Authors:
Dejong, David N.
Liesenfeld, Roman
Richard, Jean-Francois
Citation: N. Dejong, David et al., Timing structural change: a conditional probabilistic approach, Journal of applied econometrics , 21(2), 2006, pp. 175-190
Citation: Liesenfeld, Roman et Richard, Jean-francois, Classical and bayesian analysis of univariate and multivariate stochastic volatility models, Econometric reviews , 25(2-3), 2006, pp. 335-360
Authors:
Liesenfeld, Roman
Richard, Jean-Francois
Vogler, Jan
Citation: Liesenfeld, Roman et al., Likelihood-based inference and prediction in spatio-temporal panel count models for urban crimes, Journal of applied econometrics , 32(3), 2017, pp. 600-620