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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein
-
2000
Persistent link: https://www.econbiz.de/10001582162
Saved in:
6
Markov chain Monte Carlo methods : computation and inference
Chib, Siddhartha
-
2001
Persistent link: https://www.econbiz.de/10001631166
Saved in:
7
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
Saved in:
8
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
9
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
Saved in:
10
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
-
2004
Persistent link: https://www.econbiz.de/10002479501
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