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On the estimation and inference of a cointegrated regression in panel data
Kao, Chihwa, (2000)
Semiparametric Bayesian inference in autoregressive panel data models
Hirano, Keisuke, (2002)
Finite sample inference for GMM estimators in linear panel data models
Bond, Stephen, (2002)
Bayes regression with autoregressive errors : a Gibbs sampling approach
Chib, Siddhartha, (1993)
Estimation and comparison of multiple change-point models
Chib, Siddhartha, (1998)
Bayes inference in the Tobit censored regression model
Chib, Siddhartha, (1992)