999)
Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc, (2005)
Exact test statistics and distributions of maximum likelihood estimators that result from orthogonal parameters
Kleibergen, Frank, (2000)
Pivotal statistics for testing subsets of structural parameters in the IV regression model