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Capturing unobserved consumer heterogeneity using the Bayesian heterogeneity model
Frühwirth-Schnatter, Sylvia; Tüchler, Regina; Otter, … - In: Adaptive information systems and modelling in economics …, (pp. 57-70). 2005
Persistent link: https://www.econbiz.de/10003319808
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Non-linear volatility modeling in classical and Bayesian frameworks with applications to risk management
Miazhynskaia, Tatiana; Dockner, Engelbert J.; … - In: Adaptive information systems and modelling in economics …, (pp. 73-98). 2005
Persistent link: https://www.econbiz.de/10003319811
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Bayesian semiparametric stochastic volatility modeling
Jensen, Mark J.; Maheu, John M. - In: Journal of econometrics 157 (2010) 2, pp. 306-316
Persistent link: https://www.econbiz.de/10008663011
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Structural heterogeneity or asymmetric shocks? : Poland and the euro area through the lens of a two-country DSGE model
Kolasa, Marcin - In: Economic modelling 26 (2009) 6, pp. 1245-1269
Persistent link: https://www.econbiz.de/10003923536
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Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
Jensen, Mark J.; Maheu, John M. - In: Journal of econometrics 178 (2014) 1, pp. 523-538
Persistent link: https://www.econbiz.de/10010256874
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Real convergence and its illusions
Kolasa, Marcin - In: Economic modelling 37 (2014), pp. 79-88
Persistent link: https://www.econbiz.de/10010416838
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Bayesian exploratory factor analysis
Conti, Gabriella; Frühwirth-Schnatter, Sylvia; … - In: Journal of econometrics 183 (2014) 1, pp. 31-57
Persistent link: https://www.econbiz.de/10010506092
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A penalty function approach to occasionally binding credit constraints
Brzoza-Brzezina, Michał; Kolasa, Marcin; Makarsk, Krzysztof - In: Economic modelling 51 (2015), pp. 315-327
Persistent link: https://www.econbiz.de/10011476027
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Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald - In: Journal of econometrics 81 (1997) 1, pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
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Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela; Frühwirth-Schnatter, Sylvia - In: Journal of econometrics 210 (2019) 1, pp. 75-97
Persistent link: https://www.econbiz.de/10012303379