Special issue on econometric inference using simulation techniques
Alternative title: | Econometric inference using simulation techniques |
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Year of publication: |
1993
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Other Persons: | Brown, Bryan W. (contributor) ; Monfort, Alain (contributor) ; Dijk, Herman K. van (contributor) |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 8.1993, p. 1-173
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Subject: | Schätztheorie | Estimation theory | Simulation | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Sammelwerk ; Collection of articles of several authors ; Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Enth. 8 Beitr |
Source: | ECONIS - Online Catalogue of the ZBW |
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Gibbs sampling in AR models with random walk priors
Polasek, Wolfgang, (1994)
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Semiparametric Bayesian inference for time series with mixed spectra
Carter, Chris K., (1995)
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Is there a trend break in US GNP? : A macroeconomic perspective
Kilian, Lutz, (1998)
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Econometric inference using simulation techniques
Dijk, Herman K. van, (1995)
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Equilibrium, efficient-markets, and liquidity in the cash-in-advance model
Arroyo, Cristino Rodriguez, (1991)
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Essays on parametric and nonparametric modeling and estimation with applications to energy economics
Gao, Weiyu, (1999)
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