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A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Shively, Thomas S.; Kohn, Robert - 1993
Persistent link: https://www.econbiz.de/10000866696
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A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Shively, Thomas S. - In: Journal of econometrics 76 (1997) 1, pp. 39-52
Persistent link: https://www.econbiz.de/10001211372
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Testing for autoregressive disturbances in a time series regression with missing observations
Shively, Thomas S. - In: Journal of econometrics 57 (1993) 1, pp. 233-255
Persistent link: https://www.econbiz.de/10001142523
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Computing p-values for the generalized Durbin-Watson and other invariant test statistics
Ansley, Craig F.; Kohn, Robert; Shively, Thomas S. - 1991
Persistent link: https://www.econbiz.de/10000846932
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Econometric modeling of regional electricity spot prices in the Australian market
Smith, Michael S.; Shively, Thomas S. - In: Energy economics 74 (2018), pp. 886-903
Persistent link: https://www.econbiz.de/10011972998