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Identification restrictions and posterior densities in cointegrated gaussian var systems

Bauwens, Luc - 1994

Persistent link: https://www.econbiz.de/10000890381

Are interest rates responsible for unemployment in the eighties? : A Bayesian analysis of cointegrated relationship with a regime shift

De la Croix, David; Lubrano, Michel - 1994

Persistent link: https://www.econbiz.de/10000893219

Bayesian diagnostics for heterogeneity

Bauwens, Luc

Persistent link: https://www.econbiz.de/10001277894

Unit roots tests and SARIMA models

Barthélémy, Fabrice - In: Economics letters 50 (1996) 2, pp. 147-154

Persistent link: https://www.econbiz.de/10001194698

Bayesian inference on GARCH models using the Gips sampler

Bauwens, Luc - 1996

Persistent link: https://www.econbiz.de/10000948275

Are interest rates responsible for unemployment in the eighties? : A Bayesian analysis of cointegrated relationship with a regime shift

De la Croix, David - 1996

Persistent link: https://www.econbiz.de/10001334779

Identification restrictions and posterior densities in cointegrated Gaussian VAR systems

Bauwens, Luc - 1996

Persistent link: https://www.econbiz.de/10001334780

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

Bayesian Inference on GARCH Models Using the Gibbs Sampler

Bauwens, Luc; Lubrano, Michel - 1999

This paper explains how the Gibbs sampler can be used to perform Bayesian inference on GARCH models. Although the Gibbs sampler is usually based on the analyti-cal knowledge of the full conditional posterior densities, such knowledge is not available in regression models with GARCH errors. We...

Persistent link: https://www.econbiz.de/10014197191

Bayesian correction for missing rich using a Pareto II tail with unknown threshold : combining EU-SILC and WID data

Silva, Mathias; Lubrano, Michel - 2023

Persistent link: https://www.econbiz.de/10014391577