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Bayesian modeling of joint and conditional distributions
Norets, Andriy; Pelenis, Justinas - In: Journal of econometrics 168 (2012) 2, pp. 332-346
Persistent link: https://www.econbiz.de/10009612730
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Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy; Pelenis, Justinas - In: Journal of econometrics 230 (2022) 1, pp. 62-82
Persistent link: https://www.econbiz.de/10013441915