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Estimation
Bayesian inference
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Lubrano, Michel
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Smooth transition GARCH models : a Bayesian perspective
Lubrano, Michel
- In:
Recherches économiques de Louvain
67
(
2001
)
3
,
pp. 257-287
Persistent link: https://www.econbiz.de/10001609187
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2
Bayesian analysis of nonlinear time series models with a threshold
Lubrano, Michel
- In:
Nonlinear econometric modeling in time series : …
,
(pp. 79-118)
.
2000
Persistent link: https://www.econbiz.de/10001532222
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3
Smooth transition GARCH models : a Bayesian perspective
Lubrano, Michel
-
1998
Persistent link: https://www.econbiz.de/10001362669
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4
Bayesian tests for single equation cointegration in the case of structural breaks
Lubrano, Michel
-
1992
Persistent link: https://www.econbiz.de/10000841556
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5
Bayesian unconditional quantile regression : an analysis of recent expansions in wage structure and earnings inequality in the US 1992 - 2009
Lubrano, Michel
;
Ndoye, Abdoul Aziz Junior
- In:
Scottish journal of political economy : the journal of …
61
(
2014
)
2
,
pp. 129-153
Persistent link: https://www.econbiz.de/10010473306
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6
Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
Bu, Ruijun
;
Giet, Ludovic
;
Hadri, Kaddour
;
Lubrano, Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 198-236
Persistent link: https://www.econbiz.de/10009125140
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7
Bayesian inference for distributional changes : the effect of western TV on wage inequality and female participation in former East Germany
Fourrier-Nicolai, Edwin
;
Lubrano, Michel
-
2020
Persistent link: https://www.econbiz.de/10012387229
Saved in:
8
Bayesian inference for TIP curves: an application to child poverty in Germany
Fourrier-Nicolaï, Edwin
;
Lubrano, Michel
- In:
Journal of economic inequality
18
(
2020
)
1
,
pp. 91-111
Persistent link: https://www.econbiz.de/10012226636
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9
A Bayesian look at American academic wages : from wage dispersion to wage compression
Benzidia, Majda
;
Lubrano, Michel
- In:
Journal of economic inequality
18
(
2020
)
2
,
pp. 213-238
Persistent link: https://www.econbiz.de/10012226666
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10
Simulation estimation of two-tiered dynamic panel tobit models with an application to the labour supply of married women : a comment
Xun, Zhou
;
Lubrano, Michel
- In:
Journal of applied econometrics
31
(
2016
)
4
,
pp. 756-761
Persistent link: https://www.econbiz.de/10011645217
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