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On the Weak Consistency of the Quasi-Maximum Likelyhood Estimator in VAR Models with Bekk-GARCH(1,q) Errors.
Bauwens, L.; Vanduren, J.P. - Center for Operations Research and Econometrics (CORE), … - 1995
Persistent link: https://www.econbiz.de/10005634178
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The Stochastic Conditional Duration Model: a Latent Factor Model for the Analysis of Financial Durations.
Bauwens, L.; Veredas, D. - Center for Operations Research and Econometrics (CORE), … - 1999
A new model for the analysis of durations, the stochastic conditional dusration (SCD) model is introduced. This model is based on the assumption that the durations are generated by a latent stochastic factor that follows a first order autoregressive process. The lattent factor is perturbed...
Persistent link: https://www.econbiz.de/10005634184
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Identification restrictions and posterior densities in cointegrated Gaussian VAR system
BAUWENS, L.; LUBRANO, M. - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694302
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Bayesian inference on GARCH models using the Gibbs sampler
BAUWENS, L.; LUBRANO, M. - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694343
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Estimating End-use Demand: a Bayesian Approach
BAUWENS, L.; FIEBIG, D. G.; STEEL, M. F. J. - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694654
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Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics
BAUWENS, L.; POLASEK, W.; van DIJK, H. K. - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695190
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Bayesian and classical econometric modeling of time series
BAUWENS, L.; LUBRANO, M. - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695484
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The law of large (small?) numbers and the demand for insurance
EECKHOUDT, L.; BAUWENS, L.; BRIYS, E.; SCARMURE, P. - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695585
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Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics
BAUWENS, L.; POLASEK, W.; van DIJK, H. K. - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010704231
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Estimating End-use Demand: a Bayesian Approach
BAUWENS, L.; FIEBIG, D. G.; STEEL, M. F. J. - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010704323