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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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Genauigkeit von Schätzungen des Risikopotentials
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10000961431
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Risikoabschätzung durch historische Simulation
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10000961433
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003960556
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Alternative BIAS approximations in first order dynamic reduced form models
Kiviet, J. F.; Phillips, Garry D. A.; Schipp, Bernhard - 1998
Persistent link: https://www.econbiz.de/10000978872
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Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan - 1998 - 2. Ausg
Persistent link: https://www.econbiz.de/10000996150