The use of Bayes factors to compare interest rate term structure models (Q5746770): Difference between revisions

@@ Property / cites work @@
+On Gibbs sampling for state space models
@@ Property / cites work: On Gibbs sampling for state space models / rank @@
+Normal rank
@@ Property / cites work @@
+Computing marginal likelihoods from a single MCMC output
+Normal rank
@@ Property / cites work @@
+Analysis of Multifactor Affine Yield Curve Models
@@ Property / cites work: Analysis of Multifactor Affine Yield Curve Models / rank @@
+Normal rank
@@ Property / cites work @@
+Bayes inference in regression models with ARMA\((p,q)\) errors
+Normal rank
@@ Property / cites work @@
+Marginal Likelihood From the Metropolis–Hastings Output
+Normal rank
@@ Property / cites work @@
+Markov chain Monte Carlo methods for stochastic volatility models.
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank