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On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
Fomby, Thomas B.; Guilkey, David K. - In: Journal of Econometrics 8 (1978) 2, pp. 203-213
Persistent link: https://www.econbiz.de/10005122496
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An examination of two-step estimators for models with lagged dependent variables and autocorrelated errors
Fomby, Thomas B.; Guilkey, David K. - In: Journal of Econometrics 22 (1983) 3, pp. 291-300
Persistent link: https://www.econbiz.de/10005228786
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An intervention analysis of the war on poverty : Poverty's persistence and political-business cycle implications
Fomby, Thomas B.; Hayes, Kathy J. - In: Journal of Econometrics 43 (1990) 1-2, pp. 197-212
Persistent link: https://www.econbiz.de/10005238976
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An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
Judge, G. G.; Hill, R. Carter; Bock, M. E. - In: Journal of Econometrics 44 (1990) 1-2, pp. 189-213
Persistent link: https://www.econbiz.de/10005192227
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Improved prediction in the presence of multicollinearity
Carter Hill, R.; Judge, George - In: Journal of Econometrics 35 (1987) 1, pp. 83-100
Persistent link: https://www.econbiz.de/10005285643