Journal Article |
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Abstract Views |

Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A Bayesian Extension of the J-Test for Non-Nested Hypotheses |
0 |
0 |
1 |
17 |
0 |
0 |
2 |
94 |

A Monte Carlo evaluation of the power of some tests for heteroscedasticity |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
78 |

A Note on Borda Method |
0 |
0 |
2 |
14 |
0 |
0 |
4 |
59 |

A note on a posterior approximation in a heteroscedastic model |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
40 |

Anonymous, non-manipulable binary social choice |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |

Bayesian estimation of a random coefficient model |
0 |
0 |
0 |
107 |
0 |
0 |
0 |
190 |

Binary strategy-proof social choice functions with indifference |
0 |
0 |
1 |
1 |
0 |
1 |
2 |
2 |

Book review |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
17 |

Efficient Sets Are Very Small |
0 |
0 |
3 |
7 |
0 |
0 |
6 |
38 |

Geometry of anonymous binary social choices that are strategy-proof |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

May's theorem in an infinite setting |
0 |
0 |
0 |
22 |
0 |
1 |
3 |
115 |

On the relation between preference reversal and strategy-proofness |
0 |
0 |
1 |
1 |
0 |
1 |
6 |
7 |

On the ultrafilter representation of coalitionally strategy-proof social choice functions |
1 |
1 |
2 |
11 |
1 |
2 |
5 |
47 |

Preference reversal and strategy-proofness with more than three alternatives |
0 |
0 |
1 |
1 |
0 |
1 |
3 |
3 |

Role of information in classical and Bayesian modelling |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |

The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
31 |

The speed of adjustment and production smoothing: Bayesian estimation |
0 |
0 |
0 |
6 |
0 |
0 |
3 |
44 |

The structure of two-valued coalitional strategy-proof social choice functions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |

Total Journal Articles |
1 |
1 |
11 |
235 |
1 |
7 |
39 |
774 |