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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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A simulated semiparametric estimation of nonlinear errors-in-variables models
Wang, Liqun; Hsiao, Cheng - 1996
Persistent link: https://www.econbiz.de/10000935812
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Improving time series forecasts with expert information
Polasek, Wolfgang - 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 - 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