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Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas; Shephard, Neil G. - In: Econometric theory 27 (2011) 5, pp. 933-956
Persistent link: https://www.econbiz.de/10009379765
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Posterior consistency in conditional density estimation by covariate dependent mixtures
Norets, Andriy; Pelenis, Justinas - In: Econometric theory 30 (2014) 3, pp. 606-646
Persistent link: https://www.econbiz.de/10010500885
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Large sample properties of bayesian estimation of spatial econometric models
Han, Xiaoyi; Lee, Lung-fei; Xu, Xingbai - In: Econometric theory 37 (2021) 4, pp. 708-746
Persistent link: https://www.econbiz.de/10012618199
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Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume; Mavroeidis, Sophocles; Zhang, Zhaoguo - In: Econometric theory 36 (2020) 1, pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
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ARMA representation of squared Markov switching heteroskedastic models - solution
Distaso, Walter - In: Econometric theory 19 (2003) 2, pp. 412-413
Persistent link: https://www.econbiz.de/10001745838
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A robust Bayesian approach for unit root testing
Conigliani, Caterina; Spezzaferri, Fulvio - In: Econometric theory 23 (2007) 3, pp. 440-463
Persistent link: https://www.econbiz.de/10003541250
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Bayesian reference analysis of cointegration
Villani, Mattias - In: Econometric theory 21 (2005) 2, pp. 326-357
Persistent link: https://www.econbiz.de/10002740680
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Bayesian regression analysis with scale mixtures of normals
Fernández, Carmen; Steel, Mark F. J. - In: Econometric theory 16 (2000) 1, pp. 80-101
Persistent link: https://www.econbiz.de/10001568490
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Generalized laplace inference in multiple change-points models
Casini, Alessandro; Perron, Pierre - In: Econometric theory 38 (2022) 1, pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
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Likelihood inference in an autoregression with fixed effects
Dhaene, Geert; Jochmans, Koen - In: Econometric theory 32 (2016) 5, pp. 1178-1215
Persistent link: https://www.econbiz.de/10011661738