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~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Bayesian methods applied to time series data"
~isPartOf:"CORE Discussion Paper"
~isPartOf:"CoFE discussion papers"
~isPartOf:"Cowles Foundation discussion paper"
~person:"Bauwens, Luc"
~person:"Granger, C. W. J."
~person:"Lüders, Erik"
~person:"Phillips, Peter C. B."
~person:"Sibbertsen, Philipp"
~type_genre:"Article in journal"
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Annales d'économie et de statistique
Bayesian methods applied to time series data
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ECONIS (ZBW)
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1
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Saved in:
2
Spurious stochastics in a short time-series panel data
Granger, C. W. J.
;
Hyung, Namwon
- In:
Annales d'économie et de statistique
(
1999
),
pp. 299-315
Persistent link: https://www.econbiz.de/10001566512
Saved in:
3
Identification restrictions and posterior densities in cointegrated Gaussian VAR systems
Bauwens, Luc
-
1996
Persistent link: https://www.econbiz.de/10001334780
Saved in:
4
Some properties of absolute return : an alternative measure of risk
Granger, C. W. J.
- In:
Annales d'économie et de statistique
(
1995
),
pp. 67-91
Persistent link: https://www.econbiz.de/10001333819
Saved in:
5
The "pathology" of the natural conjugate prior density in the regression model
Bauwens, Luc
- In:
Annales d'économie et de statistique
(
1991
),
pp. 49-64
Persistent link: https://www.econbiz.de/10001117091
Saved in:
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