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Results: 1-8 |
Results: 8
Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics - Discussion
Authors: Hodges, SD Roberts, G Papaspiliopoulos, O Sentana, E Bingham, NH Cox, DR Nicolato, E Venardos, E Critchley, F Davis, MHA Tompkins, R Benth, FE Karlsen, KH Reikvam, K Brockwell, PJ Davis, RA Christensen, BJ Dellaportas, P McCoy, EJ Stephens, DA Diebold, FX Fruhwirth-Schnatter, S Genon-Catalot, V Laredo, C Grange, CWJ Griffin, JE Steel, MFJ Hobson, D Jensen, JL Jones, MC Lawrance, AJ Ledford, AW Leonenko, NN Levendorskii, S Mandelbrot, BB Meddahi, N Pitt, MK Priestley, MB Renault, E Rosinski, J Sato, K Taylor, SJ Tong, H Yang, H Veretennikov, AY Walker, SG Werker, BJM Wood, A
Citation: Sd. Hodges et al., Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics - Discussion, J ROY STA B, 63, 2001, pp. 208-241
Model uncertainty in cross-country growth regressions
Authors: Fernandez, C Ley, E Steel, MFJ
Citation: C. Fernandez et al., Model uncertainty in cross-country growth regressions, J APPL ECON, 16(5), 2001, pp. 563-576
Benchmark priors for Bayesian model averaging
Authors: Fernandez, C Ley, E Steel, MFJ
Citation: C. Fernandez et al., Benchmark priors for Bayesian model averaging, J ECONOMET, 100(2), 2001, pp. 381-427
Robust Bayesian inference on scale parameters
Authors: Fernandez, C Osiewalski, J Steel, MFJ
Citation: C. Fernandez et al., Robust Bayesian inference on scale parameters, J MULT ANAL, 77(1), 2001, pp. 54-72
Modeling the sources of output growth in a panel of countries
Authors: Koop, G Osiewalski, J Steel, MFJ
Citation: G. Koop et al., Modeling the sources of output growth in a panel of countries, J BUS ECON, 18(3), 2000, pp. 284-299
Bayesian regression analysis with scale mixtures of normals
Authors: Fernandez, C Steel, MFJ
Citation: C. Fernandez et Mfj. Steel, Bayesian regression analysis with scale mixtures of normals, ECONOMET TH, 16(1), 2000, pp. 80-101
A stochastic frontier analysis of output level and growth in Poland and Western economies
Authors: Koop, G Osiewalski, J Steel, MFJ
Citation: G. Koop et al., A stochastic frontier analysis of output level and growth in Poland and Western economies, ECON PLANN, 33(3), 2000, pp. 185-202
The components of output growth: A stochastic frontier analysis
Authors: Koop, G Osiewalski, J Steel, MFJ
Citation: G. Koop et al., The components of output growth: A stochastic frontier analysis, OX B ECON S, 61(4), 1999, pp. 455
Risultati: 1-8 |