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Journal of econometrics
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MCMC maximum likelihood for latent state models
Jacquier, Eric
;
Johannes, Michael
;
Polson, Nicholas G.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 615-640
Persistent link: https://www.econbiz.de/10003442024
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2
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 185-212
Persistent link: https://www.econbiz.de/10002136532
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3
A Bayesian analysis of the multinominal probit model with fully identified parameters
McCulloch, Robert E.
;
Polson, Nicholas G.
;
Rossi, Peter E.
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 173-193
Persistent link: https://www.econbiz.de/10001504435
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4
Comment: Bayesian multinominal probit models with a normalization constraint
Nobile, Agostino
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10001514222
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5
A Bayesian analysis of the multinomial probit model with fully identified parameters
Mcculloch, Robert E.
;
Polson, Nicholas G.
;
Rossi, Peter E.
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 173
Persistent link: https://www.econbiz.de/10006779202
Saved in:
6
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 185
Persistent link: https://www.econbiz.de/10006756214
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