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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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Causality and cointegration : empirical application for money, interest rates and real income ; the case of France and Japan
Kilponen, Juha; Sone, Koichiro - 1993
Persistent link: https://www.econbiz.de/10000864934
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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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Identifiability and estimation of linear censored errors-in-variables models
Wang, Liqun - 1992
Persistent link: https://www.econbiz.de/10000853321
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Joint sensitivity analysis for covariance matrices in Bayesian linear regression : 2. draft
Polasek, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000853336
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The hierarchical Tobit model : a case study in Bayesian computing ; 2. draft
Polasek, Wolfgang; Krause, Andreas - 1992
Persistent link: https://www.econbiz.de/10000853337
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Variance diagnostics for classical and Bayesian linear regression
Polasek, Wolfgang - 1993
Persistent link: https://www.econbiz.de/10000853729