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Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques
Frühwirth-Schnatter, Sylvia - In: The econometrics journal 7 (2004) 1, pp. 143-167
Persistent link: https://www.econbiz.de/10007449959
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Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law
Frühwirth-Schnatter, Sylvia; Sögner, Leopold - In: Annals of the Institute of Statistical Mathematics : AISM 61 (2009) 1, pp. 159-180
Persistent link: https://www.econbiz.de/10008173293
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Estimating models based on Markov jump processes given fragmented observation series
Hahn, Markus; Frühwirth-Schnatter, Sylvia; Sass, Jörn - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 93 (2009) 4, pp. 403-426
Persistent link: https://www.econbiz.de/10008352239
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A censored random coefficients model for the detection of zero willingness to pay
Reichl, Johannes; Frühwirth-Schnatter, Sylvia - In: Quantitative marketing and economics : QME 10 (2012) 2, pp. 259-282
Persistent link: https://www.econbiz.de/10009977502
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Bayesian estimation of the Heston volatility model
Frühwirth-Schnatter, Sylvia; Sögner, Leopold - In: Operations research proceedings 2002 : selected papers …, (pp. 480-485). 2003
Persistent link: https://www.econbiz.de/10001752050
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Asymmetrische Transmission der Geldpolitik über den Kreditvergabekanal : eine Analyse anhand österreichischer Bankbilanzen
Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - In: Berichte und Studien / Österreichische Nationalbank (2001) 3/4, pp. 172-193
Persistent link: https://www.econbiz.de/10001650082
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Investigating asymmetries in the bank lending channel : an analysis using Austrian banks' balance sheet data
Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - 2003
Persistent link: https://www.econbiz.de/10001794402
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Bayesian analysis of the heterogeneity model
Frühwirth-Schnatter, Sylvia; Tüchler, Regina; Otter, … - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 2-15
Persistent link: https://www.econbiz.de/10001891376
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Model-based clustering of multiple time series
Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - 2004
Persistent link: https://www.econbiz.de/10002398968
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How do changes in monetary policy affect bank lending? An analysis of Austrian bank data
Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - In: Journal of applied econometrics 21 (2006) 3, pp. 275-306
Persistent link: https://www.econbiz.de/10006954766