| Publication | Date of Publication | Type |
|---|
Hybrid SV-GARCH, \(t\)-GARCH and Markov-switching covariance structures in VEC models -- which is better from a predictive perspective?
International Statistical Review | 2024-07-29 | Paper |
Joint modelling of two count variables when one of them can be degenerate
Computational Statistics | 2019-02-27 | Paper |
Bayesian Comparison of Bivariate GARCH Processes. The Role of the Conditional Mean Specification
Contributions to Economic Analysis | 2007-06-19 | Paper |
Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
Journal of Econometrics | 2004-11-18 | Paper |
Robust Bayesian inference on scale parameters
Journal of Multivariate Analysis | 2002-03-26 | Paper |
Bayesian analysis of nonlinear regression with equicorrelated elliptical errors
Test | 2000-06-07 | Paper |
Posterior analysis of stochastic frontier models using Gibbs sampling
Computational Statistics | 2000-03-02 | Paper |
Classical and Bayesian Inference Robustness in Multivariate Regression Models
Journal of the American Statistical Association | 1999-05-26 | Paper |
On the use of panel data in stochastic frontier models with improper priors
Journal of Econometrics | 1998-01-04 | Paper |
Bayesian efficiency analysis through individual effects: Hospital cost frontiers
Journal of Econometrics | 1997-12-15 | Paper |
| scientific article; zbMATH DE number 1067313 (Why is no real title available?) | 1997-11-20 | Paper |
Bayesian analysis of long memory and persistence using ARFIMA models
Journal of Econometrics | 1997-11-04 | Paper |
Modeling and Inference with v-Spherical Distributions
Journal of the American Statistical Association | 1997-08-11 | Paper |
A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data
Journal of Statistical Planning and Inference | 1996-07-18 | Paper |
Bayesian long-run prediction in time series models
Journal of Econometrics | 1996-04-09 | Paper |
The continuous multivariate location-scale model revisited: A tale of robustness
Biometrika | 1995-11-28 | Paper |
Stochastic frontier models. A Bayesian perspective
Journal of Econometrics | 1994-06-05 | Paper |
Bayesian marginal equivalence of elliptical regression models
Journal of Econometrics | 1994-05-16 | Paper |
| scientific article; zbMATH DE number 445347 (Why is no real title available?) | 1994-01-09 | Paper |
Robust Bayesian inference in elliptical regression models
Journal of Econometrics | 1993-11-24 | Paper |
A Bayesian note on competing correlation structures in the dynamic linear regression model
Economics Letters | 1993-08-30 | Paper |
| scientific article; zbMATH DE number 89412 (Why is no real title available?) | 1993-01-16 | Paper |
Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models
Economics Letters | 1992-09-26 | Paper |
| scientific article; zbMATH DE number 37446 (Why is no real title available?) | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 4115747 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4102291 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4124822 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4062398 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4022364 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3982270 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3856272 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3764970 (Why is no real title available?) | 1980-01-01 | Paper |
