Volume 58; Issue 3

Journal of Econometrics

Volume 58; Issue 3
1

Bayes regression with autoregressive errors: A Gibbs sampling approach

Siddhartha Chib
Journal:
Journal of Econometrics
Year:
1993
Language:
english
File:
PDF, 1008 KB
english, 1993
3

Some generalizations on the algebra of I(1) processes

Luigi Ermini, Clive W.J. Granger
Journal:
Journal of Econometrics
Year:
1993
Language:
english
File:
PDF, 845 KB
english, 1993
4

A simple multiple variance ratio test

K.Victor Chow, Karen C. Denning
Journal:
Journal of Econometrics
Year:
1993
Language:
english
File:
PDF, 1.12 MB
english, 1993
7

Index

Journal:
Journal of Econometrics
Year:
1993
Language:
english
File:
PDF, 93 KB
english, 1993
8

Nonnested testing for autocorrelation in the linear regression model

Paramsothy Silvapulle, Maxwell L. King
Journal:
Journal of Econometrics
Year:
1993
Language:
english
File:
PDF, 1.18 MB
english, 1993