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Posterior Odds Testing for a Unit Root with Data-Based Model Selection
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- Journal:
- Econometric Theory / Volume 10 / Issue 3-4 / August 1994
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- 11 February 2009, pp. 774-808
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The Local Power of the CUSUM and CUSUM of Squares Tests
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- Econometric Theory / Volume 6 / Issue 3 / September 1990
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- 11 February 2009, pp. 335-347
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ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS
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- Journal:
- Econometric Theory / Volume 24 / Issue 1 / February 2008
- Published online by Cambridge University Press:
- 06 September 2007, pp. 15-42
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10 - Rissanen's theorem and econometric time series
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- Simplicity, Inference and Modelling
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- 22 September 2009
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- 07 February 2002, pp 165-180
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