Encompassing and specificity

Econometric Theory

Volumn 12, Issue 4, 1996, Pages 620-656

  Florens, Jean Pierre ^a   Hendry, David F ^b   Richard, Jean François ^c  

^a UNIVERSITÉ DE TOULOUSE   (France)

^b NUFFIELD COLLEGE   (United Kingdom)

^c UNIVERSITY OF PITTSBURGH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030504492     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466600006964     Document Type: Article

References (9)

1. Berger, J. (1990) Robust Bayesian analysis: Sensitivity to the prior. The Journal of Statistical Planning and Inference 25, 303-328.
2. Billingsley, P. (1968) Convergence of Probability Measures. New York: John Wiley and Sons.
3. Blackwell, D. (1951) Comparison of experiments. In Proceedings of the Second Berkeley Symposium of Mathematical Statistics and Probability', pp. 93-102. Berkeley: University of California Press.
4. Blackwell, D. (1953) Equivalent comparison of experiments. The Annals of Mathematical Statistics 24, 265-272.
5. Csiszar, I. (1967) On information type measures of difference of probability distributions and indirect observations. Studio Scientiarum Mathematicarum Hungria 2, 299-318.
6. Davidson, J.E.H., D.F. Hendry, F. Srba, & S. Yeo (1978) Econometric modelling of the aggregate time-series relationship between consumers' expenditure and income in the United Kingdom. Economic Journal 88, 661-692.
7. Dellacherie, C. & P.A. Meyer (1975) Probabilité et Potentiel. Paris: Hermann. (English translation, 1978, Probabilities and Potential, New York: North-Holland.)
8. Dellacherie, C. & P.A. Meyer (1975) Probabilité et Potentiel. Paris: Hermann. (English translation, 1978, Probabilities and Potential, New York: North-Holland.)
9. Florens, J.P., S. Larribeau, & M. Mouchart (1994) Bayesian encompassing test of a unit root hypothesis. Econometric Theory 10, 747-763.