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A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies
Koop, Gary; Osiewalski, Jacek; Steel, Mark F.J. - In: Economics of planning : an international journal … 33 (2000) 3, pp. 185-202
Persistent link: https://www.econbiz.de/10005955919
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Bayesian analysis of long memory and persistence using ARFIMA models
Koop, Gary; Ley, Eduardo; Osiewalski, Jacek; Steel, … - In: Journal of econometrics 76 (1997) 1-2, pp. 149-170
Persistent link: https://www.econbiz.de/10006793694
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Bayesian efficiency analysis through individual effects: Hospital cost frontiers
Koop, Gary; Osiewalski, Jacek; Steel, Mark F.J. - In: Journal of econometrics 76 (1997) 1-2, pp. 77-106
Persistent link: https://www.econbiz.de/10006793698
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Bayesian long-run prediction in time series models
Koop, Gary; Osiewalski, Jacek; Steel, Mark F.J. - In: Journal of econometrics 69 (1995) 1, pp. 61-80
Persistent link: https://www.econbiz.de/10006797934
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Posterior Properties of Long-Run Impulse Responses
Koop, Gary; Osiewalski, Jacek; Steel, Mark F.J. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 489-492
Persistent link: https://www.econbiz.de/10008224407
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Bayesian Efficiency Analysis With a Flexible Form: The AIM Cost Function
Koop, Gary; Osiewalski, Jacek; Steel, Mark F.J. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 3, pp. 339-346
Persistent link: https://www.econbiz.de/10008224429
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The Components of Output Growth: A Stochastic Frontier Analysis
Koop, Gary; Osiewalski, Jacek; Steel, Mark F.J. - In: Oxford bulletin of economics and statistics 61 (1999) 4, pp. 455-488
Persistent link: https://www.econbiz.de/10006457810
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Bayesian Analysis of Long Memory and Persistence using ARFIMA Models
Koop, Gary; Ley, Eduardo; Osiewalski, Jacek; Steel, … - EconWPA - 1995
This paper provides a Bayesian analysis of Autoregressive Fractionally Integrated Moving Average (ARFIMA) models. We discuss in detail inference on impulse responses, and show how Bayesian methods can be used to (i) test ARFIMA models against ARIMA alternatives, and (ii) take model uncertainty...
Persistent link: https://www.econbiz.de/10005062558
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Classical and Bayesian Inference Robustness in Multivariate Regression Models
Fernández, Carmen; Osiewalski, Jacek; Steel, Mark F.J. - In: Journal of the American Statistical Association : JASA 92 (1997) 440, pp. 1434-1444
Persistent link: https://www.econbiz.de/10006629787
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Modeling and Inference With n-Spherical Distributions
Fernández, Carmen; Osiewalski, Jacek; Steel, Mark F.J. - In: Journal of the American Statistical Association : JASA 90 (1995) 432, pp. 1331-1340
Persistent link: https://www.econbiz.de/10006635590