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Nonlinear and non-Gaussian state-space modling with Monte Carlo simulations
Tanizaki, Hisashi - In: Journal of econometrics 83 (1998) 1, pp. 263-290
Persistent link: https://www.econbiz.de/10001336945
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Estimation and comparison of multiple change-point models
Chib, Siddhartha - In: Journal of econometrics 86 (1998) 2, pp. 221-241
Persistent link: https://www.econbiz.de/10001243492
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Posterior simulation and Bayes factors in panel count data models
Chib, Siddhartha - In: Journal of econometrics 86 (1998) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10001243867
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Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb - In: Journal of econometrics 87 (1998) 2, pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
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A simple consistent bootstrap test for a parametric regression function
Li, Qi - In: Journal of econometrics 87 (1998) 1, pp. 145-165
Persistent link: https://www.econbiz.de/10001248303
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Simulated latent variable estimation of models with ordered categorical data
Breslaw, Jon A. - In: Journal of econometrics 87 (1998) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10001248307
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Simulated maximum likelihood estimation of dynamic discrete choice statistical models : some Monte Carlo results
Lee, Lung-fei - In: Journal of econometrics 82 (1998) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10001228501
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Bayesian analysis of cross-section and clustered data treatment models
Chib, Siddhartha; Hamilton, Barton Hughes - In: Journal of econometrics 97 (2000) 1, pp. 25-50
Persistent link: https://www.econbiz.de/10001487308
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Exact small-sample inference in stationary, fully regular, dynamic demand models
Deschamps, Jean-Philippe - In: Journal of econometrics 97 (2000) 1, pp. 51-91
Persistent link: https://www.econbiz.de/10001487312
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Causality tests and conditional heteroskedasticity : Monte Carlo evidence
Vilasuso, Jon R. - In: Journal of econometrics 101 (2001) 1, pp. 25-35
Persistent link: https://www.econbiz.de/10001545103