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Semiparametric Bayesian inference for stochastic frontier models
Griffin, J.E.; Steel, M.F.J. - In: Journal of econometrics 123 (2004) 1, pp. 121-152
Persistent link: https://www.econbiz.de/10006755280
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Inference with non-Gaussian Ornstein–Uhlenbeck processes for stochastic volatility
Griffin, J.E.; Steel, M.F.J. - In: Journal of econometrics 134 (2006) 2, pp. 605-644
Persistent link: https://www.econbiz.de/10007279801
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Stick-breaking autoregressive processes
Griffin, J.E.; Steel, M.F.J. - In: Journal of econometrics 162 (2011) 2, pp. 383-397
Persistent link: https://www.econbiz.de/10008997614
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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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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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Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
Chib, Siddhartha - In: Journal of econometrics 68 (1995) 2, pp. 339-360
Persistent link: https://www.econbiz.de/10001184631
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Bayes inference in the Tobit censored regression model
Chib, Siddhartha - In: Journal of econometrics 51 (1992) 1, pp. 79-99
Persistent link: https://www.econbiz.de/10001118271
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Bayes prediction regressions with elliptical errors
Chib, Siddhartha - In: Journal of econometrics 3 (1988), pp. 349-360
Persistent link: https://www.econbiz.de/10001046320
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Bayes regression with autoregressive errors : a Gibbs sampling approach
Chib, Siddhartha - In: Journal of econometrics 58 (1993) 3, pp. 275-294
Persistent link: https://www.econbiz.de/10001149104