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The hierarchical Tobit model : a case study in Bayesian computing
Polasek, Wolfgang; Krause, Andreas - 1992
Persistent link: https://www.econbiz.de/10000147674
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Joint sensitivity analysis for covariance matrices in Bayesian linear regression
Polasek, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000147675
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Variance diagnostics for classical and Bayesian linear regression
Polasek, Wolfgang - 1993
Persistent link: https://www.econbiz.de/10000147676
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Identification and estimation of errors-in-variables tobit models
Wang, Liqun - 1993
Persistent link: https://www.econbiz.de/10000147677
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Bayesian Generalized Errors in Variables (GEIV) models for censored regressions
Polasek, Wolfgang - 1993
Persistent link: https://www.econbiz.de/10000147678
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Gibbs sampling in AR models with random walk priors
Polasek, Wolfgang; Jin, Song - 1994
Persistent link: https://www.econbiz.de/10000147683
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Gibbs sampling in B-VAR models with latent variables
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000147689
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Gibbs sampling in VAR models with tightness priors
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000147691
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Fitting the moments : a comparison of arch and regime switching models for daily stock returns
Sola, Martin; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000147717
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Modelling the Sterling-Deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo M.; Pittis, Nikitas - 1994
Persistent link: https://www.econbiz.de/10000147725