Authors:
Durbin, J
Koopman, SJ
Smith, JQ
Shephard, N
Chatfield, C
Young, P
Harvey, A
Bhansali, RJ
Sahu, SK
Doornik, JA
Nelder, JA
Pitt, MK
Aitkin, M
Bartlett, MS
Chan, K
Tong, H
Diebold, FX
van Dijk, HK
Fahrmeir, L
Fruhwirth-Schnatter, S
Gamerman, D
Jacquier, E
Polson, NG
Jorgensen, B
Lundbye-Christensen, S
Kitagawa, G
Higuchi, T
Kumar, K
Lee, Y
Maravall, A
Quenneville, B
Thomson, P
Zellner, A
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Citation: Ng. Polson et Bv. Tew, Bayesian portfolio selection: An empirical analysis of the S&P 500 index 1970-1996, J BUS ECON, 18(2), 2000, pp. 164-173
Citation: Re. Mcculloch et al., A Bayesian analysis of the multinomial probit model with fully identified parameters, J ECONOMET, 99(1), 2000, pp. 173-193