Pages that link to "Item:Q1118320"

The following pages link to Exact predictive densities for linear models with ARCH disturbances (Q1118320):

Displaying 15 items.

• Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
• Bayesian prediction in threshold autoregressive models with exponential white noise (Q882922) (← links)
• Bayesian analysis of stochastic volatility models with fat-tails and correlated errors (Q899508) (← links)
• ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
• Prediction in dynamic models with time-dependent conditional variances (Q1185107) (← links)
• Statistical inference for multiple choice tests (Q1205741) (← links)
• Bayesian and likelihood inference from equally weighted mixtures (Q1336520) (← links)
• Bayesian estimation and forecasting in nonlinear models. Application to an LSTAR model (Q1342683) (← links)
• Bayesian estimation of smooth transition GARCH model using Gibbs sampling (Q1418604) (← links)
• Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
• Unfolded GARCH models (Q1657508) (← links)
• Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland (Q1886291) (← links)
• Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach (Q1971785) (← links)
• Bayesian inference for the mixed conditional heteroskedasticity model (Q5427676) (← links)
• Neural Network Models for Conditional Distribution Under Bayesian Analysis (Q5446247) (← links)