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A classical MCMC approach to the estimation of limited dependent variable models of time series
Monokroussos, George - In: Computational economics 42 (2013) 1, pp. 71-105
Persistent link: https://www.econbiz.de/10009750436
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Modeling persistence and parameter instability in historical crude oil price data using a gibbs sampling approach
Nonejad, Nima - In: Computational economics 53 (2019) 4, pp. 1687-1710
Persistent link: https://www.econbiz.de/10012135601
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Optimal filter approximations for latent long memory stochastic volatility
Yap, Grace Lee Ching - In: Computational economics 56 (2020) 2, pp. 547-568
Persistent link: https://www.econbiz.de/10012272047
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Posterior inference on parameters in a nonlinear DSGE model via Gaussian-based filters
Noh, Sanha - In: Computational economics 56 (2020) 4, pp. 795-841
Persistent link: https://www.econbiz.de/10012390473
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Empirical performance of an ESG assets portfolio from US market
Pokou, Fredy; Kamdem, Jules Sadefo; Benhmad, François - In: Computational economics 64 (2024) 3, pp. 1569-1638
Persistent link: https://www.econbiz.de/10015143946
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A unit root test with Markov switching deterministic components : a special emphasis on nonlinear optimization algorithms
Omay, Tolga; Corakci, Aysegul - In: Computational economics 64 (2024) 3, pp. 1837-1856
Persistent link: https://www.econbiz.de/10015143959
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Bayesian unit root test in double threshold heteroskedastic models
Chen, Cathy W. S.; Chen, Shu-yu; Lee, Sangyeol - In: Computational economics 42 (2013) 4, pp. 471-490
Persistent link: https://www.econbiz.de/10010249863
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Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert; Ceffer, Attila; Levendovszky, János - In: Computational economics 49 (2017) 4, pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
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Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models
Cavicchioli, Maddalena - In: Computational economics 55 (2020) 1, pp. 61-86
Persistent link: https://www.econbiz.de/10012222592
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Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.; Redondo, Paolo Victor T. - In: Computational economics 63 (2024) 2, pp. 861-876
Persistent link: https://www.econbiz.de/10014475068