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~institution:"Universität Basel / Institut für Statistik und Ökonometrie"
~subject:"Simulation"
~subject:"Zeitreihenanalyse"
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National Bureau of Economic Research
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A Gibbs sampler for Beyesian ARCH-models
Korn, Olaf
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1993
Persistent link: https://www.econbiz.de/10000883045
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Gibbs sampling in VAR models with tightness priors
Polasek, Wolfgang
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1994
Persistent link: https://www.econbiz.de/10000897045
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Gibbs sampling in B-VAR models with latent variables
Polasek, Wolfgang
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1994
Persistent link: https://www.econbiz.de/10000897046
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Improving time series forecasts with expert information
Polasek, Wolfgang
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1992
Persistent link: https://www.econbiz.de/10000853560
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Irregularly spaced AR and ARCH (ISAR-ARCH) models
Pai, Jeffrey
;
Polasek, Wolfgang
;
Kozumi, Hideo
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1995
Persistent link: https://www.econbiz.de/10000911263
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The VAR-VARCH model : a Bayesian approach
Polasek, Wolfgang
;
Kozumi, Hideo
-
1995
Persistent link: https://www.econbiz.de/10000911268
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