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Multivariate stochastic volatility models with correlated errors
Chan, David; Kohn, Robert; Kirby, Chris - In: Econometric reviews 25 (2006) 2/3, pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
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Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward; Fiebig, Denzil G.; Kohn, Robert - In: Econometric reviews 29 (2010) 2, pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
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Book Review: Econometrics, Statistics and Computational Approaches in Food and Health Sciences
Cripps, Edward; Fiebig, Denzil; Kohn, Robert - In: Econometric reviews 29 (2010) 1, pp. 106-110
Persistent link: https://www.econbiz.de/10008349862
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Multivariate Stochastic Volatility Models with Correlated Errors
Chan, David; Kohn, Robert; Kirby, Chris - In: Econometric reviews 25 (2006) 2-3, pp. 245-274
Persistent link: https://www.econbiz.de/10007283044
Cover Image
Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models
Cripps, Edward; Fiebig, Denzil G.; Kohn, Robert - In: Econometric reviews 29 (2009) 2, pp. 146-158
Persistent link: https://www.econbiz.de/10009266507