| Publication | Date of Publication | Type |
|---|
Phantom bidding against heterogeneous bidders
Economics Letters | 2017-11-09 | Paper |
Efficient estimation of probit models with correlated errors
Journal of Econometrics | 2016-08-01 | Paper |
The dynamic invariant multinomial probit model: identification, pretesting and estimation
Journal of Econometrics | 2016-07-25 | Paper |
Efficient high-dimensional importance sampling
Journal of Econometrics | 2016-05-27 | Paper |
Efficient Likelihood Evaluation of State-Space Representations
Review of Economic Studies | 2013-05-28 | Paper |
Dynamic factor models for multivariate count data: an application to stock-market trading activity
Journal of Business and Economic Statistics | 2011-04-13 | Paper |
Improving MCMC, using efficient importance sampling
Computational Statistics and Data Analysis | 2010-03-30 | Paper |
Numerical solutions of asymmetric, first-price, independent private values auctions
Computational Economics | 2009-05-29 | Paper |
Eigenvalue amplitudes of the Potts model on a torus
Nuclear Physics B | 2007-05-22 | Paper |
Character decomposition of Potts model partition functions. I: Cyclic geometry
Nuclear Physics B | 2007-05-10 | Paper |
Character decomposition of Potts model partition functions. II: Toroidal geometry
Nuclear Physics B | 2007-05-10 | Paper |
Complex-temperature phase diagram of Potts and RSOS models
Nuclear Physics B | 2007-05-10 | Paper |
Relations between Potts and RSOS models on a torus
Nuclear Physics B | 2007-04-20 | Paper |
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
Econometric Reviews | 2006-08-28 | Paper |
Self-duality for coupled Potts models on the triangular lattice
Journal of Physics A: Mathematical and General | 2004-08-23 | Paper |
scientific article; zbMATH DE number 1943892 (Why is no real title available?)
| 2003-10-01 | Paper |
Bayesian inference in dynamic econometric models. With a foreword by Jacques J. Drèze
Advanced Texts in Econometrics | 2002-01-01 | Paper |
Empirical game theoretic models: Computational issues
Computational Economics | 2001-06-27 | Paper |
Encompassing in stationary linear dynamic models
Journal of Econometrics | 1995-06-18 | Paper |
Numerical analysis of asymmetric first price auctions
Games and Economic Behavior | 1994-11-27 | Paper |
A dynamic oligopoly model with demand inertia and inventories
Mathematical Social Sciences | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4137225 (Why is no real title available?)
| 1987-01-01 | Paper |
Structural time series modeling: A Bayesian approach
Applied Mathematics and Computation | 1986-01-01 | Paper |
The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
Econometrica | 1986-01-01 | Paper |
A 1-1 poly-t random variable generator with application to Monte Carlo integration
Journal of Econometrics | 1985-01-01 | Paper |
Exogeneity
Econometrica | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3954135 (Why is no real title available?)
| 1983-01-01 | Paper |
The Econometric Analysis of Economic Time Series
International Statistical Review / Revue Internationale de Statistique | 1983-01-01 | Paper |
On the formulation of empirical models in dynamic econometrics
Journal of Econometrics | 1982-01-01 | Paper |
Models with Several Regimes and Changes in Exogeneity
Review of Economic Studies | 1980-01-01 | Paper |
On the evaluation of poly-t density functions
Journal of Econometrics | 1980-01-01 | Paper |
A note on the information matrix of the multivariate normal distribution
Journal of Econometrics | 1975-01-01 | Paper |
Bayesian inference in error-in-variables models
Journal of Multivariate Analysis | 1974-01-01 | Paper |
scientific article; zbMATH DE number 3460054 (Why is no real title available?)
| 1974-01-01 | Paper |
Posterior and predictive densities for simultaneous equation models
Lecture Notes in Economics and Mathematical Systems | 1973-01-01 | Paper |
Use of Prior Information in the Analysis and Estimation of Cobb-Douglas Production Function Models
International Economic Review | 1973-01-01 | Paper |
Optimal Pricing and Inventory Decisions for Non-Seasonal Items
Econometrica | 1971-01-01 | Paper |
