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Bayesian causality measures for multiple ARCH models using marginal likelihoods
Polasek, Wolfgang - 2000
Persistent link: https://www.econbiz.de/10001537676
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Forecast evaluations for volatile time series : a generalized Theil decomposition
Polasek, Wolfgang - 1999
Persistent link: https://www.econbiz.de/10001433671
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Gibbs sampling in VAR models with tightness priors
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897045
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Gibbs sampling in B-VAR models with latent variables
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897046
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Factor analysis and outliers : a Bayesian approach
Polasek, Wolfgang - 1997
Persistent link: https://www.econbiz.de/10000976799
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Bayesian generalized errors in variables (GEIV) models for censored regressions
Polasek, Wolfgang - 1993
Persistent link: https://www.econbiz.de/10000874339
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Multivariate regression and ANOVA models with outliers : a comparative approach
Polasek, Wolfgang - 2003
Persistent link: https://www.econbiz.de/10001807827
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Joint sensitivity analysis for covariance matrices in Bayesian linear regression : 2. draft
Polasek, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000853336
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Improving time series forecasts with expert information
Polasek, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000853560
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Variance diagnostics for classical and Bayesian linear regression
Polasek, Wolfgang - 1993
Persistent link: https://www.econbiz.de/10000853729