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Bayesian inference in dynamic econometric models
Bauwens, Luc; Lubrano, Michel; Richard, Jean-François - 1999 - 1st publ
Persistent link: https://www.econbiz.de/10001371716
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The redistributive aspects of ELIE : a simulation approach
Lubrano, Michel - In: On Kolm's theory of macrojustice : a pluridisciplinary …, (pp. 275-304). 2011
Persistent link: https://www.econbiz.de/10009268775
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Modélisation bayésienne non linéaire du taux di̕ntérêt de court terme Américain : la̕ide des outils non paramétriques
Lubrano, Michel - In: L' Actualité économique : revue trimest. 80 (2004) 2/3, pp. 465-499
Persistent link: https://www.econbiz.de/10003086430
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Smooth transition GARCH models : a Bayesian perspective
Lubrano, Michel - In: Recherches économiques de Louvain 67 (2001) 3, pp. 257-287
Persistent link: https://www.econbiz.de/10001609187
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Bayesian non-linear modellings of the short term US interest rate : the help of non-parametric tools
Lubrano, Michel - 2000
Persistent link: https://www.econbiz.de/10001529419
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Bayesian analysis of nonlinear time series models with a threshold
Lubrano, Michel - In: Nonlinear econometric modeling in time series : …, (pp. 79-118). 2000
Persistent link: https://www.econbiz.de/10001532222
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Approximation des identités comptables dans les modèles spécifiés en logarithme
Lubrano, Michel - In: Annales d'économie et de statistique (1991), pp. 91-102
Persistent link: https://www.econbiz.de/10001113031
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Testing for unit roots cointegration in a Bayesian framework
Lubrano, Michel - 1991
Persistent link: https://www.econbiz.de/10000852291
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Identification restrictions and posterior densities in cointegrated gaussian var systems
Bauwens, Luc - 1994
Persistent link: https://www.econbiz.de/10000890381
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Are interest rates responsible for unemployment in the eighties? : A Bayesian analysis of cointegrated relationship with a regime shift
De la Croix, David; Lubrano, Michel - 1994
Persistent link: https://www.econbiz.de/10000893219