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Markov Chain Monte Carlo model selection for DAG models
Fronk, Eva-Maria; Giudici, Paolo - 2000
Persistent link: https://www.econbiz.de/10001745567
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Bayesian inference in cointegrated systems
Amisano, Gianni - In: Research in economics : an international review of economics 57 (2003) 4, pp. 287-314
Persistent link: https://www.econbiz.de/10001845959
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Power properties of nonlinearity tests for time series with Markov regimes
Psaradakis, Zacharias G. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 3
Persistent link: https://www.econbiz.de/10001790033
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Monte Carlo statistical methods
Robert, Christian P.; Casella, George - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001950065
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Bayesian inference in models based on equilibrium search theory
Koop, Gary - In: Journal of econometrics 102 (2001) 2, pp. 311-338
Persistent link: https://www.econbiz.de/10001580628
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A sequential particle filter method for static models
Chopin, Nicolas - 2000
Persistent link: https://www.econbiz.de/10001548997
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Explaining the perfect sampler
Casella, George; Lavine, Michael; Robert, Christian P. - 2000
Persistent link: https://www.econbiz.de/10001549297
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Bayesian analysis of cross-section and clustered data treatment models
Chib, Siddhartha; Hamilton, Barton Hughes - In: Journal of econometrics 97 (2000) 1, pp. 25-50
Persistent link: https://www.econbiz.de/10001487308
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A Bayesian semiparametric analysis of ARCH models
Kozumi, Hideo; Polasek, Wolfgang - In: Optimization, dynamics, and economic analysis : essays …, (pp. 389-400). 2000
Persistent link: https://www.econbiz.de/10001497195
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Bayesian analysis of ARMA-GARCH models : a Markov chain sampling approach
Nakatsuma, Teruo - In: Journal of econometrics 95 (2000) 1, pp. 57-69
Persistent link: https://www.econbiz.de/10001432516