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Probability theory and statistical inference

. Cambridge Univ. Press, Cambridge u.a., Reprint edition, (2000)

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The problem of near-multicollinearity revisited: erratic vs systematic volatility, and . Journal of Econometrics, 108 (2): 365--393 (June 2002)Advances in Econometrics, and . Volume 20, Part 1, chapter The Student's t Dynamic Linear Regression: Re-examining Volatility Modeling, page 289--319. JAI, (2006)Statistical Adequacy and the Testing of Trend Versus Difference Stationarity, and . Econometric Reviews, 22 (3): 217--237 (2003)The simultaneous-equations model revisited : Statistical adequacy and identification. Journal of Econometrics, 44 (1-2): 87--105 (00 1990)A frequentist interpretation of probability for model-based inductive inference.. Synthese, 190 (9): 1555-1585 (2013)Probability theory and statistical inference. Cambridge Univ. Press, Cambridge u.a., 1. publ edition, (1999)On normality and the linear regression model. Econometric Reviews, 14 (2): 195--203 (1995)On theory testing in econometrics : Modeling with nonexperimental data. Journal of Econometrics, 67 (1): 189--226 (May 1995)Probability theory and statistical inference. Cambridge Univ. Press, Cambridge u.a., Reprint edition, (2000)Modeling exchange rate dynamics: Non-linear dependence and thick tails, , and . Econometric Reviews, 12 (1): 33--63 (1993)