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Using Simulation Methods for Bayesian Econometric Models: Inference, Development, and Communication: Some Comments
Martin, G.M.; Forbes, C.S. - In: Econometric reviews 18 (1999) 1, pp. 113-118
Persistent link: https://www.econbiz.de/10006915095
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Locally Optimal One-Sided Tests for Multiparameter Hypotheses
King, M.L.; Wu, P.X. - In: Econometric reviews 16 (1997) 2, pp. 131-156
Persistent link: https://www.econbiz.de/10006924491
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The Application of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-normal Errors
King, M.L.; Harris, D.C. - In: Econometric reviews 14 (1995) 4, pp. 487-510
Persistent link: https://www.econbiz.de/10006935618
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Modified Wald test for regression disturbances
Laskar, M.R.; King, M.L. - In: Economics letters 56 (1997) 1, pp. 5-12
Persistent link: https://www.econbiz.de/10006791339
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Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors
Wu, P.; King, M.L. - In: Economics letters 52 (1996) 2, pp. 121-128
Persistent link: https://www.econbiz.de/10006795678
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Forecasting international quarterly tourist flows using error-correction and time-series models
Kulendran, N.; King, M.L. - In: International journal of forecasting 13 (1997) 3, pp. 319-326
Persistent link: https://www.econbiz.de/10006997104
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THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
Marsh, Patrick; Abadir, K.M.; Bunzel, H.; Vogelsang, T.J.; … - In: Econometric theory 23 (2007) 4, pp. 686-710
Persistent link: https://www.econbiz.de/10007732416
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Linear Regression Forecasting in the Presence of AR(1) Disturbances:
Latif, A.; King, M.L. - In: Journal of forecasting 12 (1993) 6, pp. 513-524
Persistent link: https://www.econbiz.de/10006954457