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Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach
Nakatsuma, Teruo
- In:
Journal of Econometrics
95
(
2000
)
1
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pp. 57-69
Persistent link: https://www.econbiz.de/10005285830
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Measuring information loss due to inconsistencies in duration data from longitudinal surveys
Romeo, Charles J.
- In:
Journal of Econometrics
78
(
1997
)
2
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pp. 159-177
Persistent link: https://www.econbiz.de/10005192414
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