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The privacy bootstrap
Bowden, Roger J. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 337-345
Persistent link: https://www.econbiz.de/10001126532
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Construction of confidence intervals for the mean of a population containing many zero values
Kvanli, Alan H. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 362-368
Persistent link: https://www.econbiz.de/10001246503
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Small-sample bias in GMM estimation of covariance structures
Altonji, Joseph G. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 353-366
Persistent link: https://www.econbiz.de/10001334391
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A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 281-293
Persistent link: https://www.econbiz.de/10001334395
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Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts
Albert, Jim - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001137110
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A reexamination of finite- and infinite-variance distributions as models of daily stock returns
Tucker, Alan L. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 1, pp. 73-81
Persistent link: https://www.econbiz.de/10001120243
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Posterior probabilities of the independence axiom with nonexperimental data : or buckle up and fan out
Marshall, Robert C. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 1, pp. 31-44
Persistent link: https://www.econbiz.de/10001120246
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A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10001090231
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Estimation of stable-law parameters : a comparative study
Akgiray, Vedat - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 85-93
Persistent link: https://www.econbiz.de/10001090240
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A quasi-bayesian approach to estimating parameters for mixtures of normal distributions
Hamilton, James D. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 1, pp. 27-39
Persistent link: https://www.econbiz.de/10001100526