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A method for the computation o...
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Estimation theory
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Nelson, Daniel B.
3
Rossi, Peter E.
2
Zellner, Arnold
2
Chen, Xiaohong
1
Diebold, Francis X.
1
Jacquier, Eric
1
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University of Chicago / Graduate School of Business
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674
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135
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72
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47
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45
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39
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Exchange rates, transactions bands and Cassel's doctrine of PPP
Michael, Panos
;
Nobay, A. Robert
;
Peel, David
-
1994
Persistent link: https://www.econbiz.de/10000925640
Saved in:
2
Bayes factors for testing the equality of covariance matrix eigenvalues
McCulloch, Robert E.
;
Rossi, Peter E.
-
1995
Persistent link: https://www.econbiz.de/10000924642
Saved in:
3
Nonparametric recursive moment estimation with dependent data
Chen, Xiaohong
-
1995
Persistent link: https://www.econbiz.de/10000924643
Saved in:
4
Models and priors for multivariate stochastic volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000925647
Saved in:
5
The finite sample properties of simultaneous equations' estimates and estimators : Bayesian and non-Bayesian approaches
Zellner, Arnold
-
1995
Persistent link: https://www.econbiz.de/10000925652
Saved in:
6
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899156
Saved in:
7
Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899157
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8
Why are estimates of agricultural supply response so variable?
Diebold, Francis X.
;
Lamb, Russell L.
-
1993
Persistent link: https://www.econbiz.de/10000899471
Saved in:
9
Coordinate space vs. index space representations as estimation methods : an application to how macro activity affects the US income distribution
Ryu, Hang-keun
;
Slottje, Daniel Jonathan
-
1993
Persistent link: https://www.econbiz.de/10000899479
Saved in:
10
A note on the normalized errors in ARCH and stochastic volatility models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899491
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