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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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Bayesian marginal equivalence of elliptical regression models
Osiewalski, Jacek; Steel, Mark F.J. - In: Journal of econometrics 59 (1993) 3, pp. 391-404
Persistent link: https://www.econbiz.de/10006805241
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Robust Bayesian inference in elliptical regression models
Osiewalski, Jacek; Steel, Mark F.J. - In: Journal of econometrics 57 (1993) 1-3, pp. 345-364
Persistent link: https://www.econbiz.de/10006805286
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Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
Osiewalski, Jacek; Pipien, Mateusz - In: Journal of econometrics 123 (2004) 2, pp. 371-392
Persistent link: https://www.econbiz.de/10006754915
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Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models
Osiewalski, Jacek; Steel, Mark F.J. - In: Journal of productivity analysis 10 (1998) 1, pp. 103-118
Persistent link: https://www.econbiz.de/10007061978
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Cost efficiency analysis of electricity distribution sector under model uncertainty
Makieła, Kamil; Osiewalski, Jacek - In: The energy journal 39 (2018) 4, pp. 31-56
Persistent link: https://www.econbiz.de/10011895691
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Inference robustness in multivariate models with a scale parameter
Fernández, Carmen; Osiewalski, Jacek; Steel, Mark F. J. - 1995
Persistent link: https://www.econbiz.de/10000907457
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The components of output growth: a cross-coutry analysis
Koop, Gary - 1995
Persistent link: https://www.econbiz.de/10000908527
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Posterior analysis of stochastic frontier models using Gibbs sampling
Koop, Gary; Steel, Mark F. J.; Osiewalski, Jacek - 1994
Persistent link: https://www.econbiz.de/10000908541
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Inference robustness in multivariate models with a scale parameter
Fernández, Carmen; Osiewalski, Jacek; Steel, Mark F. J. - 1995
Persistent link: https://www.econbiz.de/10000912110