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Bayesian analysis of stochastic volatility models with flexible tails
Steel, Mark F. J. - In: Econometric reviews 17 (1998) 2, pp. 109-143
Persistent link: https://www.econbiz.de/10001240681
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A Bayesian analysis of exogeneity in models pooling time-series and cross-section data
Osiewalski, Jacek; Steel, Mark F. J. - 1989
Persistent link: https://www.econbiz.de/10000782932
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A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models
Koop, Gary; Steel, Mark F. J. - 1991
Persistent link: https://www.econbiz.de/10000823522
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Bayesian inference in time series
Steel, Mark F. J. - 1991
Persistent link: https://www.econbiz.de/10000823530
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Posterior analysis of stochastic volatility models with flexible tails
Steel, Mark F. J. - 1995
Persistent link: https://www.econbiz.de/10000915413
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A decision-theoretic analysis of the unit-root hypothesis using mixtures of elliptical models
Koop, Gary - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 1, pp. 95-107
Persistent link: https://www.econbiz.de/10001167027
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Posterior properties of long-run impulse responses
Koop, Gary - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 489-492
Persistent link: https://www.econbiz.de/10001170583
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On the use panel data in stochastic frontier models with improper priors
Fernández, Carmen - In: Journal of econometrics 79 (1997) 1, pp. 169-193
Persistent link: https://www.econbiz.de/10001220058
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Non-Gaussian dynamic Bayesian modelling for panel data
Juárez, Miguel A.; Steel, Mark F. J. - In: Journal of applied econometrics 25 (2010) 7, pp. 1128-1154
Persistent link: https://www.econbiz.de/10008936607
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Stick-breaking autoregressive processes
Griffin, J. E.; Steel, Mark F. J. - In: Journal of econometrics 162 (2011) 2, pp. 383-396
Persistent link: https://www.econbiz.de/10009270620