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MCMC maximum likelihood for latent state models
Jacquier, Eric; Johannes, Michael; Polson, Nicholas - In: Journal of Econometrics 137 (2007) 2, pp. 615-640
Persistent link: https://www.econbiz.de/10005228929
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Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
Jacquier, Eric; Polson, Nicholas G.; Rossi, P.E. Peter E. - In: Journal of Econometrics 122 (2004) 1, pp. 185-212
Persistent link: https://www.econbiz.de/10005228873
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A Bayesian analysis of the multinomial probit model with fully identified parameters
McCulloch, Robert E.; Polson, Nicholas G.; Rossi, Peter E. - In: Journal of Econometrics 99 (2000) 1, pp. 173-193
Persistent link: https://www.econbiz.de/10005238931