Similar Search Results

Hypothesis testing when the same variable appears on both sides of the regression

Azar, Samih Antoine - In: The empirical economics letters : a monthly … 19 (2020) 3, pp. 221-225

Persistent link: https://www.econbiz.de/10012596236

Bayes estimates of multi-criteria decision alternatives using Monte Carlo integration

Boender, Guus; Dijk, Herman K. van - 1991

Persistent link: https://www.econbiz.de/10000842033

Bayesian Method of Moments (BMOM) analysis of parametric and semiparametric regression models

Zellner, Arnold; Tobias, Justin L.; Ryu, Hang-keun - 1998

Persistent link: https://www.econbiz.de/10000986047

A test of normality using nonparametric residuals

Whang, Yoon-jae - In: Econometric reviews 17 (1998) 3, pp. 301-327

Persistent link: https://www.econbiz.de/10001247692

Posterior analysis of econometric models using Monte Carlo integration

Dijk, Herman K. van - 1984

Persistent link: https://www.econbiz.de/10000000631

A Gibbs' sampler for the parameters of a truncated multivariate normal distribution

Griffiths, William E. - In: Contemporary issues in economics and econometrics : …, (pp. 75-91). 2004

Persistent link: https://www.econbiz.de/10002544110

Non-linear cointegration test, based on record counting statistic

Atil, Lynda; Fellag, Hocine; Sipols, Ana E.; … - In: Computational economics 64 (2024) 4, pp. 2205-2230

Persistent link: https://www.econbiz.de/10015144009

Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses

Ericsson, Neil R. - 1987

Persistent link: https://www.econbiz.de/10000760732

Bayesian Analysis of Graphical Models of Marginal Independence for Three Way Contingency Tables

Tarantola, Claudia; Ntzoufras, Ioannis - 2012

This paper deals with the Bayesian analysis of graphical models of marginal independence for three way contingency tables. Each marginal independence model corresponds to a particular factorization of the cell probabilities and a conjugate analysis based on Dirichlet prior can be performed. We...

Persistent link: https://www.econbiz.de/10010343831

The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break

Neto, David - In: Economics letters 125 (2014) 2, pp. 208-211

Persistent link: https://www.econbiz.de/10010505390