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Evolutionary sequential Monte Carlo samplers for change-point models
Dufays, Arnaud, (2016)
Mixture models, latent variables and partitioned importance sampling
Casella, George, (2000)
A Monte Carlo study on the finite sample properties of the Gibbs sampling method for a stochastic frontier model
Zhang, Xingyuan, (2000)
Bayesian Vars : A Survey of the Recent Literature with An Application to the European Monetary System
Ciccarelli, Matteo, (2003)
The Transmission Mechanism of European Monetary Policy : Is there Heterogeneity? Is it Changing Over Time?
Ciccarelli, Matteo, (2002)
Forecasting and turning point predictions in a Bayesian panel VAR model
Canova, Fabio, (2000)