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Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
Ferreira, José T. A. S.; Steel, Mark F. J. - In: Journal of econometrics 137 (2007) 2, pp. 641-673
Persistent link: https://www.econbiz.de/10003442034
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Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, J. E.; Steel, Mark F. J. - In: Journal of econometrics 134 (2006) 2, pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
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Mixtures of g-priors for Bayesian model averaging with economic applications
Ley, Eduardo; Steel, Mark F. J. - In: Journal of econometrics 171 (2012) 2, pp. 251-266
Persistent link: https://www.econbiz.de/10009691149
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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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Stick-breaking autoregressive processes
Griffin, J. E.; Steel, Mark F. J. - In: Journal of econometrics 162 (2011) 2, pp. 383-396
Persistent link: https://www.econbiz.de/10009270620
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Semiparametric Bayesian inference for stochastic frontier models
Griffin, J. E.; Steel, Mark F. J. - In: Journal of econometrics 123 (2004) 1, pp. 121-152
Persistent link: https://www.econbiz.de/10002223753
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Alternative efficiency measures for multiple-output production
Fernández, Carmen; Koop, Gary; Steel, Mark F. J. - In: Journal of econometrics 126 (2005) 2, pp. 411-444
Persistent link: https://www.econbiz.de/10002647874
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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