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~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Chib, Siddhartha"
~person:"Ng, Serena"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
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12
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Chib, Siddhartha
Ng, Serena
Lee, Lung-fei
14
Linton, Oliver
13
Phillips, Peter C. B.
13
Saikkonen, Pentti
11
Li, Qi
9
Gouriéroux, Christian
8
Koop, Gary
8
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7
Chen, Songnian
7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
Perron, Pierre
6
Teräsvirta, Timo
6
White, Halbert
6
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6
Zinde-Walsh, Victoria
6
Bai, Jushan
5
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5
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5
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5
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5
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5
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4
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4
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4
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4
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4
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Econometric theory
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Cahier / Département de Sciences Économiques, Université de Montréal
3
Discussion paper / Center for Economic Research, Tilburg University
2
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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ECONIS (ZBW)
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1
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
Saved in:
2
Bayes prediction regressions with elliptical errors
Chib, Siddhartha
- In:
Journal of econometrics
3
(
1988
),
pp. 349-360
Persistent link: https://www.econbiz.de/10001046320
Saved in:
3
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
Saved in:
4
Estimation and inference in nearly unbalanced nearly cointegrated systems
Ng, Serena
- In:
Journal of econometrics
79
(
1997
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10001220088
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Testing for ARCH in the presence of a possibly misspecified conditional mean
Lumsdaine, Robin L.
;
Ng, Serena
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 257-279
Persistent link: https://www.econbiz.de/10001406657
Saved in:
9
An autoregressive spectral density estimator at frequency zero for nonstationarity tests
Perron, Pierre
;
Ng, Serena
- In:
Econometric theory
14
(
1998
)
5
,
pp. 560-603
Persistent link: https://www.econbiz.de/10001381121
Saved in:
10
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
Saved in:
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