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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G. - In: Journal of econometrics 72 (1996) 1, pp. 151-175
Persistent link: https://www.econbiz.de/10001198020
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An examination of the power of univariate tests of the CAPM : a simulation approach
Affleck-Graves, John F. - In: Journal of economics & business 45 (1993) 1, pp. 17-33
Persistent link: https://www.econbiz.de/10001141502
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Testing stationarity and trend stationarity against the unit root hypothesis
Bierens, Herman J. - In: Econometric reviews 12 (1993) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10001141852
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Monitoring structural changes with the generalized fluctuation test
Leisch, Friedrich; Hornik, Kurt; Kuan, Chung-ming - In: Econometric theory 16 (2000) 6, pp. 835-854
Persistent link: https://www.econbiz.de/10001548329
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Further experience in Bayesian analysis using Monte Carlo integration
Dijk, H. K. van; Kloek, T. - 1980
Persistent link: https://www.econbiz.de/10001561958
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Numerical aspects of Bayesian VAR-modeling
Kadiyala, K. Rao; Karlsson, Sune - 1994
Persistent link: https://www.econbiz.de/10000885969
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Market point models with complex conditioning used for modelling of shales
Syversveen, Anne Randi; Omre, Henning - 1994 - Preprint
Persistent link: https://www.econbiz.de/10000887159
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Simulation of truncated gamma distributions
Robert, Christian P.; Mengersen, Kerrie - 1994
Persistent link: https://www.econbiz.de/10000891158
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Monte Carlo evidence on unit root and stationarity tests when the data are measured with error
Olekalns, Nilss - 1994
Persistent link: https://www.econbiz.de/10000893523
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Testing for cointegration in linear quadratic models
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 3, pp. 347-360
Persistent link: https://www.econbiz.de/10001167093