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Bayesian inference on GARCH models using the Gibbs sampler
Bauwens, Luc; Lubrano, Michel - In: The econometrics journal 1 (1998) 1, pp. 23-46
Persistent link: https://www.econbiz.de/10001443667
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A comparison of the forecast performance of Markov-switching and treshold autoregressive models of US GNP
Clements, Michael P.; Krolzig, Hans-Martin - In: The econometrics journal 1 (1998) 1, pp. 47-75
Persistent link: https://www.econbiz.de/10001443672
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Estimating stochastic volatility models through indirect inference
Monfardini, Chiara - In: The econometrics journal 1 (1998) 1, pp. 113-128
Persistent link: https://www.econbiz.de/10001443684
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A framework for economic forecasting
Ericsson, Neil R.; Marquez, Jaime R. - In: The econometrics journal 1 (1998) 1, pp. 228-266
Persistent link: https://www.econbiz.de/10001443693
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Pricing general barrier options : a numerical approach using sharp large deviations
Baldi, Paolo; Caramellino, Lucia; Iovino, Maria Gabriella - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 293-322
Persistent link: https://www.econbiz.de/10001444185
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Combining choice set partition tests for IIA : some results in the four alternative setting
Brooks, Robert; Fry, Tim R. L.; Harris, Mark N. - In: Journal of quantitative economics : official journal of … 14 (1998) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10001444749
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Mixture of normals probit models
Geweke, John; Keane, Michael P. - In: Analysis of panels and limited dependent variable …, (pp. 49-78). 1999
Persistent link: https://www.econbiz.de/10001445100
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A Monte Carlo study of EC estimation in panel data models with limited dependent variables and heterogneity
El-Gamal, Mahmoud A.; Grether, David M. - In: Analysis of panels and limited dependent variable …, (pp. 114-135). 1999
Persistent link: https://www.econbiz.de/10001445105
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Prediction from the regression model with one-way error components
Baillie, Richard; Baltagi, Badi H. - In: Analysis of panels and limited dependent variable …, (pp. 255-267). 1999
Persistent link: https://www.econbiz.de/10001445118
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Bias reduction in estimating long-run relationships from dynamic heterogeneous panels
Pesaran, M. Hashem; Zhao, Zhongyun - In: Analysis of panels and limited dependent variable …, (pp. 297-322). 1999
Persistent link: https://www.econbiz.de/10001445128