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Bayesian estimation of capital stock and depreciation in the production function framework
Boratyński, Jakub; Osiewalski, Jacek - In: Central European journal of economic modelling and … 13 (2021) 4, pp. 455-486
Persistent link: https://www.econbiz.de/10012879093
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Hybrid MSV-MGARCH models : general remarks and the GMSF-SBEKK specification
Osiewalski, Jacek; Osiewalski, Krzysztof - In: Central European journal of economic modelling and … 8 (2016) 4, pp. 241-271
Persistent link: https://www.econbiz.de/10011634930
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On sensitivity of inference in Bayesian MSF-MGARCH models
Osiewalski, Jacek; Pajor, Anna - In: Central European journal of economic modelling and … 11 (2019) 3, pp. 173-197
Persistent link: https://www.econbiz.de/10012294603