Narrow search
Showing 1 - 10 of 10
Cover Image
Bayes factors for testing the equality of covariance matrix eigenvalues
McCulloch, Robert E.; Rossi, Peter E. - 1995
Persistent link: https://www.econbiz.de/10000924642
Cover Image
Nonparametric recursive moment estimation with dependent data
Chen, Xiaohong - 1995
Persistent link: https://www.econbiz.de/10000924643
Cover Image
Models and priors for multivariate stochastic volatility
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - 1995 - Rev
Persistent link: https://www.econbiz.de/10000925647
Cover Image
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
Cover Image
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B. - 1994
Persistent link: https://www.econbiz.de/10000899156
Cover Image
Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B. - 1994
Persistent link: https://www.econbiz.de/10000899157
Cover Image
Why are estimates of agricultural supply response so variable?
Diebold, Francis X.; Lamb, Russell L. - 1993
Persistent link: https://www.econbiz.de/10000899471
Cover Image
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
Cover Image
A note on the normalized errors in ARCH and stochastic volatility models
Nelson, Daniel B. - 1994
Persistent link: https://www.econbiz.de/10000899491
Cover Image
Bayesian method of moments - instrumental variable (BMOM - IV) analysis of mean and regression models
Zellner, Arnold - 1994
Persistent link: https://www.econbiz.de/10000899493