The following pages link to Bayesian Econometrics (Q3572022):
Displaying 16 items.
- Bayesian econometrics: past, present, and future (Q3572023) (← links)
- Bayesian inference using adaptive sampling (Q3572024) (← links)
- Fitting and comparison of models for multivariate ordinal outcomes (Q3572027) (← links)
- Parametric and nonparametric inference in equilibrium job search models (Q3572028) (← links)
- Semiparametric Bayesian estimation of random coefficients discrete choice models (Q3572029) (← links)
- Bayesian two-stage regression with parametric heteroscedasticity (Q3572030) (← links)
- Bayesian near-boundary analysis in basic macroeconomic time-series models☆ (Q3572032) (← links)
- Forecasting in vector autoregressions with many predictors (Q3572033) (← links)
- Bayesian inference in a cointegrating panel data model☆ (Q3572034) (← links)
- Investigating nonlinear purchasing power parity during the post-Bretton Woods era – A Bayesian exponential smooth transition VECM approach (Q3572035) (← links)
- Bayesian forecast combination for VAR models☆ (Q3572036) (← links)
- Bayesian inference on time-varying proportions (Q3572038) (← links)
- Imposing stationarity constraints on the parameters of ARCH and GARCH models (Q3572040) (← links)
- Bayesian model selection for heteroskedastic models (Q3573007) (← links)
- Bayesian student-t stochastic volatility models via scale mixtures (Q3573008) (← links)
- Bayesian analysis of the consumption CAPM (Q3573009) (← links)
