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Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 205 (2018) 1, pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
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Using a likelihood perspective to sharpen econometric discourse : three examples
Sims, Christopher A. - In: Journal of econometrics 95 (2000) 2, pp. 442-462
Persistent link: https://www.econbiz.de/10001436038
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Inference in Bayesian Proxy-SVARs
Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; … - In: Journal of econometrics 225 (2021) 1, pp. 88-106
Persistent link: https://www.econbiz.de/10013279023
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Bayesian inference for partially identified smooth convex models
Liao, Yuan; Simoni, Anna - In: Journal of econometrics 211 (2019) 2, pp. 338-360
Persistent link: https://www.econbiz.de/10012303804
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Robust Bayesian inference in proxy SVARs
Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - In: Journal of econometrics 228 (2022) 1, pp. 107-126
Persistent link: https://www.econbiz.de/10013441729
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A Bayesian chi-squared test for hypothesis testing
Li, Yong; Liu, Xiao-Bin; Yu, Jun - In: Journal of econometrics 189 (2015) 1, pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
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Bayesian evaluation of non-admissible conditioning
Mouchart, Michel; Scheihing, Eliana - In: Journal of econometrics 123 (2004) 2, pp. 283-306
Persistent link: https://www.econbiz.de/10002361731
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A Bayesian robust chi-squared test for testing simple hypotheses
Doğan, Osman; Taṣpınar, Süleyman; Bera, Anil K. - In: Journal of econometrics 222 (2021) 2, pp. 933-958
Persistent link: https://www.econbiz.de/10012619808
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Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.; Hecq, Alain W. J.; Smeekes, Stephan - In: Journal of econometrics 193 (2016) 2, pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
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Bayesian model averaging and exchange rate forecasts
Wright, Jonathan H. - In: Journal of econometrics 146 (2008) 2, pp. 329-341
Persistent link: https://www.econbiz.de/10003782994