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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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Flexible mixture modelling of stochastic frontiers
Griffin, J. E.; Steel, Mark F. J. - In: Journal of productivity analysis 29 (2008) 1, pp. 33-50
Persistent link: https://www.econbiz.de/10003692373
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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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Semiparametric Bayesian inference for stochastic frontier models
Griffin, J. E.; Steel, M. F. J. - In: Journal of Econometrics 123 (2004) 1, pp. 121-152
Persistent link: https://www.econbiz.de/10005192613
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Comparing distributions by using dependent normalized random-measure mixtures
Griffin, J. E.; Kolossiatis, M.; Steel, M. F. J. - In: Journal of the Royal Statistical Society Series B 75 (2013) 3, pp. 499-529
Persistent link: https://www.econbiz.de/10010713422