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A Bayesian note on competing correlation structures in the dynamic linear regression model
Osiewalski, Jacek - In: Economics letters 40 (1992) 4, pp. 383-388
Persistent link: https://www.econbiz.de/10001151313
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Posterior inference on the degrees of freedom parameter in multivariate-t regression models
Chib, Siddhartha - In: Economics letters 37 (1991) 4, pp. 391-397
Persistent link: https://www.econbiz.de/10001120374
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On the sensitivity of unit root inference to nonlinear data transformations
Franses, Philip Hans - In: Economics letters 59 (1998) 1, pp. 7-15
Persistent link: https://www.econbiz.de/10001239107
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Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah; Koop, Gary; Poon, Aubrey - In: Economics letters 191 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
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Estimating the ordering of variables in a VAR using a Plackett-Luce prior
Wu, Ping; Koop, Gary - In: Economics letters 230 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014460378
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On the sensitivity of unit root inference to nonlinear data transformations
Franses, Philip Hans; Koop, Gary - In: Economics letters 59 (1998) 1, pp. 7-16
Persistent link: https://www.econbiz.de/10006789079