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Improper priors whith well definded Bayes factors
Strachan, Rodney W. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002637804
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Bayes estimates of the cyclical component in twentieth century US gross domestic product
Harvey, Andrew C.; Trimbur, Thomas M.; Dijk, Herman K. van - In: Growth and cycle in the Euro-zone, (pp. 76-89). 2006
Persistent link: https://www.econbiz.de/10003412113
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Divergent priors and well behaved Bayes factors
Strachan, Rodney W.; Dijk, Herman K. van - 2011
Persistent link: https://www.econbiz.de/10008809884
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Trends and cycles in economic time series : a Bayesina approach
Harvey, Andrew C.; Trimbur, Thomas M.; Dijk, Herman K. van - In: Journal of econometrics 140 (2007) 2, pp. 618-649
Persistent link: https://www.econbiz.de/10003569916
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Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2012
Persistent link: https://www.econbiz.de/10009724346
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Parallel sequential Monte Carlo for efficient density combination : the Deco Matlab Toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10009730084
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Combining predictive densities using nonlinear filtering with applications to US economics data
Billo, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2011
Persistent link: https://www.econbiz.de/10009720705
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Parallel sequential Monto Carlo for efficient density combination : the deco matlab toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10009756320
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Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: Journal of econometrics 177 (2013) 2, pp. 213-232
Persistent link: https://www.econbiz.de/10010254875
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Divergent priors and well behaved Bayes factors
Strachan, Rodney W.; Dijk, Herman K. van - In: Central European journal of economic modelling and … 6 (2014) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010503070