//-->
Estimating discrete choice demand models with sparse market-product shocks
Lu, Zhentong, (2025)
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick, (2016)
Modeling high-frequency financial data using R and Stan : a bayesian autoregressive conditional duration approach
Tabash, Mosab I., (2024)
Information and entropy econometrics : a volume in honor of Arnold Zellner ; annals journal of econometrics
Golan, Amos, (2007)
A conversation with Arnold Zellner
McLure, Michael, (2010)
New information-based econometric methods in agricultural economics : discussion
Zellner, Arnold, (1999)