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We modeled long memory with just one lag!
Bauwens, Luc; Chevillon, Guillaume; Laurent, Sébastien - 2022
Persistent link: https://www.econbiz.de/10013179719
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We modeled long memory with just one lag!
Bauwens, Luc; Chevillon, Guillaume; Laurent, Sébastien - In: Journal of econometrics 236 (2023) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
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Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo
Bauwens, Luc - 1984
Persistent link: https://www.econbiz.de/10013277978
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Bayesian inference in dynamic econometric models
Bauwens, Luc; Lubrano, Michel; Richard, Jean-François - 1999 - 1st publ
Persistent link: https://www.econbiz.de/10001371716
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[Rezension von: Bauwens, L., ...,:: Bayesian inference in dynamic econometric models]
Kleibergen, Frank - In: De economist : Netherlands economic review ; quarterly … 148 (2000) 5, pp. 701-702
Persistent link: https://www.econbiz.de/10001563784
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Trends and breaking points of the Bayesian econometric literature
Bauwens, Luc; Lubrano, Michel - In: Economics beyond the millennium, (pp. 273-299). 1999
Persistent link: https://www.econbiz.de/10001524816
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Bayesian inference on GARCH models using the Gibbs sampler
Bauwens, Luc; Lubrano, Michel - In: The econometrics journal 1 (1998) 1, pp. 23-46
Persistent link: https://www.econbiz.de/10001443667
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Estimating end-use demand : a Bayesian approach
Bauwens, Luc - 1992
Persistent link: https://www.econbiz.de/10000852951
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Bayesian clustering of many GARCH models
Bauwens, Luc; Rombouts, Jeroen V. K. - 2003
Persistent link: https://www.econbiz.de/10001910278
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Bayesian option pricing using asymmetric GARCH models
Bauwens, Luc; Lubrano, Michel - In: Journal of empirical finance 9 (2002) 3, pp. 287-319
Persistent link: https://www.econbiz.de/10001705439