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Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.; Parmeter, Christopher F.; … - In: Journal of econometrics 236 (2023) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
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Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc; Dufays, Arnaud; Rombouts, Jeroen V. K. - In: Journal of econometrics 178 (2014) 1, pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
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Sequentially adaptive Bayesian learning algorithms for inference and optimization
Geweke, John; Durham, Garland - In: Journal of econometrics 210 (2019) 1, pp. 4-25
Persistent link: https://www.econbiz.de/10012303357
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Diagnostic analysis and computational strategies for estimating discrete time duration models : a Monte Carlo study
Li, Xianghong; Smith, Barry J. - In: Journal of econometrics 187 (2015) 1, pp. 275-292
Persistent link: https://www.econbiz.de/10011499419
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Using a likelihood perspective to sharpen econometric discourse : three examples
Sims, Christopher A. - In: Journal of econometrics 95 (2000) 2, pp. 442-462
Persistent link: https://www.econbiz.de/10001436038
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Bayesian analysis of contingent claim model error
Jacquier, Eric; Jarrow, Robert A. - In: Journal of econometrics 94 (2000) 1/2, pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
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Bayesian estimation of switching ARMA models
Billio, Monica; Monfort, Alain; Robert, Christian P. - In: Journal of econometrics 93 (1999) 2, pp. 229-255
Persistent link: https://www.econbiz.de/10001406655
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Bayesian analysis of ARMA-GARCH models : a Markov chain sampling approach
Nakatsuma, Teruo - In: Journal of econometrics 95 (2000) 1, pp. 57-69
Persistent link: https://www.econbiz.de/10001432516
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Block recursion and structural vector autoregressions
Zha, Tao - In: Journal of econometrics 90 (1999) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10001382134
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Bayesian analysis of some econometric and statistical models
Dijk, Herman K. van (ed.) - 1985
Persistent link: https://www.econbiz.de/10001384895