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~isPartOf:"Journal of econometrics"
~isPartOf:"The European journal of finance"
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Kohn, Robert
Phillips, Peter C. B.
36
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ECONIS (ZBW)
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1
Bayesian inference for nonlinear structural time series models
Hall, Jamie
;
Pitt, Michael K.
;
Kohn, Robert
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10010372659
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2
On some properties of Markov chain Monte Carlo simulation methods based on particular filter
Pitt, Michael K.
;
Santos Silva, Ralph dos
;
Giordani, Paolo
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 134-151
Persistent link: https://www.econbiz.de/10009691169
Saved in:
3
Nonparametric seemingly unrelated regression
Smith, Michael S.
;
Kohn, Robert
- In:
Journal of econometrics
98
(
2000
)
2
,
pp. 257-281
Persistent link: https://www.econbiz.de/10001497782
Saved in:
4
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Shively, Thomas S.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001211372
Saved in:
5
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
Barnett, Glen
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10001206889
Saved in:
6
A Bayesian approach to additive semiparametric regression
Wong, Chi-ming
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 209-235
Persistent link: https://www.econbiz.de/10001206893
Saved in:
7
Nonparametric regression using Bayesian variable selection
Smith, Michael S.
- In:
Journal of econometrics
75
(
1996
)
2
,
pp. 317-343
Persistent link: https://www.econbiz.de/10001204706
Saved in:
8
Testing for linearity in a semiparametric regression model
Shively, Thomas S.
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 77-96
Persistent link: https://www.econbiz.de/10001166433
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