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Valid confidence intervals and inference in the presence of weak instruments
Zivot, Eric - In: International economic review 39 (1998) 4, pp. 1119-1144
Persistent link: https://www.econbiz.de/10001338783
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A Bayesian approach to testing for Markov-switching in univariate and dynamic factor models
Kim, Chang-jin; Nelson, Charles R. - In: International economic review 42 (2001) 4, pp. 989-1013
Persistent link: https://www.econbiz.de/10001624477
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Valid Confidence Intervals and Inference in the Presence of Weak Instruments
Zivot, Eric; Startz, Richard; Nelson, Charles R. - In: International economic review 39 (1998) 4, pp. 1119
Persistent link: https://www.econbiz.de/10007348071
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Rational expectations and the estimation of econometric models
Nelson, Charles R. - In: International economic review 16 (1975) 3, pp. 555-561
Persistent link: https://www.econbiz.de/10002568404
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A Bayesian Approach to Testing for Markov-Switching in Univariate and Dynamic Factor Models
Kim, Chang-Jin; Nelson, Charles R. - In: International economic review 42 (2001) 4, pp. 989-1014
Persistent link: https://www.econbiz.de/10006037737