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Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
Panagiotelis, Anastasios; Smith, Michael - In: Journal of econometrics 143 (2008) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10007910770
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Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions
Panagiotelis, Anastasios; Smith, Michael - In: International journal of forecasting 24 (2008) 4, pp. 710-727
Persistent link: https://www.econbiz.de/10008143082
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Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions
Panagiotelis, Anastasios; Smith, Michael - In: International journal of forecasting 24 (2008) 4, pp. 710-728
Persistent link: https://www.econbiz.de/10008897457
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Pair Copula Constructions for Multivariate Discrete Data
Panagiotelis, Anastasios; Czado, Claudia; Joe, Harry - In: Journal of the American Statistical Association : JASA 107 (2012) 499, pp. 1063-1073
Persistent link: https://www.econbiz.de/10010028419
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REVIEWS - State Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Kim, Chang-Jin; Nelson, Charles R.; Forbes, Catherine S.; … - In: The economic record : er 76 (2000) 232, pp. 105
Persistent link: https://www.econbiz.de/10005895697
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Bayesian Arbitrage Threshold Analysis
Forbes, Catherine S.; Kalb, Guyonne R.J.; Kofman, Paul - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 3, pp. 364-372
Persistent link: https://www.econbiz.de/10008218321
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Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason; Forbes, Catherine S.; Martin, Gael M.; … - In: International journal of forecasting 29 (2013) 3, pp. 411-430
Persistent link: https://www.econbiz.de/10010137945
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Increasing correlations or just fat tails?
Campbell, Rachel A.J.; Forbes, Catherine S.; Koedijk, … - In: Journal of empirical finance 15 (2008) 2, pp. 287-309
Persistent link: https://www.econbiz.de/10007908279
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Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter
Forbes, Catherine S.; Martin, Gael M.; Wright, Jill - In: Econometric reviews 26 (2007) 2, pp. 387-418
Persistent link: https://www.econbiz.de/10007730234
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Reconstructing the Kalman filter for stationary and non stationary time series
Snyder, Ralph D.; Forbes, Catherine S. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 2
Persistent link: https://www.econbiz.de/10009949790