Narrow search
Showing 1 - 10 of 112
Cover Image
Evolution of forecast disagreement in a Bayesian learning model
Lahiri, Kajal; Sheng, Xuguang - In: Journal of econometrics 144 (2008) 2, pp. 325-340
Persistent link: https://www.econbiz.de/10003774622
Cover Image
A flexible prior distribution for Markov switching autoregressions with student-t errors
Deschamps, Jean-Philippe - In: Journal of econometrics 133 (2006) 1, pp. 153-190
Persistent link: https://www.econbiz.de/10003354563
Cover Image
Bayesian non-parametric signal extraction for Gaussian time series
Macaro, Christian - In: Journal of econometrics 157 (2010) 2, pp. 381-395
Persistent link: https://www.econbiz.de/10008662988
Cover Image
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
Cover Image
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
Zellner, Arnold; Ando, Tomohiro - In: Journal of econometrics 159 (2010) 1, pp. 33-45
Persistent link: https://www.econbiz.de/10008839945
Cover Image
Tailored randomized block MCMC methods with application to DSGE models
Chib, Siddhartha; Ramamurthy, Srikanth - In: Journal of econometrics 155 (2010) 1, pp. 19-38
Persistent link: https://www.econbiz.de/10003965375
Cover Image
Invariant inference and efficient computation in the static factor model
Chan, Joshua C. C.; Leon-Gonzalez, Roberto; Strachan, … - 2013
Persistent link: https://www.econbiz.de/10009750016
Cover Image
Mixtures of g-priors for Bayesian model averaging with economic applications
Ley, Eduardo; Steel, Mark F. J. - In: Journal of econometrics 171 (2012) 2, pp. 251-266
Persistent link: https://www.econbiz.de/10009691149
Cover Image
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart; Opschoor, Anne; Dijk, Herman K. van - In: Journal of econometrics 171 (2012) 2, pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
Cover Image
Bayesian inference in a sample selection model
Hasselt, Martijn van - In: Journal of econometrics 165 (2011) 2, pp. 221-232
Persistent link: https://www.econbiz.de/10009409667