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Forecasting economic time series using targeted predictors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 146 (2008) 2, pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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Bayes prediction regressions with elliptical errors
Chib, Siddhartha - In: Journal of econometrics 3 (1988), pp. 349-360
Persistent link: https://www.econbiz.de/10001046320
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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
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Posterior simulation and Bayes factors in panel count data models
Chib, Siddhartha - In: Journal of econometrics 86 (1998) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10001243867
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Bayes inference in regression models with ARMA (p,q) errors
Chib, Siddhartha - In: Journal of econometrics 64 (1994) 1, pp. 183-206
Persistent link: https://www.econbiz.de/10001166427
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Bayes regression with autoregressive errors : a Gibbs sampling approach
Chib, Siddhartha - In: Journal of econometrics 58 (1993) 3, pp. 275-294
Persistent link: https://www.econbiz.de/10001149104
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A note on spurious break
Bai, Jushan - In: Econometric theory 14 (1998) 5, pp. 663-669
Persistent link: https://www.econbiz.de/10001381135
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A consistent test for conditional symmetry in time series models
Bai, Jushan; Ng, Serena - In: Journal of econometrics 103 (2001) 1/2, pp. 225-258
Persistent link: https://www.econbiz.de/10001585362
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Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
Chib, Siddhartha - In: Journal of econometrics 68 (1995) 2, pp. 339-360
Persistent link: https://www.econbiz.de/10001184631
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Least absolute deviation estimation of a shift
Bai, Jushan - In: Econometric theory 11 (1995) 3, pp. 403-436
Persistent link: https://www.econbiz.de/10001186559