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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
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Modelling interest rates with a cointegrated var-garch model
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000976284
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Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc - 1998
Persistent link: https://www.econbiz.de/10000994354
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Identification restrictions and posterior densities in cointegrated Gaussian VAR systems
Bauwens, Luc - 1996
Persistent link: https://www.econbiz.de/10001334780
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Bayesian inference in dynamic econometric models
Bauwens, Luc; Lubrano, Michel; Richard, Jean-François - 1999 - 1st publ
Persistent link: https://www.econbiz.de/10001371716
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Bayesian and classical econometric modeling of time series
Bauwens, Luc (contributor); Lubrano, Michel (contributor) - In: Journal of econometrics 69 (1995) 1
Persistent link: https://www.econbiz.de/10001186566
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Autoregressive moving average infinite hidden Markov-switching models
Bauwens, Luc; Carpantier, Jean-François; Dufays, Arnaud - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 162-182
Persistent link: https://www.econbiz.de/10011704161
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A dynamic component model for forecasting high-dimensional realized covariance matrices
Bauwens, Luc; Braione, Manuela; Storti, Giuseppe - 2016
Persistent link: https://www.econbiz.de/10011581858
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Forecasting comparison of long term component dynamic models for realized covariance matrices
Bauwens, Luc; Braione, Manuela; Storti, Giuseppe - In: Annals of economics and statistics 123/124 (2016), pp. 103-134
Persistent link: https://www.econbiz.de/10011592738
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State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai; Bauwens, Luc - 2018
Persistent link: https://www.econbiz.de/10011946395