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Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman; Richard, Jean-François - In: Econometric reviews 25 (2006) 2/3, pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
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Econometric disequilibrium models
Quandt, Richard E.; Hendry, David F.; Monfort, Alain - In: Econometric reviews 1 (1982) 1, pp. 1-63
Persistent link: https://www.econbiz.de/10002666391
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The Gibbs sampler with particle efficient importance sampling for state-space models
Grothe, Oliver; Kleppe, Tore Selland; Liesenfeld, Roman - In: Econometric reviews 38 (2019) 10, pp. 1152-1175
Persistent link: https://www.econbiz.de/10012181399
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Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
Liesenfeld, Roman; Richard, Jean-François - In: Econometric reviews 25 (2006) 2-3, pp. 335-360
Persistent link: https://www.econbiz.de/10007283041