TC4S:\Articles - Newsletters - Magazine\The Econometrics Journal | ||
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 BUGS for a Bayesian analysis of stochastic volatility models.pdf | ||
| Controlling the significance levels of prediction error tests for linear regression models.pdf | ||
| Distinguishing between trend-break models method and empirical evidence.pdf | ||
| Exploring economic time series a Bayesian graphical approach.pdf | ||
| Forecasting with difference-stationary and trend-stationary models.pdf | ||
| Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez.pdf | ||
| Modelling phase shifts among stochastic cycles.pdf | ||