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Numerical aspects of Bayesian VAR-modeling
Kadiyala, K. Rao; Karlsson, Sune - 1994
Persistent link: https://www.econbiz.de/10000885969
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A short note on weak priors in Bayesian dynamic linear models
Küsters, Ulrich - 1997
Persistent link: https://www.econbiz.de/10000961133
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Consistent covariance matrix estimation in probit models with autocorrelated errors
Estrella, Arturo; Rodrigues, Anthony P. - 1998
Persistent link: https://www.econbiz.de/10000986482
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An adaptive resampling scheme for cycle estimation
Schmidt, Alexandra Mello; Gamerman, Dani; Moreira, Ajax - 1998
Persistent link: https://www.econbiz.de/10000988190
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Evaluating density forecasts
Diebold, Francis X.; Gunther, Todd A.; Tay, Anthony S. A. - 1997
Persistent link: https://www.econbiz.de/10000967007
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Evaluating density forecasts
Diebold, Francis X. - 1997
Persistent link: https://www.econbiz.de/10000975146
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Comparing predictive accuracy
Diebold, Francis X.; Mariano, Roberto S. - 1994
Persistent link: https://www.econbiz.de/10000920919
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - 1998
Persistent link: https://www.econbiz.de/10000998139
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409
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Stock market forecastability and volatility : a statistical appraisal
Mankiw, Nicholas Gregory; Romer, David; Shapiro, Matthew D. - 1989
Persistent link: https://www.econbiz.de/10000777112