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Journal of Econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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State space and unobserved component models : theory and applications
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A Bayesian analysis of the multinomial probit model with fully identified parameters
McCulloch, Robert E.
;
Polson, Nicholas G.
;
Rossi, Peter E.
- In:
Journal of Econometrics
99
(
2000
)
1
,
pp. 173-193
Persistent link: https://www.econbiz.de/10005238931
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Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, P.E. Peter E.
- In:
Journal of Econometrics
122
(
2004
)
1
,
pp. 185-212
Persistent link: https://www.econbiz.de/10005228873
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