Narrow search
Showing 1 - 8 of 8
Cover Image
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn; Wang, Jiakou - In: Journal of econometrics 187 (2015) 2, pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
Cover Image
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
Cover Image
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
Cover Image
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - In: Journal of econometrics 122 (2004) 1, pp. 185-212
Persistent link: https://www.econbiz.de/10002136532
Cover Image
MCMC maximum likelihood for latent state models
Jacquier, Eric; Johannes, Michael; Polson, Nicholas G. - In: Journal of econometrics 137 (2007) 2, pp. 615-640
Persistent link: https://www.econbiz.de/10003442024
Cover Image
MCMC maximum likelihood for latent state models
Jacquier, Eric; Johannes, Michael; Polson, Nicholas - In: Journal of econometrics 137 (2007) 2, pp. 615-640
Persistent link: https://www.econbiz.de/10007604718
Cover Image
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - In: Journal of econometrics 122 (2004) 1, pp. 185
Persistent link: https://www.econbiz.de/10006756214
Cover Image
A Bayesian analysis of the multinomial probit model with fully identified parameters
Mcculloch, Robert E.; Polson, Nicholas G.; Rossi, Peter E. - In: Journal of econometrics 99 (2000) 1, pp. 173
Persistent link: https://www.econbiz.de/10006779202