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Bayesian parsimonious covariance matrix estimation
Smith, Michael S.
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Kohn, Robert
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1999
Persistent link: https://www.econbiz.de/10001404771
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Bayesian estimation of capital asset pricing models with many assets
Smith, Michael S.
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Smith, Tom
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Kohn, Robert
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1999
Persistent link: https://www.econbiz.de/10001404800
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Nonparametric seemingly unrelated regression
Smith, Michael S.
;
Kohn, Robert
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1999
Persistent link: https://www.econbiz.de/10001404812
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