Narrow search
Showing 1 - 10 of 12
Cover Image
Gibbs sampling in VAR models with tightness priors
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897045
Cover Image
Gibbs sampling in B-VAR models with latent variables
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897046
Cover Image
Irregularly spaced AR and ARCH (ISAR-ARCH) models
Pai, Jeffrey; Polasek, Wolfgang; Kozumi, Hideo - 1995
Persistent link: https://www.econbiz.de/10000911263
Cover Image
Estimation of censored linear errors-in-variables models
Wang, Liqun - 1996
Persistent link: https://www.econbiz.de/10000944425
Cover Image
Identification and estimation of errors-in-variables tobit models
Wang, Liqun - 1993
Persistent link: https://www.econbiz.de/10000863603
Cover Image
Bayesian generalized errors in variables (GEIV) models for censored regressions
Polasek, Wolfgang - 1993
Persistent link: https://www.econbiz.de/10000874339
Cover Image
A Gibbs sampler for Beyesian ARCH-models
Korn, Olaf - 1993
Persistent link: https://www.econbiz.de/10000883045
Cover Image
Estimation on nonlinear errors-in-variables models : an approximate solution
Hsiao, Cheng; Wang, Liqun; Wang, Qing - 1996
Persistent link: https://www.econbiz.de/10000935804
Cover Image
Identifiability and estimation of linear censored errors-in-variables models
Wang, Liqun - 1992
Persistent link: https://www.econbiz.de/10000853321
Cover Image
Joint sensitivity analysis for covariance matrices in Bayesian linear regression : 2. draft
Polasek, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000853336