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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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Bayesian generalized errors in variables (GEIV) models for censored regressions
Polasek, Wolfgang - 1993
Persistent link: https://www.econbiz.de/10000874339
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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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Variance diagnostics for classical and Bayesian linear regression
Polasek, Wolfgang - 1993
Persistent link: https://www.econbiz.de/10000853729
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Variance diagnostics for classical and Bayesian linear regression
Polasek, Wolfgang - 1993
Persistent link: https://www.econbiz.de/10000147676
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Bayesian Generalized Errors in Variables (GEIV) models for censored regressions
Polasek, Wolfgang - 1993
Persistent link: https://www.econbiz.de/10000147678
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Gibbs sampling in B-VAR models with latent variables
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000147689
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Gibbs sampling in VAR models with tightness priors
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000147691
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Maximum likelihood estimation for the VAR-VARCH model : a new approach
Liu, Shuangzhe; Polasek, Wolfgang - 1999
Persistent link: https://www.econbiz.de/10001433663