The following pages link to Loukia Meligkotsidou (Q341151):
Displayed 12 items.
- Augmentation schemes for particle MCMC (Q341152) (← links)
- A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
- Finite mixtures of multivariate Poisson distributions with application (Q2370475) (← links)
- A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series (Q3086366) (← links)
- A Quantile Regression Approach to Equity Premium Prediction (Q4687529) (← links)
- Exact Filtering for Partially Observed Continuous Time Models (Q4819027) (← links)
- A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge? (Q5127060) (← links)
- Longitudinal and time‐to‐drop‐out joint models can lead to seriously biased estimates when the drop‐out mechanism is at random (Q5214442) (← links)
- Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies (Q5219968) (← links)
- Forecasting with non-homogeneous hidden Markov models (Q5917857) (← links)
- Forecasting with non-homogeneous hidden Markov models (Q5970616) (← links)
- Rejoinder to “Biased Estimation With Shared Parameter Models in the Presence of Competing Dropout Mechanisms” (Q6079365) (← links)