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Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market
Bauwens, Luc; Lubrano, Michel - In: Econometric reviews 26 (2007) 2, pp. 469
Persistent link: https://www.econbiz.de/10007730231
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Bayesian clustering of many GARCH models
Bauwens, Luc; Rombouts, Jeroen V. K. - In: Econometric reviews 26 (2007) 2, pp. 365-386
Persistent link: https://www.econbiz.de/10003509134
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Bayesian inference in dynamic disequilibrium models : an application to the Polish credit market
Bauwens, Luc; Lubrano, Michel - In: Econometric reviews 26 (2007) 2, pp. 469-486
Persistent link: https://www.econbiz.de/10003509150