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Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George; Poskitt, Donald Stephen; Vahid, … - In: Econometric reviews 31 (2012) 1/3, pp. 60-83
Persistent link: https://www.econbiz.de/10009515972
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Binary outcomes, OLS, 2SLS and IV probit
Li, Chuhui; Poskitt, Donald Stephen; Windmeijer, Frank; … - In: Econometric reviews 41 (2022) 8, pp. 859-876
Persistent link: https://www.econbiz.de/10013364912
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Bayesian analysis of a fractional cointegration model
Martin, Gael M. - In: Econometric reviews 20 (2001) 2, pp. 217-234
Persistent link: https://www.econbiz.de/10001596591
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Using simulation methods for Bayesian econometric models : inference, development and communication: some comments
Martin, Gael M.; Forbes, Catherine Scipione - In: Econometric reviews 18 (1999) 1, pp. 113-118
Persistent link: https://www.econbiz.de/10001395559
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Inferences for a class of stochastic volatility models using option and spot prices : application of a bivariate Kalman filter
Forbes, Catherine Scipione; Martin, Gael M.; Wright, Jill - In: Econometric reviews 26 (2007) 2, pp. 387-418
Persistent link: https://www.econbiz.de/10003509137
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Two Canonical VARMA Forms: Scalar Component Models Vis--Vis the Echelon Form
Athanasopoulos, George; Poskitt, D. S.; Vahid, Farshid - In: Econometric reviews 31 (2012) 1, pp. 60-84
Persistent link: https://www.econbiz.de/10009986244
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Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter
Forbes, Catherine S.; Martin, Gael M.; Wright, Jill - In: Econometric reviews 26 (2007) 2, pp. 387-418
Persistent link: https://www.econbiz.de/10007730234