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Evolution of forecast disagreement in a Bayesian learning model
Lahiri, Kajal; Sheng, Xuguang - In: Journal of econometrics 144 (2008) 2, pp. 325-340
Persistent link: https://www.econbiz.de/10003774622
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Bayesian analysis of nested logit model by Markov chain Monte Carlo
Lahiri, Kajal; Gao, Jian - In: Journal of econometrics 111 (2002) 1, pp. 103-133
Persistent link: https://www.econbiz.de/10001703598
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Priors, posteriors and bayes factors for a Bayesian analysis of cointegration
Kleibergen, Frank; Paap, Richard - In: Journal of econometrics 111 (2002) 2, pp. 223-249
Persistent link: https://www.econbiz.de/10001715745
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Bayesian and classical approaches to instrumental variable regression
Kleibergen, Frank; Zivot, Eric - In: Journal of econometrics 114 (2003) 1, pp. 29-72
Persistent link: https://www.econbiz.de/10001738916
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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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Do bubbles have an explosive signature in markov switching models?
Balcombe, Kelvin G.; Fraser, Iain M. - In: Economic modelling 66 (2017), pp. 81-100
Persistent link: https://www.econbiz.de/10011813660
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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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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