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~institution:"Universität Basel / Institut für Statistik und Ökonometrie"
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Universität Basel / Institut für Statistik und Ökonometrie
National Bureau of Economic Research
433
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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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2
Gibbs sampling in B-VAR models with latent variables
Polasek, Wolfgang
-
1994
Persistent link: https://www.econbiz.de/10000897046
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3
The VAR-VARCH model : a Bayesian approach
Polasek, Wolfgang
;
Kozumi, Hideo
-
1995
Persistent link: https://www.econbiz.de/10000911268
Saved in:
4
A Gibbs sampler for Beyesian ARCH-models
Korn, Olaf
-
1993
Persistent link: https://www.econbiz.de/10000883045
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5
Identification and estimation of errors-in-variables tobit models
Wang, Liqun
-
1993
Persistent link: https://www.econbiz.de/10000863603
Saved in:
6
Bayesian generalized errors in variables (GEIV) models for censored regressions
Polasek, Wolfgang
-
1993
Persistent link: https://www.econbiz.de/10000874339
Saved in:
7
Estimation on nonlinear errors-in-variables models : an approximate solution
Hsiao, Cheng
;
Wang, Liqun
;
Wang, Qing
-
1996
Persistent link: https://www.econbiz.de/10000935804
Saved in:
8
Estimation of censored linear errors-in-variables models
Wang, Liqun
-
1996
Persistent link: https://www.econbiz.de/10000944425
Saved in:
9
Identifiability and estimation of linear censored errors-in-variables models
Wang, Liqun
-
1992
Persistent link: https://www.econbiz.de/10000853321
Saved in:
10
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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