BAYESIAN CONSISTENCY FOR STATIONARY MODELS
- 期刊名称Econometric Theory
- 作者Lijoi, Antonio; Prünster, Igor; Walker, Stephen G.
- 卷第23卷
- 期第4期
- 印刷ISSN0266-4666
- 电子ISSN1469-4360
- 文件大小110.00KB
- 发表时间2007-8
- DOI10.1017/s0266466607070314
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR processHelmut Lütkepohl, Pentti Saikkonen and Carsten Trenkler · The Econometrics Journal · 2001
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown TimeHelmut Lütkepohl, Pentti Saikkonen and Carsten Trenkler · Econometrica · 2004
Comparison of tests for the cointegrating rank of a VAR process with a structural shiftHelmut Lütkepohl; Pentti Saikkonen; Carsten Trenkler · 2003
Break Date Estimation for VAR Processes with Level Shift with an Application to Cointegration TestingPentti Saikkonen, Helmut Lütkepohl and Carsten Trenkler · Econometric Theory · 2006
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend BreakCarsten Trenkler; Pentti Saikkonen; Helmut Lütkepohl · 2008
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown TimeHelmut Lütkepohl; Pentti Saikkonen; Carsten Trenkler · 2004
[untitled]Review by: Francis X. Diebold · Econometric Theory · 1992
On Differentiating Eigenvalues and EigenvectorsJan R. Magnus · Econometric Theory · 1985
MINIMIZING AVERAGE RISK IN REGRESSION MODELSClaeskens, Gerda; Hjort, Nils Lid · Econometric Theory · 2008
Interviewed by Nicholas M. KieferGoldberger, Arthur S. · Econometric Theory · 1989
ESTIMATION-ADJUSTED VARGourieroux, Christian; Zakoïan, Jean-Michel · Econometric Theory · 2013
UNIT ROOT TESTS WITH WAVELETSFan, Yanqin; Gençay, Ramazan · Econometric Theory · 2010
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATIONMcAleer, Michael; Chan, Felix; Hoti, Suhejla; Lieberman, Offer · Econometric Theory · 2008
Causality in the Long RunClive, W.J.; Lin, Jin-Lung · Econometric Theory · 1995