scientific article; zbMATH DE number 1524239

DOI10.1002/(SICI)1526-4025(199907/09)15:3%3C147::AID-ASMB372%3E3.0.CO;2-3zbMATH Open0954.62134MaRDI QIDQ4512130FDOQ4512130

Authors: Efthymios G. Tsionas 

Publication date: 1 November 2000

Title of this publication is not available (Why is that?)

Recommendations

• Bayesian semiparametric stochastic volatility modeling
• Bayesian non- and semi-parametric methods and applications
• Bayesian semiparametric multivariate GARCH modeling
• Bayesian nonparametric modelling of the return distribution with stochastic volatility
• Introduction to Bayesian Econometrics

zbMATH Keywords

Markov chain Monte CarloBayesian analysisdistribution-free statistics

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Nonparametric inference (62G99)

Cites Work

• Inference from iterative simulation using multiple sequences
• Generalized autoregressive conditional heteroscedasticity
• The estimation of the parameters of the stable laws
• Markov chains for exploring posterior distributions. (With discussion)
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• A Bayesian analysis of some nonparametric problems
• Simulation and the Asymptotics of Optimization Estimators
• Quasi-Likelihood and Optimal Estimation, Correspondent Paper
• The simulation smoother for time series models
• Monte Carlo sampling methods using Markov chains and their applications
• Title not available (Why is that?)
• Semi-Nonparametric Maximum Likelihood Estimation
• Modeling asset returns with alternative stable distributions^*
• Common Persistence in Conditional Variances
• Stable distributions for asset returns
• Title not available (Why is that?)
• Monte Carlo inference in econometric models with symmetric stable disturbances
• Bayesian linear regression with error terms that have symmetric unimod al densities
• Bayesian analysis of the multivariate poisson distribution

Cited In (5)

• Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
• Bayesian non- and semi-parametric methods and applications
• Bayesian inference in time series models using kernel quasi likelihoods
• A note on Bayesian inference in asset pricing.
• Likelihood and posterior shapes in Johnson's \(S_B\) system

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4512130)