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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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Bayesian and classical econometric modeling of time series
Bauwens, Luc (contributor); Lubrano, Michel (contributor) - In: Journal of econometrics 69 (1995) 1
Persistent link: https://www.econbiz.de/10001186566
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Bayes, Bernoullis, and Basel
Bauwens, Luc (contributor); Polasek, Wolfgang (contributor);  … - In: Journal of econometrics 75 (1996) 1
Persistent link: https://www.econbiz.de/10001205699
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The stochastic conditional duration model : a latent variable model for the analysis of financial durations
Bauwens, Luc; Veredas, David - In: Journal of econometrics 119 (2004) 2, pp. 381-412
Persistent link: https://www.econbiz.de/10001956340
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Recent advances in Bayesian econometrics
Bauwens, Luc (contributor) - 2004
Persistent link: https://www.econbiz.de/10002361501
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Adaptive radial-based direction sampling : some flexible and robust Monte Carlo integration methods
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van; … - In: Journal of econometrics 123 (2004) 2, pp. 201-225
Persistent link: https://www.econbiz.de/10002361666
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Forecasting a long memory process subject to structural breaks
Wang, Cindy Shin Huei; Bauwens, Luc; Hsiao, Cheng - In: Journal of econometrics 177 (2013) 2, pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
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Annals journal of econometrics: Causality and exogeneity in econometrics
Bauwens, Luc (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003348748
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Causality and exogeneity in econometrics : editorial
Bauwens, Luc; Boswijk, Herman Peter; Urbain, Jean-Pierre - In: Journal of econometrics 132 (2006) 2, pp. 305-309
Persistent link: https://www.econbiz.de/10003348754
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Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc; Otranto, Edoardo - In: Journal of econometrics 217 (2020) 2, pp. 496-522
Persistent link: https://www.econbiz.de/10012482819