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Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 205 (2018) 1, pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
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Large Bayesian VARMAs
Chan, Joshua; Eisenstat, Eric; Koop, Gary - In: Journal of econometrics 192 (2016) 2, pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
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Bayesian estimation of state space models using moment conditions
Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - In: Journal of econometrics 201 (2017) 2, pp. 198-211
Persistent link: https://www.econbiz.de/10011918691
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Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua - In: Journal of econometrics 235 (2023) 2, pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
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On the complex relationship between different aspects of social capital and group loan repayment
Al-Azzam, Moh’d; Parmeter, Christopher F.; Sarangi, … - In: Economic modelling 90 (2020), pp. 92-107
Persistent link: https://www.econbiz.de/10012428036
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Nonparametric Bayes subject to overidentified moment conditions
Gallant, A. Ronald - In: Journal of econometrics 228 (2022) 1, pp. 27-38
Persistent link: https://www.econbiz.de/10013441713