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Bayesian clustering of distributions in stochastic frontier analysis
Griffin, J. E. - In: Journal of productivity analysis 36 (2011) 3, pp. 275-283
Persistent link: https://www.econbiz.de/10009382019
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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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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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Inference in infinite superpositions of non-Gaussian Ornstein-Uhlenbeck processes using Bayesian nonparametic methods
Griffin, Jim E. - In: Journal of financial econometrics : official journal of … 9 (2011) 3, pp. 519-549
Persistent link: https://www.econbiz.de/10009407853