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Bayesian non-linear modellings of the short term US interest rate : the help of non-parametric tools
Lubrano, Michel - 2000
Persistent link: https://www.econbiz.de/10001529419
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Bayesian analysis of nonlinear time series models with a threshold
Lubrano, Michel - In: Nonlinear econometric modeling in time series : …, (pp. 79-118). 2000
Persistent link: https://www.econbiz.de/10001532222
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Bayesian tests for co-integration in the case of structural breaks : an application to the analysis of wage moderation in France
Lubrano, Michel - In: Recherches économiques de Louvain 61 (1995) 4, pp. 479-507
Persistent link: https://www.econbiz.de/10001195268
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Testing for unit roots cointegration in a Bayesian framework
Lubrano, Michel - 1991
Persistent link: https://www.econbiz.de/10000852291
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Bayesian tests for single equation cointegration in the case of structural breaks
Lubrano, Michel - 1992
Persistent link: https://www.econbiz.de/10000841556
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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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Bayesian and classical econometric modeling of time series
Bauwens, Luc (contributor); Lubrano, Michel (contributor) - In: Journal of econometrics 69 (1995) 1
Persistent link: https://www.econbiz.de/10001186566
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Unit roots tests and SARIMA models
Barthélémy, Fabrice - In: Economics letters 50 (1996) 2, pp. 147-154
Persistent link: https://www.econbiz.de/10001194698
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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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Identification restrictions and posterior densities in cointegrated gaussian var systems
Bauwens, Luc - 1994
Persistent link: https://www.econbiz.de/10000890381