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Quantile stochastic frontiers
Tsionas, Efthymios G. - In: European journal of operational research : EJOR 282 (2020) 3, pp. 1177-1184
Persistent link: https://www.econbiz.de/10012161889
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A review and empirical comparison of Bayesian and classical approaches to inference on efficiency levels in stochastic frontier models with panel data
Kim, Yangseon; Schmidt, Peter - In: Journal of productivity analysis 14 (2000) 2, pp. 91-118
Persistent link: https://www.econbiz.de/10001512661
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BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate; Yu, Jun - 2000
Persistent link: https://www.econbiz.de/10001513469
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A Bayesian semiparametric analysis of ARCH models
Kozumi, Hideo; Polasek, Wolfgang - In: Optimization, dynamics, and economic analysis : essays …, (pp. 389-400). 2000
Persistent link: https://www.econbiz.de/10001497195
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Simulation-based likelihood inference for limited dependent processes
Manrique, Aurora; Shephard, Neil G. - In: The econometrics journal 1 (1998) 1, pp. 174-202
Persistent link: https://www.econbiz.de/10001443690
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Bayesian analysis of poisson mixtures
Green, Peter J.; Richardson, Sylvia; Viallefont, Valérie - 2000
Persistent link: https://www.econbiz.de/10001476104
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A Monte Carlo study on the finite sample properties of the Gibbs sampling method for a stochastic frontier model
Zhang, Xingyuan - In: Journal of productivity analysis 14 (2000) 1, pp. 71-83
Persistent link: https://www.econbiz.de/10001492415
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Bayesian dynamic factor models and portfolio allocation
Aguilar, Omar; West, Mike - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 338-357
Persistent link: https://www.econbiz.de/10001493865
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Stochastic dominance under Bayesian learning
Bikhchandani, Sushil; Segal, Uzi; Sharma, Sunil - 1990
Persistent link: https://www.econbiz.de/10000785546
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Stochastic dominance under Bayesian learning
Bikhchandani, Sushil; Segal, Uzi; Sharma, Sunil - 1990
Persistent link: https://www.econbiz.de/10000786568