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Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua C. C.; Eisenstat, Eric; Hou, Chenghan; … - In: Journal of Applied Econometrics 35 (2020) 6, pp. 692-711
Persistent link: https://www.econbiz.de/10012273457
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Bayesian model comparison for time‐varying parameter VARs with stochastic volatility
Chan, Joshua C. C.; Eisenstat, Eric - In: Journal of Applied Econometrics 33 (2018) 4, pp. 509-532
Persistent link: https://www.econbiz.de/10012082765
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Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
Jochmann, Markus; Koop, Gary; Roberto Leon‐Gonzalez; … - In: Journal of Applied Econometrics 28 (2013) 1, pp. 62-81
Persistent link: https://www.econbiz.de/10011006397
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Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks
Strachan, Rodney W. - In: Journal of Applied Econometrics 24 (2009) 2, pp. 245-247
Persistent link: https://www.econbiz.de/10010721630