Special issue on econometric inference using simulation techniques
Alternative title: | Econometric inference using simulation techniques |
---|---|
Year of publication: |
1993
|
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
|
Subject: | Schätztheorie | Estimation theory | Simulation | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
-
Gibbs sampling in AR models with random walk priors
Polasek, Wolfgang, (1994)
-
Semiparametric Bayesian inference for time series with mixed spectra
Carter, Chris K., (1995)
-
Is there a trend break in US GNP? : A macroeconomic perspective
Kilian, Lutz, (1998)
- More ...
-
Econometric inference using simulation techniques
Dijk, Herman K. van, (1995)
-
Equilibrium, efficient-markets, and liquidity in the cash-in-advance model
Arroyo, Cristino Rodriguez, (1991)
-
Essays on parametric and nonparametric modeling and estimation with applications to energy economics
Gao, Weiyu, (1999)
- More ...