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Forecasting the term structure of government bond yields
Diebold, Francis X.; Li, Canlin - In: Journal of econometrics 130 (2006) 2, pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
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On some properties of Markov chain Monte Carlo simulation methods based on particular filter
Pitt, Michael K.; Santos Silva, Ralph dos; Giordani, Paolo - In: Journal of econometrics 171 (2012) 2, pp. 134-151
Persistent link: https://www.econbiz.de/10009691169
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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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A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei; Diebold, Francis X.; Schorfheide, Frank - In: Journal of econometrics 177 (2013) 2, pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
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The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.; Diebold, Francis X.; … - In: Journal of econometrics 164 (2011) 1, pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
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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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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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Why are estimates of agricultural supply response so variable?
Diebold, Francis X. - In: Journal of econometrics 76 (1997) 1, pp. 357-373
Persistent link: https://www.econbiz.de/10001211352
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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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Nonparametric seemingly unrelated regression
Smith, Michael S.; Kohn, Robert - In: Journal of econometrics 98 (2000) 2, pp. 257-281
Persistent link: https://www.econbiz.de/10001497782