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Comment on Jacquier, Polson, and Rossi's Bayesian analysis of stochastic volatility models
Nelson, Daniel B. - 1994
Persistent link: https://www.econbiz.de/10000899492
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Bayes factors for testing the equality of covariance matrix eigenvalues
McCulloch, Robert E.; Rossi, Peter E. - 1995
Persistent link: https://www.econbiz.de/10000924642
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Nonparametric recursive moment estimation with dependent data
Chen, Xiaohong - 1995
Persistent link: https://www.econbiz.de/10000924643
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Models and priors for multivariate stochastic volatility
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - 1995 - Rev
Persistent link: https://www.econbiz.de/10000925647
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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
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Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B. - 1994
Persistent link: https://www.econbiz.de/10000899156
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Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B. - 1994
Persistent link: https://www.econbiz.de/10000899157
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Why are estimates of agricultural supply response so variable?
Diebold, Francis X.; Lamb, Russell L. - 1993
Persistent link: https://www.econbiz.de/10000899471
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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
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A note on the normalized errors in ARCH and stochastic volatility models
Nelson, Daniel B. - 1994
Persistent link: https://www.econbiz.de/10000899491