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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
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Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc; Giot, Pierre - In: Empirical economics : a journal of the Institute for … 28 (2003) 4, pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
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The moments of Log-ACD models
Bauwens, Luc; Galli, Fausto; Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001790741
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The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc; Giot, Pierre - In: Annales d'économie et de statistique (2000), pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
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Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc - 1998
Persistent link: https://www.econbiz.de/10000994354
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Identification restrictions and posterior densities in cointegrated gaussian var systems
Bauwens, Luc - 1994
Persistent link: https://www.econbiz.de/10000890381
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Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods
Zellner, Arnold; Bauwens, Luc; Dijk, Herman K. van - 1987
Persistent link: https://www.econbiz.de/10000747362
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Causality and exogeneity in econometrics : editorial
Bauwens, Luc; Boswijk, Herman Peter; Urbain, Jean-Pierre - In: Journal of econometrics 132 (2006) 2, pp. 305-309
Persistent link: https://www.econbiz.de/10003348754
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Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc (contributor); Galli, Fausto (contributor) - 2007
Persistent link: https://www.econbiz.de/10003526529
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Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc (contributor); Galli, Fausto (contributor) - 2007
Persistent link: https://www.econbiz.de/10003538748