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A Gibbs sampler for Beyesian ARCH-models
Korn, Olaf - 1993
Persistent link: https://www.econbiz.de/10000883045
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Gibbs sampling in VAR models with tightness priors
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897045
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Gibbs sampling in B-VAR models with latent variables
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897046
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Identification and estimation of errors-in-variables tobit models
Wang, Liqun - 1993
Persistent link: https://www.econbiz.de/10000863603
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Bayesian generalized errors in variables (GEIV) models for censored regressions
Polasek, Wolfgang - 1993
Persistent link: https://www.econbiz.de/10000874339
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Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos - 1996
Persistent link: https://www.econbiz.de/10000953935
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Semi-parametric modelling of the term structure
Bianchi, Marco; Orszag, Jonathan Michael; Steeley, James M. - 1997
Persistent link: https://www.econbiz.de/10000956524
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On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.; Sola, Martin - 1997
Persistent link: https://www.econbiz.de/10000956526
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Whereś the beef? : the trivial dynamics of real business cycle models
Wen, Yi (contributor) - 2005
Persistent link: https://www.econbiz.de/10003342431
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Labor Hoarding and inventories
Wen, Yi (contributor) - 2005 - rev.
Persistent link: https://www.econbiz.de/10003342433