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Robust Bayesian analysis of loss reserves data using the generalized-t distribution
Chan, Jennifer S. K.; Choy, S. T. Boris; Makov, Udi E. - 2007
Persistent link: https://www.econbiz.de/10003685206
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Factor models and MCMC methods for the analysis of the sources and transmission of international shocks
Justiniano, Alejandro - 2004
Persistent link: https://www.econbiz.de/10003383694
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Essays on model selection
Jeljazkov, Ivan G. - 2003
Persistent link: https://www.econbiz.de/10003385302
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Assessing the precision of turning point estimates in polynomial regression functions
Plassmann, Florenz; Khanna, Neha - In: Econometric reviews 26 (2007) 5, pp. 503-528
Persistent link: https://www.econbiz.de/10003549303
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A Markov Chain Monte Carlo multiple imputation procedure for dealing with item nonresponse in the German SAVE survey
Schunk, Daniel - 2007
Persistent link: https://www.econbiz.de/10003520073
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Implementation of estimating function-based inference procedures with Markov chain Monte Carlo samplers: rejoinder
Tian, Lu; Liu, Jun S.; Wei, L. J. - In: Journal of the American Statistical Association : JASA 102 (2007) 479, pp. 897-900
Persistent link: https://www.econbiz.de/10003567969
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The effect of market regimes on style allocation
Ammann, Manuel; Verhofen, Michael - In: Financial markets and portfolio management 20 (2006) 3, pp. 309-337
Persistent link: https://www.econbiz.de/10003392311
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Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew student's t-distribution
Nakajima, Jouchi; Omori, Yasuhiro - 2010
Persistent link: https://www.econbiz.de/10003940764
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Tailored randomized block MCMC methods with application to DSGE models
Chib, Siddhartha; Ramamurthy, Srikanth - In: Journal of econometrics 155 (2010) 1, pp. 19-38
Persistent link: https://www.econbiz.de/10003965375