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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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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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Variable selection and prediction in B-VAR models
Polasek, Wolfgang - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 237-252). 1996
Persistent link: https://www.econbiz.de/10001318065
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Bayes, Bernoullis, and Basel
Bauwens, Luc (contributor); Polasek, Wolfgang (contributor);  … - In: Journal of econometrics 75 (1996) 1
Persistent link: https://www.econbiz.de/10001205699
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The VAR-VARCH model : a Bayesian approach
Polasek, Wolfgang; Kozumi, Hideo - 1995
Persistent link: https://www.econbiz.de/10000573313
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The VAR-VARCH model : a Bayesian approach
Polasek, Wolfgang; Kozumi, Hideo - 1995
Persistent link: https://www.econbiz.de/10000911268