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Multivariate stochastic volatility models with correlated errors
Chan, David
;
Kohn, Robert
;
Kirby, Chris
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
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2
Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
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3
Multivariate Stochastic Volatility Models with Correlated Errors
Chan, David
;
Kohn, Robert
;
Kirby, Chris
- In:
Econometric reviews
25
(
2006
)
2-3
,
pp. 245-274
Persistent link: https://www.econbiz.de/10007283044
Saved in:
4
Book Review: Econometrics, Statistics and Computational Approaches in Food and Health Sciences
Cripps, Edward
;
Fiebig, Denzil
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 106-110
Persistent link: https://www.econbiz.de/10008349862
Saved in:
5
Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2009
)
2
,
pp. 146-158
Persistent link: https://www.econbiz.de/10009266507
Saved in:
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