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Statistics and econometric models
Gouriéroux, Christian; Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000912774
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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
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Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods
Zellner, Arnold; Bauwens, Luc; Dijk, Herman K. van - 1987
Persistent link: https://www.econbiz.de/10000747362
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Bayesian diagnostics for heterogeneity
Bauwens, Luc
Persistent link: https://www.econbiz.de/10001277894
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Résidus généralisés, résidus simulés et leur utilisation dans les modèles non linéaires
Gouriéroux, Christian (contributor)
Persistent link: https://www.econbiz.de/10001266396
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The "pathology" of the natural conjugate prior density in the regression model
Bauwens, Luc - In: Annales d'économie et de statistique (1991), pp. 49-64
Persistent link: https://www.econbiz.de/10001117091
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A test for structural stability of Euler conditions parameters estimated via the generalized method of moments estimator
Ghysels, Eric - In: International economic review 31 (1990) 2, pp. 355-364
Persistent link: https://www.econbiz.de/10001087269
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A simplified method of calculating the score test for serial correlation in multivariate models
Hall, Alastair R. - In: Economics letters 21 (1986) 2, pp. 159-161
Persistent link: https://www.econbiz.de/10001016549
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Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie - In: International economic review 35 (1994) 1, pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
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Predictive tests for structural change with unknown breakpoint
Ghysels, Eric - In: Journal of econometrics 82 (1998) 2, pp. 209-233
Persistent link: https://www.econbiz.de/10001234579