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Robust HPD-regions in Bayesian regression models

Pötzelberger, Klaus; Polasek, Wolfgang - 1989

Persistent link: https://www.econbiz.de/10000781400

Robust Bayesian methods in simple ANOVA-models

Polasek, Wolfgang; Pötzelberger, Klaus - 1989

Persistent link: https://www.econbiz.de/10000782534

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

Robust Bayesian analysis of a parameter change in linear regression

Pötzelberger, Klaus - In: Empirical economics : a journal of the Institute for … 14 (1989) 2, pp. 123-137

Persistent link: https://www.econbiz.de/10001063987

Consistent pricing of warrants and traded options

Hanke, Michael; Pötzelberger, Klaus - In: Review of financial economics : RFE 11 (2002) 1, pp. 63-77

Persistent link: https://www.econbiz.de/10001716320

Sample autocorrelation learning in a capital market model

Pötzelberger, Klaus; Sögner, Leopold - In: Journal of economic behavior & organization : JEBO 53 (2004) 2, pp. 215-236

Persistent link: https://www.econbiz.de/10001878734

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

The Asymptotic Loss of Information for Grouped Data

Felsenstein, Klaus; Pötzelberger, Klaus - In: Journal of Multivariate Analysis 67 (1998) 1, pp. 99-127

We study the loss of information (measured in terms of the Kullback-Leibler distance) caused by observing "grouped" data (observing only a discretized version of a continuous random variable). We analyze the asymptotical behaviour of the loss of information as the partition becomes finer. In the...

Persistent link: https://www.econbiz.de/10005221244

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

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