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isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
type_genre:"Graue Literatur"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~subject:"Statistical theory"
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
CORE discussion paper : DP
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
A new method for proving weak convergence results applied to Hjort's nonparametric Bayes estimators
Dauxois, Jean-Yves
-
1998
Persistent link: https://www.econbiz.de/10000986961
Saved in:
2
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
3
Reparameterisation strategies for hidden Markov models and Bayesian approaches to maximum likelihood estimation
Robert, Christian P.
;
Titterington, David M.
-
1996
Persistent link: https://www.econbiz.de/10000936747
Saved in:
4
Non-nested hypotheses and instrumental models
Dhaene, Geert
;
Gouriéroux, Christian
;
Scaillet, Olivier
-
1996
Persistent link: https://www.econbiz.de/10000927795
Saved in:
5
Disapprobation between Bayesian inferences : definition and examples
Jouneau, Frédéric
-
1996
Persistent link: https://www.econbiz.de/10000948274
Saved in:
6
Bayesian inference on GARCH models using the Gips sampler
Bauwens, Luc
-
1996
Persistent link: https://www.econbiz.de/10000948275
Saved in:
7
Reparameterisation issues in mixture modelling and their bearing on the Gibbs sampler
Robert, Christian P.
;
Mengersen, Kerrie
-
1995
Persistent link: https://www.econbiz.de/10000917306
Saved in:
8
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
1995
Persistent link: https://www.econbiz.de/10000918204
Saved in:
9
Mixtures of distributions : inference and estimation
Robert, Christian P.
-
1994
Persistent link: https://www.econbiz.de/10000886208
Saved in:
10
A note on Bayesian inference in a regression model with elliptical errors
Osiewalski, Jacek
-
1989
Persistent link: https://www.econbiz.de/10000784630
Saved in:
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