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Regime shifts and the Canada/US exchange rate in a multivariate framework

Beckmann, Joscha; Czudaj, Robert - In: Economics letters 123 (2014) 2, pp. 206-211

Persistent link: https://www.econbiz.de/10010400293

Returns to scale at large banks in the US : a random coefficient stochastic frontier approach

Feng, Guohua; Zhangaohui, Xi - In: Journal of banking & finance 39 (2014), pp. 135-145

Persistent link: https://www.econbiz.de/10010340764

Estimation of profit efficiency in the hotel industry using a Bayesian stochastic frontier model

Arbelo, Antonio; Arbelo-Pérez, Marta; Pérez-Gómez, Pilar - In: Cornell hospitality quarterly : CQ 59 (2018) 4, pp. 364-375

Persistent link: https://www.econbiz.de/10011943077

Measuring and comparing the efficiency of water utility companies : a data envelopment analysis approach

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Persistent link: https://www.econbiz.de/10009315768

Discrete-time stochastic volatility models and MCMC-based statistical inference

Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008

In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...