Pages that link to "Item:Q5690043"
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The following pages link to An Asymtotic Theory of Bayesian Inference for Time Series (Q5690043):
Displayed 22 items.
- Consumption dynamics in general equilibrium: a characterisation when markets are incomplete (Q617671) (← links)
- The dynamics of efficient asset trading with heterogeneous beliefs (Q629331) (← links)
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
- Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior (Q1305651) (← links)
- An MCMC approach to classical estimation. (Q1398964) (← links)
- The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective (Q1584765) (← links)
- Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (Q1867740) (← links)
- New unit root asymptotics in the presence of deterministic trends. (Q1867744) (← links)
- Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox (Q1886282) (← links)
- Variable selection in STAR models with neighbourhood effects using genetic algorithms (Q3065556) (← links)
- Semiparametric cointegrating rank selection (Q3406055) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS (Q3632370) (← links)
- MINIMIZING AVERAGE RISK IN REGRESSION MODELS (Q3632387) (← links)
- THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES (Q3632393) (← links)
- REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS (Q3632405) (← links)
- Bayesian Comparison of ARIMA and Stationary ARMA Models (Q4231018) (← links)
- Joint Selection of the Model and the Information Set in Heteroskedastic Dynamic Models (Q5290376) (← links)
- A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616) (← links)
- AUTOMATED DISCOVERY IN ECONOMETRICS (Q5697621) (← links)
- THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION (Q5719160) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)