Narrow search
Showing 1 - 10 of 2,173
Cover Image
Fast computation of the deviance information criterion for latent variable models
Chan, Joshua; Grant, Angelia L. - 2014
Persistent link: https://www.econbiz.de/10010244614
Cover Image
The impact of social capital on consumption insurance and income volatility in the UK : evidence from the British Household Panel Survey
Pericoli, F. M.; Pierucci, E.; Ventura, Luigi - In: Review of Economics of the Household 13 (2015) 2, pp. 269-295
Persistent link: https://www.econbiz.de/10011334517
Cover Image
Comment on Jacquier, Polson, and Rossi's Bayesian analysis of stochastic volatility models
Nelson, Daniel B. - 1994
Persistent link: https://www.econbiz.de/10000899492
Cover Image
Bayesian vector autoregressions with stochastic volatility
Uhlig, Harald - 1996
Persistent link: https://www.econbiz.de/10000932649
Cover Image
BVARTEC - Bayesian vector auto-regressions with time varying error-covariances
Uhlig, Harald - 1992 - Rev
Persistent link: https://www.econbiz.de/10000844109
Cover Image
Forecasting with Bayesian vector autoregressions
Kadiyala, K. Rao; Karlsson, Sune - 1989
Persistent link: https://www.econbiz.de/10000789198
Cover Image
The VAR-VARCH model : a Bayesian approach
Polasek, Wolfgang; Kozumi, Hideo - 1995
Persistent link: https://www.econbiz.de/10000573313
Cover Image
A Bayesian VAR forecasting model for the Philadelphia metropolitan area
Crone, Theodore Michael; MacLaughlin, Michael P. - 1999
Persistent link: https://www.econbiz.de/10001407135
Cover Image
Improving forecasts of the federal funds rate in a policy model
Robertson, John C.; Tallman, Ellis W. - 1999
Persistent link: https://www.econbiz.de/10001372295
Cover Image
A spatial prior for Bayesian vector autoregressive models
Lesage, James P.; Krivelyova, Anna - In: Journal of regional science 39 (1999) 2, pp. 297-317
Persistent link: https://www.econbiz.de/10001373171