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Corrigendum to: “Testing for unit roots with flow data and varying sampling frequency” [J. Econom. 119 (1) (2004) 1–18]Marcus J. Chambers · 2008
Symposium Double Issue: Bayes Methods and Unit Roots || Noninformative Priors and Bayesian Testing for the AR(1) ModelJames O. Berger and Ruo-yong Yang · Econometric Theory · 1994
Testing for Unit Roots: 2G. B. A. Evans and N. E. Savin · Econometrica · 1984
Conflict Among the Criteria Revisited; The W, LR and LM TestsG. B. A. Evans and N. E. Savin · Econometrica · 1982
The Calculation of the Limiting Distribution of the Least Squares Estimator of the Parameter in a Random Walk ModelG. B. A. Evans and N. E. Savin · The Annals of Statistics · 1981
The Bargaining ProblemJohn F. Nash, Jr. · Econometrica · 1950
Bottleneck Problems, Functional Equations, and Dynamic ProgrammingRichard Bellman · Econometrica · 1955
Regression QuantilesRoger Koenker and Gilbert Bassett, Jr. · Econometrica · 1978
Specification Tests in EconometricsJ. A. Hausman · Econometrica · 1978
Proper Risk AversionJohn W. Pratt and Richard J. Zeckhauser · Econometrica · 1987
Markets with a Continuum of TradersRobert J. Aumann · Econometrica · 1964
On a Class of Poverty MeasuresNanak Kakwani · Econometrica · 1980
Equilibrium in a Capital Asset MarketJan Mossin · Econometrica · 1966