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isPartOf:"Journal of the American Statistical Association : JASA"
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Andrews, Donald W. K.
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Journal of the American Statistical Association : JASA
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Nachrichten für Aussenhandel : NfA ; Märkte, Trends, Geschäftschancen
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23
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The review of economics and statistics
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ECONIS (ZBW)
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1
Statistical agent-based models for discrete spatio-temporal systems
Hooten, Mevin B.
;
Wilke, Christopher K.
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
489
,
pp. 236-248
Persistent link: https://www.econbiz.de/10008732117
Saved in:
2
Comparative statics, informativeness, and the interval dominance order
Quah, John K.-H.
;
Strulovici, Bruno
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
6
,
pp. 1949-1992
Persistent link: https://www.econbiz.de/10003943452
Saved in:
3
Weighted normal spatial scan statistic for heterogeneous population data
Huang, Lan
;
Tiwari, Ram C.
;
Zou, Zhaohui
;
Kulldorff, Martin
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 886-898
Persistent link: https://www.econbiz.de/10003902655
Saved in:
4
Assessing robustness of intrinsic tests of independence in two-way contingency tables
Casella, George
;
Moreno, Elías
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1261-1271
Persistent link: https://www.econbiz.de/10003902868
Saved in:
5
Asymptotics for statistical treatment rules
Hirano, Keisuke
;
Porter, Jack
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
5
,
pp. 1683-1701
Persistent link: https://www.econbiz.de/10003914950
Saved in:
6
Multiply robust inference for statistical interactions
Vansteelandt, Stijn
;
VanDerWeele, Tyler J.
;
Tchetgen, …
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
484
,
pp. 1693-1704
Persistent link: https://www.econbiz.de/10003815347
Saved in:
7
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
Saved in:
8
Correlation and large-scale simultaneous significance testing
Efron, Bradley
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
477
,
pp. 93-103
Persistent link: https://www.econbiz.de/10003430765
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9
Pivotal bootstrap methods for k-sample problems in directional statistics and shape analysis
Amaral, G. J. A.
;
Dryden, Ian L.
;
Wood, Andrew T. A.
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
478
,
pp. 695-707
Persistent link: https://www.econbiz.de/10003490481
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10
Exact, nonparametric inference when doses are measured with random errors
Rosenbaum, Paul R.
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 511-518
Persistent link: https://www.econbiz.de/10002929243
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11
Structural equations, treatment effects, and econometric policy evaluation
Heckman, James J.
;
Vytlacil, Edward
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 669-738
Persistent link: https://www.econbiz.de/10002876658
Saved in:
12
On a likelihood approach for Monte Carlo integration
Tan, Zhiqiang
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
468
,
pp. 1027-1036
Persistent link: https://www.econbiz.de/10002506612
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13
A Bayesian solution for a statistical auditing problem
Meeden, Glen
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
463
,
pp. 735-740
Persistent link: https://www.econbiz.de/10001828853
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14
Monotone instrumental variables : with an application to the returns to schooling
Manski, Charles F.
;
Pepper, John V.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
4
,
pp. 997-1010
Persistent link: https://www.econbiz.de/10001500178
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15
Power of tests in binary response models
Savin, N. Eugene
;
Würtz, A. H.
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
2
,
pp. 413-421
Persistent link: https://www.econbiz.de/10001369028
Saved in:
16
Bayesian representation of stochastic processes under learning : de Finetti revisited
Jackson, Matthew O.
;
Kalai, Ehud
;
Smorodinsky, Rann
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
4
,
pp. 875-893
Persistent link: https://www.econbiz.de/10001390144
Saved in:
17
Trend function hypothesis testing in the presence of serial correlation
Vogelsang, Timothy J.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 123-148
Persistent link: https://www.econbiz.de/10001233467
Saved in:
18
Large sample properties of posterior densities, Bayesian information criterion and the likelihood principle in nonstationary time series models
Kim, Chae-yŏng
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
2
,
pp. 359-380
Persistent link: https://www.econbiz.de/10001237569
Saved in:
19
Information theoretic approaches to inference in moment condition models
Imbens, Guido
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
2
,
pp. 333-357
Persistent link: https://www.econbiz.de/10001237570
Saved in:
20
Instrumental models and indirect encompassing
Dhaene, Geert
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 673-688
Persistent link: https://www.econbiz.de/10001240756
Saved in:
21
Asymptotic theory of integrated conditional moment tests
Bierens, Herman J.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
5
,
pp. 1129-1151
Persistent link: https://www.econbiz.de/10001225119
Saved in:
22
A conditional Kolmogorov test
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
5
,
pp. 1097-1128
Persistent link: https://www.econbiz.de/10001225120
Saved in:
23
Monotone treatment response
Manski, Charles F.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
6
,
pp. 1311-1334
Persistent link: https://www.econbiz.de/10001230430
Saved in:
24
Robust rank tests of the unit root hypothesis
Hasan, M. N.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
1
,
pp. 133-161
Persistent link: https://www.econbiz.de/10001217063
Saved in:
25
Inference concerning the number of factors in a multivariate nonparametric relationship
Donald, Stephen G.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
1
,
pp. 103-131
Persistent link: https://www.econbiz.de/10001217065
Saved in:
26
Bootstrap critical values for tests based on generalized-method-of-moments estimators
Hall, Peter
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 891-916
Persistent link: https://www.econbiz.de/10001203908
Saved in:
27
Consistent model specification tests : omitted variables and semiparametric functional forms
Fan, Yanqin
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 865-890
Persistent link: https://www.econbiz.de/10001203919
Saved in:
28
Consistent testing for serial correlation of unknown form
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 837-864
Persistent link: https://www.econbiz.de/10001203921
Saved in:
29
Efficient tests for an autoregressive unit root
Elliott, Graham
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 813-836
Persistent link: https://www.econbiz.de/10001203922
Saved in:
30
On the differential geometry of the Wald test with nonlinear restrictions
Critchley, Frank
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
5
,
pp. 1213-1222
Persistent link: https://www.econbiz.de/10001206914
Saved in:
31
Nonparametric tests of stochastic dominance in income distributions
Anderson, Gordon
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
5
,
pp. 1183-1193
Persistent link: https://www.econbiz.de/10001206917
Saved in:
32
Optimal tests for parameter instability in the generalized method of moments framework
Sowell, Fallaw
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
5
,
pp. 1085-1107
Persistent link: https://www.econbiz.de/10001206923
Saved in:
33
Asymptotic inference about predictive ability
West, Kenneth D.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
5
,
pp. 1067-1084
Persistent link: https://www.econbiz.de/10001206925
Saved in:
34
Monitoring structural change
Chu, Chia-shang James
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
5
,
pp. 1045-1065
Persistent link: https://www.econbiz.de/10001206926
Saved in:
35
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001194163
Saved in:
36
Inference when a nuisance parameter is not identified under the null hypothesis
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
2
,
pp. 413-430
Persistent link: https://www.econbiz.de/10001196495
Saved in:
37
Admissibility on the likelihood ratio test when the parameter space is restricted under the alternative
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 705-718
Persistent link: https://www.econbiz.de/10001199882
Saved in:
38
Testing for parameter constancy in linear regressions : an empirical distribution function approach
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 597-622
Persistent link: https://www.econbiz.de/10001199893
Saved in:
39
Back to the future : generating moment implications for continuous-time Markov processes
Hansen, Lars Peter
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
4
,
pp. 767-804
Persistent link: https://www.econbiz.de/10001185696
Saved in:
40
Consistent specification testing via nonparametric series regression
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1133-1159
Persistent link: https://www.econbiz.de/10001190381
Saved in:
41
The large sample correspondence between classical hypothesis tests and Bayesian posterior odds tests
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
5
,
pp. 1207-1232
Persistent link: https://www.econbiz.de/10001169163
Saved in:
42
Optimal tests when a nuisance parameter is present only under the alternative
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
6
,
pp. 1383-1414
Persistent link: https://www.econbiz.de/10001173449
Saved in:
43
Highly insignificant F-ratios
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
3
,
pp. 687-696
Persistent link: https://www.econbiz.de/10001144187
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44
Restricting regression slopes in the errors-in-variables model by bounding the error correlation
Erickson, Timothy
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 959-969
Persistent link: https://www.econbiz.de/10001147099
Saved in:
45
Tests for parameter instability and structural change with unknown change point
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 821-856
Persistent link: https://www.econbiz.de/10001147141
Saved in:
46
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
Saved in:
47
Vector autoregressions and causality
Toda, Hiro Y.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
6
,
pp. 1367-1393
Persistent link: https://www.econbiz.de/10001155091
Saved in:
48
When are variance ratio tests for serial dependence optimal?
Faust, Jon
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
5
,
pp. 1215-1226
Persistent link: https://www.econbiz.de/10001131998
Saved in:
49
Testing the autocorrelation structure of disturbances in ordinary least squares and instrumental varibales regressions
Cumby, Robert
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 185-195
Persistent link: https://www.econbiz.de/10001121803
Saved in:
50
A heteroskedasticity test robust to conditional mean misspecification
Lee, Byung-joo
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 159-171
Persistent link: https://www.econbiz.de/10001121804
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