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Robust HPD regions in Bayesian regression models

Pötzelberger, Klaus - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 6, pp. 1581-1589

Persistent link: https://www.econbiz.de/10001115939

Stochastic equilibrium : learning by exponential smoothing

Pötzelberger, Klaus; Sögner, Leopold - In: Journal of economic dynamics & control 27 (2003) 10, pp. 1743-1770

Persistent link: https://www.econbiz.de/10001755422

Gibbs sampling in VAR models with tightness priors

Polasek, Wolfgang - 1994

Persistent link: https://www.econbiz.de/10000897045

Gibbs sampling in B-VAR models with latent variables

Polasek, Wolfgang - 1994

Persistent link: https://www.econbiz.de/10000897046

Bayesian generalized errors in variables (GEIV) models for censored regressions

Polasek, Wolfgang - 1993

Persistent link: https://www.econbiz.de/10000874339

The Hodrick-Prescott (HP) filter as a Bayesian regression model

Polasek, Wolfgang - 2011

The Hodrick-Prescott (HP) method is a popular smoothing method for economic time series to get a smooth or long-term component of stationary series like growth rates. We show that the HP smoother can be viewed as a Bayesian linear model with a strong prior using differencing matrices for the...

Persistent link: https://www.econbiz.de/10009388146