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Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
Fisher, Mark; Jensen, Mark J. - In: Journal of econometrics 210 (2019) 1, pp. 187-202
Persistent link: https://www.econbiz.de/10012303393
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Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong; Wang, Nianling; Yu, Jun - In: Journal of econometrics 234 (2023) 1, pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
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Bayesian estimation of cluster covariance matrices of unknown form
Creal, Drew; Kim, Jaeho - In: Journal of econometrics 241 (2024) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10015075138
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Information criteria for latent factor models : a study on factor pervasiveness and adaptivity
Guo, Xiao; Chen, Yu; Tang, Cheng Yong - In: Journal of econometrics 233 (2023) 1, pp. 237-250
Persistent link: https://www.econbiz.de/10014341042
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A corrected Clarke test for model selection and beyond
Brück, Florian; Fermanian, Jean-David; Min, Aleksey - In: Journal of econometrics 235 (2023) 1, pp. 105-132
Persistent link: https://www.econbiz.de/10014434386
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Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel; Lunde, Asger; Shephard, Neil G.; … - In: Journal of econometrics 236 (2023) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
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Forecasting by factors, by variables, by both or neither?
Castle, Jennifer; Clements, Michael P.; Hendry, David F. - In: Journal of econometrics 177 (2013) 2, pp. 305-319
Persistent link: https://www.econbiz.de/10010255142
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An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
Kim, Chae-yŏng - In: Journal of econometrics 178 (2014) 1, pp. 132-145
Persistent link: https://www.econbiz.de/10010255455
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Model selection in under-specified equations facing breaks
Castle, Jennifer; Hendry, David F. - In: Journal of econometrics 178 (2014) 1, pp. 286-293
Persistent link: https://www.econbiz.de/10010256158
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An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik; Jeong, Minsoo; Park, Joon Y. - In: Journal of econometrics 178 (2014) 1, pp. 539-557
Persistent link: https://www.econbiz.de/10010256867