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Exploiting common features in macroeconomic and financial data
Çakmaklı, Cem - 2012
Persistent link: https://www.econbiz.de/10009713424
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Large vector autoregressions with stochastic volatility and flexible priors
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2016
Persistent link: https://www.econbiz.de/10011549652
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Essays on Bayesian analysis of time varying economic patterns
Ceyhan, Şanh Pınar - 2014
Persistent link: https://www.econbiz.de/10010412889
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Essays on quantitative marketing models and Monte Carlo integration methods
Oest, Rutger van - 2005
Persistent link: https://www.econbiz.de/10002536372
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Using entropic tilting to combine BVAR forecasts with external nowcasts
Krueger, Fabian; Clark, Todd E.; Ravazzolo, Francesco - 2014
Persistent link: https://www.econbiz.de/10010497134
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A unified framework to estimate macroeconomic stars
Zaman, Saeed - 2021 - This version: October 10, 2021
Persistent link: https://www.econbiz.de/10012694862
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New flexible models and design construction algorithms for mixtures and binary dependent variables
Ruseckaite, Aiste - 2017
Persistent link: https://www.econbiz.de/10011586773
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Methods for accurate and efficient Bayesian analysis of time series
Borowska, Agnieszka - 2019
Persistent link: https://www.econbiz.de/10012005775
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A unified framework to estimate macroeconomic stars
Zaman, Saeed - 2022 - This version: July 31, 2022
Persistent link: https://www.econbiz.de/10013375506