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A Bayesian chi-squared test for hypothesis testing
Li, Yong; Liu, Xiao-Bin; Yu, Jun - In: Journal of econometrics 189 (2015) 1, pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
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High dimensional dynamic stochastic copula models
Creal, Drew; Tsay, Ruey S. - In: Journal of econometrics 189 (2015) 2, pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
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K-state switching models with time-varying transition distributions : does loan growth signal stronger effects of variables on inflation?
Kaufmann, Sylvia - In: Journal of econometrics 187 (2015) 1, pp. 82-94
Persistent link: https://www.econbiz.de/10011498759
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A Bayesian robust chi-squared test for testing simple hypotheses
Doğan, Osman; Taṣpınar, Süleyman; Bera, Anil K. - In: Journal of econometrics 222 (2021) 2, pp. 933-958
Persistent link: https://www.econbiz.de/10012619808
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Time-varying model averaging
Sun, Yuying; Hong, Yongmiao; Lee, Tae-hwy; Wang, Shouyang; … - In: Journal of econometrics 222 (2021) 2, pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
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Inference in Bayesian Proxy-SVARs
Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; … - In: Journal of econometrics 225 (2021) 1, pp. 88-106
Persistent link: https://www.econbiz.de/10013279023
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Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja; Herwartz, Helmut; Kneib, Thomas - In: Journal of econometrics 214 (2020) 2, pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
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Deviance information criterion for latent variable models and misspecified models
Li, Yong; Yu, Jun; Zeng, Tao - In: Journal of econometrics 216 (2020) 2, pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
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Sequentially adaptive Bayesian learning algorithms for inference and optimization
Geweke, John; Durham, Garland - In: Journal of econometrics 210 (2019) 1, pp. 4-25
Persistent link: https://www.econbiz.de/10012303357
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Tempered particle filtering
Herbst, Edward P.; Schorfheide, Frank - In: Journal of econometrics 210 (2019) 1, pp. 26-44
Persistent link: https://www.econbiz.de/10012303367