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Controlling a stochastic process with unknown parameters
Easley, David - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 5, pp. 1045-1064
Persistent link: https://www.econbiz.de/10001054007
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Testing the minimax hypothesis : a re-examinaiton of O'Neill's game experiment
Brown, James N. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 5, pp. 1065-1081
Persistent link: https://www.econbiz.de/10001094791
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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
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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
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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
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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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Invariance, nonlinear models, and asymptotic tests
Dagenais, Marcel G. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 6, pp. 1601-1615
Persistent link: https://www.econbiz.de/10001115936
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Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
Johansen, Søren - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 6, pp. 1551-1580
Persistent link: https://www.econbiz.de/10001115941
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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
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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