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Factor investing : a Bayesian hierarchical approach
Feng, Guanhao; He, Jingyu - In: Journal of econometrics 230 (2022) 1, pp. 183-200
Persistent link: https://www.econbiz.de/10013441934
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Labor market search, informality, and on-the-job human capital accumulation
Bobba, Matteo; Flabbi, Luca; Levy, Santiago; Tejada, … - In: Journal of econometrics 223 (2021) 2, pp. 433-453
Persistent link: https://www.econbiz.de/10012619978
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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
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Maximum entropy and Bayesian approaches to the ratio problem
Shen, Edward Z.; Perloff, Jeffrey M. - In: Journal of econometrics 104 (2001) 2, pp. 289-313
Persistent link: https://www.econbiz.de/10001606585
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Bayesian analysis of a dynamic stochastic model of labor supply and saving
Houser, Daniel - In: Journal of econometrics 113 (2003) 2, pp. 289-335
Persistent link: https://www.econbiz.de/10001738899