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The "pathology" of the natural conjugate prior density in the regression model
Bauwens, Luc - In: Annales d'économie et de statistique (1991), pp. 49-64
Persistent link: https://www.econbiz.de/10001117091
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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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Identification restrictions and posterior densities in cointegrated gaussian var systems
Bauwens, Luc - 1994
Persistent link: https://www.econbiz.de/10000890381
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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
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Approximate HPD regions for testing residual autocorrelation using augmented regressions
Bauwens, Luc - 1992
Persistent link: https://www.econbiz.de/10000843925
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Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods
Zellner, Arnold; Bauwens, Luc; Dijk, Herman K. van - 1987
Persistent link: https://www.econbiz.de/10000747362
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On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH (1,q) errors
Bauwens, Luc; Vandeuren, Jean-Pierre - 1995
Persistent link: https://www.econbiz.de/10000918211
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Bayesian diagnostics for heterogeneity
Bauwens, Luc - In: Annales d'économie et de statistique (1990)
Persistent link: https://www.econbiz.de/10001277894
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Identification restrictions and posterior densities in cointegrated Gaussian VAR systems
Bauwens, Luc - 1996
Persistent link: https://www.econbiz.de/10001334780
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Estimating end-use demand : a Bayesian approach
Bauwens, Luc - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 2, pp. 221-231
Persistent link: https://www.econbiz.de/10001167109