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~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Kohn, Robert"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
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Bayesian inference for nonlinear structural time series models
Hall, Jamie
;
Pitt, Michael K.
;
Kohn, Robert
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10010372659
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Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
Barnett, Glen
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10001206889
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3
A Bayesian approach to additive semiparametric regression
Wong, Chi-ming
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 209-235
Persistent link: https://www.econbiz.de/10001206893
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A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Shively, Thomas S.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001211372
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5
Nonparametric regression using Bayesian variable selection
Smith, Michael S.
- In:
Journal of econometrics
75
(
1996
)
2
,
pp. 317-343
Persistent link: https://www.econbiz.de/10001204706
Saved in:
6
Testing for linearity in a semiparametric regression model
Shively, Thomas S.
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 77-96
Persistent link: https://www.econbiz.de/10001166433
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