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A new instrumental method for dealing with endogenous selection
Frühwirth-Schnatter, Sylvia; Wagner, Helga - In: Journal of econometrics 154 (2010) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10008350276
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Stochastic model specification search for Gaussian and partial non-Gaussian state space models
Frühwirth-Schnatter, Sylvia; Wagner, Helga - In: Journal of econometrics 154 (2010) 1, pp. 85-101
Persistent link: https://www.econbiz.de/10008894616
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Special issue on Nonlinear non-Gaussian models and related filtering methods - Fully Bayesian analysis of switching Gaussian state space models
Frühwirth-Schnatter, Sylvia - In: Annals of the Institute of Statistical Mathematics : AISM 53 (2001) 1, pp. 31-49
Persistent link: https://www.econbiz.de/10006564330
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Theory and Methods - Markov Chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
Frühwirth-Schnatter, Sylvia - In: Journal of the American Statistical Association : JASA 96 (2001) 453, pp. 194-209
Persistent link: https://www.econbiz.de/10006621312
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Estimating models based on Markov jump processes given fragmented observation series
Hahn, Markus; Frühwirth-Schnatter, Sylvia; Sass, Jörn - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 93 (2009) 4, pp. 403-426
Persistent link: https://www.econbiz.de/10008352239
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Bayesian Analysis of the Heterogeneity Model
Frühwirth-Schnatter, Sylvia; Tüchler, Regina; Otter, … - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 2-15
Persistent link: https://www.econbiz.de/10008214957
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Model-Based Clustering of Multiple Time Series
Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 78-89
Persistent link: https://www.econbiz.de/10008221436
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A censored random coefficients model for the detection of zero willingness to pay
Reichl, Johannes; Frühwirth-Schnatter, Sylvia - In: Quantitative marketing and economics : QME 10 (2012) 2, pp. 259-282
Persistent link: https://www.econbiz.de/10009977502
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Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques
Frühwirth-Schnatter, Sylvia - In: The econometrics journal 7 (2004) 1, pp. 143-167
Persistent link: https://www.econbiz.de/10007449959
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Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law
Frühwirth-Schnatter, Sylvia; Sögner, Leopold - In: Annals of the Institute of Statistical Mathematics : AISM 61 (2009) 1, pp. 159-180
Persistent link: https://www.econbiz.de/10008173293