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Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas; Shephard, Neil G. - In: Econometric theory 27 (2011) 5, pp. 933-956
Persistent link: https://www.econbiz.de/10009379765
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Validating dsge models with SVARs and high-dimensional dynamic factor models
Lippi, Marco - In: Econometric theory 39 (2023) 6, pp. 1273-1291
Persistent link: https://www.econbiz.de/10014465374
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Large sample justifications for the Bayesian empirical likelihood
Sueishi, Naoya - In: Econometric theory 40 (2024) 4, pp. 926-956
Persistent link: https://www.econbiz.de/10015154310
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Likelihood inference in an autoregression with fixed effects
Dhaene, Geert; Jochmans, Koen - In: Econometric theory 32 (2016) 5, pp. 1178-1215
Persistent link: https://www.econbiz.de/10011661738
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Adaptive Bayesian estimation of conditional densities
Norets, Andriy; Pati, Debdeep - In: Econometric theory 33 (2017) 4, pp. 980-1012
Persistent link: https://www.econbiz.de/10011810224
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Large sample properties of bayesian estimation of spatial econometric models
Han, Xiaoyi; Lee, Lung-fei; Xu, Xingbai - In: Econometric theory 37 (2021) 4, pp. 708-746
Persistent link: https://www.econbiz.de/10012618199
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Peter C. B. Phillips's contributions to panel data methods
Moon, Hyungsik Roger; Perron, Benoit - In: Econometric theory 30 (2014) 4, pp. 882-893
Persistent link: https://www.econbiz.de/10010502139
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Unit roots : a selective review of the contributions of Peter C. B. Phillips
Xiao, Zhijie - In: Econometric theory 30 (2014) 4, pp. 775-814
Persistent link: https://www.econbiz.de/10010502143
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Bayesian regression analysis with scale mixtures of normals
Fernández, Carmen; Steel, Mark F. J. - In: Econometric theory 16 (2000) 1, pp. 80-101
Persistent link: https://www.econbiz.de/10001568490
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Bayesian reference analysis of cointegration
Villani, Mattias - In: Econometric theory 21 (2005) 2, pp. 326-357
Persistent link: https://www.econbiz.de/10002740680