Current Index to Statistics
Journal of Econometrics
The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective
A test for constant correlations in a multivariate GARCH model
Tse, Y. K.
Conditionally independent private information in OCS wildcat auctions
Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogenous variables
Kadiyala, K. Rao
Further consequences of viewing LIML as an iterated Aitken estimator
A Bayesian approach to dynamic macroeconomics
DeJong, David N.
Ingram, Beth F.
Whiteman, Charles H.
Inference on one-way effect and evidence in Japanese macroeconomic data
Nonparametric seemingly unrelated regression
Consistent bootstrap tests of parametric regression functions
Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity
Rank estimation of a location parameter in the binary choice model
Adjusted estimates and Wald statistics for the AR$(1)$ model with constant
A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections
A Bayesian analysis of multiple-output production frontiers
Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data
Wright, Jonathan H.