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Journal of econometrics
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Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
Saved in:
2
Reply to Nobile
McCulloch, Robert E.
;
Rossi, Peter E.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 347-348
Persistent link: https://www.econbiz.de/10001514243
Saved in:
3
Comment: Bayesian multinominal probit models with a normalization constraint
Nobile, Agostino
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10001514222
Saved in:
4
A Bayesian analysis of the multinominal 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/10001504435
Saved in:
5
An exact likelihood analysis of the multinomial probit model
McCulloch, Robert E.
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 207-240
Persistent link: https://www.econbiz.de/10001166426
Saved in:
6
A semi-parametric Bayesian approach to the instrumental variable problem
Conley, Timothy G.
;
Hansen, Christian Bailey
; …
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 276-305
Persistent link: https://www.econbiz.de/10003723667
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7
Testing serial correlations in high-dimensional time series via extreme value theory
Tsay, Ruey S.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 106-117
Persistent link: https://www.econbiz.de/10012439650
Saved in:
8
A nonlinear autoregressive conditional duration model with applications to financial transaction
Zhang, Michael Yuanjie
;
Russel, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 179-207
Persistent link: https://www.econbiz.de/10001589535
Saved in:
9
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
10
Introduction of the annals issue : statistical learning for dependent data : a celebration of the 85th birthday of Professor George C. Tiao
Chen, Rong
;
Tsay, Ruey S.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012439633
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