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A time varying parameter model to test for predictability and integration in stock markets of transition economies
Rockinger, Michael; Urga, Giovanni - 1998
Persistent link: https://www.econbiz.de/10000986989
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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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La régression PLS généralisée
Tenenhaus, Michel - 1993
Persistent link: https://www.econbiz.de/10000875192
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A partial least squares approach to multiple regression, redundancy analysis and canonical analysis
Tenenhaus, Michel - 1995
Persistent link: https://www.econbiz.de/10000930665
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L' approche PLS
Tenenhaus, Michel - 1998
Persistent link: https://www.econbiz.de/10000987963
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Identifiability and estimation of linear censored errors-in-variables models
Wang, Liqun - 1992
Persistent link: https://www.econbiz.de/10000853321