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Bayesian estimation of switching ARMA models
Billio, Monica; Monfort, Alain; Robert, Christian P. - In: Journal of econometrics 93 (1999) 2, pp. 229-255
Persistent link: https://www.econbiz.de/10001406655
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Block recursion and structural vector autoregressions
Zha, Tao - In: Journal of econometrics 90 (1999) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10001382134
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Testing for negativity in a demand system : a Bayesian approach
Hasegawa, Hikaru; Kozumi, Hideo; Hashimoto, Noriko - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 211-223
Persistent link: https://www.econbiz.de/10001388874
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K-state switching models with time-varying transition distributions : does loan growth signal stronger effects of variables on inflation?
Kaufmann, Sylvia - In: Journal of econometrics 187 (2015) 1, pp. 82-94
Persistent link: https://www.econbiz.de/10011498759
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A Bayesian chi-squared test for hypothesis testing
Li, Yong; Liu, Xiao-Bin; Yu, Jun - In: Journal of econometrics 189 (2015) 1, pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
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High dimensional dynamic stochastic copula models
Creal, Drew; Tsay, Ruey S. - In: Journal of econometrics 189 (2015) 2, pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
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Price discovery under crisis : uncovering the determinant factors of prices using efficient Bayesian model selection methods
Petralias, Athanassios; Prodromídis, Pródromos-Ioánnis - In: Empirical economics : a journal of the Institute for … 49 (2015) 3, pp. 859-879
Persistent link: https://www.econbiz.de/10011377311
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Bayesian inference in threshold stochastic frontier models
Tsionas, Efthymios G.; Tran, Kien C.; Michaēlidēs, … - In: Empirical economics : a journal of the Institute for … 56 (2019) 2, pp. 399-422
Persistent link: https://www.econbiz.de/10012041652
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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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Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu; Zhang, Zhengjun - In: Journal of econometrics 205 (2018) 2, pp. 470-487
Persistent link: https://www.econbiz.de/10012110325