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Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
Barnett, Glen; Kohn, Robert; Sheather, Simon J. - 1993
Persistent link: https://www.econbiz.de/10000861202
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Block updating in constrained Markov chain Monte Carlo sampling
Hurn, Merrilee A.; Rue, Håvard; Sheehan, Nuala A. - 1997 - Preprint
Persistent link: https://www.econbiz.de/10000969561
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Posterior simulation and Bayes factors in panel count data models
Chib, Siddhartha - In: Journal of econometrics 86 (1998) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10001243867
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MCMC analysis of diffusion models with appliction to finance
Eraker, Bjørn - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 177-191
Persistent link: https://www.econbiz.de/10001568816
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Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein - 2000
Persistent link: https://www.econbiz.de/10001582162
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Markov chain Monte Carlo methods : computation and inference
Chib, Siddhartha - 2001
Persistent link: https://www.econbiz.de/10001631166
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Bayesian inference in cointegrated systems
Amisano, Gianni - In: Research in economics : an international review of economics 57 (2003) 4, pp. 287-314
Persistent link: https://www.econbiz.de/10001845959
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Statistical inference for discretely observed Markov jump processes
Bladt, Mogens (contributor); Sørensen, Michael (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
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HMO selection and medicare costs : Bayesian MCMC estimation of a robust panel data tobit model with survival
Hamilton, Barton Hughes - In: Econometric analysis of health data, (pp. 217-227). 2002
Persistent link: https://www.econbiz.de/10001773719
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Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin; King, Maxwell L. - 2004
Persistent link: https://www.econbiz.de/10002479501