Martin, Gael M.; Frazier, David T.; Robert, Christian P. Approximating Bayes in the 21st century. (English) Zbl 07849731 Stat. Sci. 39, No. 1, 20-45 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Martin, Gael M.; Frazier, David T.; Robert, Christian P. Computing Bayes: from then ‘til now. (English) Zbl 07849730 Stat. Sci. 39, No. 1, 3-19 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Toker, Selma; Özbay, Nimet New Bayesian approach to the estimation in simultaneous equations model. (English) Zbl 07792251 Lobachevskii J. Math. 44, No. 9, 3872-3888 (2023). MSC: 62Jxx 62Pxx 62Fxx × Cite Format Result Cite Review PDF Full Text: DOI
Tomberg, Eemeli Numerical stochastic inflation constrained by frozen noise. (English) Zbl 1522.83310 J. Cosmol. Astropart. Phys. 2023, No. 4, Paper No. 42, 33 p. (2023). MSC: 83E05 81V22 83C57 81T20 62M15 81R30 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Banerjee, Ishani; Walter, Peter; Guthke, Anneli; Mumford, Kevin G.; Nowak, Wolfgang The method of forced probabilities: a computation trick for Bayesian model evidence. (English) Zbl 1504.62119 Comput. Geosci. 27, No. 1, 45-62 (2023). MSC: 62K05 62F15 62F35 65C20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Zhong, Wei; Zhou, Wei; Fan, Qingliang; Gao, Yang Dummy endogenous treatment effect estimation using high-dimensional instrumental variables. (English. French summary) Zbl 1534.62094 Can. J. Stat. 50, No. 3, 795-819 (2022). MSC: 62J07 62H12 62J12 × Cite Format Result Cite Review PDF Full Text: DOI
Grabovoy, A. V.; Gadaev, T. T.; Motrenko, A. P.; Strijov, V. V. Numerical methods of sufficient sample size estimation for generalised linear models. (English) Zbl 07638170 Lobachevskii J. Math. 43, No. 9, 2453-2462 (2022). MSC: 62Fxx 62Jxx × Cite Format Result Cite Review PDF Full Text: DOI
Jackson, Joseph H. P.; Assadullahi, Hooshyar; Koyama, Kazuya; Vennin, Vincent; Wands, David Numerical simulations of stochastic inflation using importance sampling. (English) Zbl 1515.83150 J. Cosmol. Astropart. Phys. 2022, No. 10, Paper No. 67, 32 p. (2022). MSC: 83C57 81V22 62D05 82C31 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Daudel, Kamélia; Douc, Randal; Portier, François Infinite-dimensional gradient-based descent for alpha-divergence minimisation. (English) Zbl 1486.62065 Ann. Stat. 49, No. 4, 2250-2270 (2021). MSC: 62F15 62F30 62F35 62G07 62L99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Delyon, Bernard; Portier, François Safe adaptive importance sampling: a mixture approach. (English) Zbl 1472.62016 Ann. Stat. 49, No. 2, 885-917 (2021). Reviewer: T. J. Rao (Visakhapatnam) MSC: 62D05 62G07 65C05 60F05 60G44 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Jie; Wang, Dehui; Yang, Kai A study of RCINAR(1) process with generalized negative binomial marginals. (English) Zbl 1539.62281 Commun. Stat., Simulation Comput. 49, No. 6, 1487-1510 (2020). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Koopman, Siem Jan; Lit, Rutger; Nguyen, Thuy Minh Modified efficient importance sampling for partially non-Gaussian state space models. (English) Zbl 07788764 Stat. Neerl. 73, No. 1, 44-62 (2019). MSC: 62Mxx 65Cxx 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI OA License
Chan, Ka Ching; Lenard, Christopher T.; Mills, Terence M.; Williams, Ruth F. G. Measuring inequality in society. (English) Zbl 1508.91410 Commun. Stat., Theory Methods 48, No. 1, 88-99 (2019). MSC: 91B82 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Hagemann, Andreas Placebo inference on treatment effects when the number of clusters is small. (English) Zbl 1456.62286 J. Econom. 213, No. 1, 190-209 (2019). MSC: 62P20 62M10 62G10 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dellaportas, Petros; Tsionas, Mike G. Importance sampling from posterior distributions using copula-like approximations. (English) Zbl 1452.62219 J. Econom. 210, No. 1, 45-57 (2019). MSC: 62F15 62M10 62P20 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Singh, Vijay P. Systems of frequency distributions for water and environmental engineering. (English) Zbl 1514.60026 Physica A 506, 50-74 (2018). MSC: 60E05 34A34 62E15 × Cite Format Result Cite Review PDF Full Text: DOI
Bellini, Tiziano The forward search interactive outlier detection in cointegrated VAR analysis. (English) Zbl 1414.62103 Adv. Data Anal. Classif., ADAC 10, No. 3, 351-373 (2016). MSC: 62F35 62M10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Skeels, Christopher L. [Pagan, Adrian] The ET interview: Adrian Pagan. (English) Zbl 1441.62033 Econom. Theory 32, No. 5, 1055-1094 (2016). MSC: 62-03 01A70 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Parente, Paulo M. D. C.; Santos Silva, João M. C. Quantile regression with clustered data. (English) Zbl 1345.62182 J. Econom. Methods 5, No. 1, 1-15 (2016). MSC: 62P20 62F12 62J99 × Cite Format Result Cite Review PDF Full Text: DOI Link
Pandey, Ranjita Posterior analysis of state space model with spherical symmetricity. (English) Zbl 1426.62093 J. Probab. Stat. 2015, Article ID 612024, 7 p. (2015). MSC: 62F15 62P20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Fallahgoul, Hassan; Hashemiparast, S. M.; Fabozzi, Frank J.; Klebanov, L. Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions. (English) Zbl 1442.60029 J. Stat. Theory Pract. 8, No. 2, 260-282 (2014). MSC: 60E07 62E10 65C20 × Cite Format Result Cite Review PDF Full Text: DOI
Rombouts, Jeroen V. K.; Stentoft, Lars Bayesian option pricing using mixed normal heteroskedasticity models. (English) Zbl 1506.62157 Comput. Stat. Data Anal. 76, 588-605 (2014). MSC: 62-08 62P05 62F15 62M10 91G20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kleppe, Tore Selland; Liesenfeld, Roman Efficient importance sampling in mixture frameworks. (English) Zbl 1506.62096 Comput. Stat. Data Anal. 76, 449-463 (2014). MSC: 62-08 62M10 62P20 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Hansen, Christian; Kozbur, Damian Instrumental variables estimation with many weak instruments using regularized JIVE. (English) Zbl 1311.62097 J. Econom. 182, No. 2, 290-308 (2014). MSC: 62J05 62J07 × Cite Format Result Cite Review PDF Full Text: DOI
Fuentes-Albero, Cristina; Melosi, Leonardo Methods for computing marginal data densities from the Gibbs output. (English) Zbl 1283.62051 J. Econom. 175, No. 2, 132-141 (2013). MSC: 62F15 62M10 91B84 × Cite Format Result Cite Review PDF Full Text: DOI Link
Creal, Drew A survey of sequential Monte Carlo methods for economics and finance. (English) Zbl 1491.62008 Econom. Rev. 31, No. 3, 245-296 (2012). MSC: 62-08 65C05 62F15 62M20 62M10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Li, Mingliang; Mumford, Kevin J.; Tobias, Justin L. A Bayesian analysis of payday loans and their regulation. (English) Zbl 1443.62489 J. Econom. 171, No. 2, 205-216 (2012). MSC: 62P20 62F15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Hoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K. A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation. (English) Zbl 1443.62465 J. Econom. 171, No. 2, 101-120 (2012). MSC: 62P20 62F15 62M10 65C05 × Cite Format Result Cite Review PDF Full Text: DOI Link Link
Ardia, David; Baştürk, Nalan; Hoogerheide, Lennart; Van Dijk, Herman K. A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. (English) Zbl 1255.62158 Comput. Stat. Data Anal. 56, No. 11, 3398-3414 (2012). MSC: 62H12 62F10 65C05 62J02 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Tanner, Martin A.; Wong, Wing H. From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s. (English) Zbl 1329.65021 Stat. Sci. 25, No. 4, 506-516 (2010). MSC: 65C40 65C60 62F15 60J22 62-03 01A60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Kapetanios, George; Marcellino, Massimiliano Factor-GMM estimation with large sets of possibly weak instruments. (English) Zbl 1284.91447 Comput. Stat. Data Anal. 54, No. 11, 2655-2675 (2010). MSC: 91B82 62H25 91B51 × Cite Format Result Cite Review PDF Full Text: DOI Link
Bai, Jushan; Ng, Serena Instrumental variable estimation in a data rich environment. (English) Zbl 1230.62148 Econom. Theory 26, No. 6, 1577-1606 (2010). MSC: 62P20 62J05 62H12 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Schluter, Christian; van Garderen, Kees Jan Edgeworth expansions and normalizing transforms for inequality measures. (English) Zbl 1429.62697 J. Econom. 150, No. 1, 16-29 (2009). MSC: 62P20 62E20 91B82 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Koopman, Siem Jan; Shephard, Neil; Creal, Drew Testing the assumptions behind importance sampling. (English) Zbl 1429.62681 J. Econom. 149, No. 1, 2-11 (2009). MSC: 62P20 62G32 62-08 65C05 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Mora, Juan; Pérez-Alonso, Alicia Specification tests for the distribution of errors in nonparametric regression: a martingale approach. (English) Zbl 1161.62019 J. Nonparametric Stat. 21, No. 4, 441-452 (2009). MSC: 62G08 62G30 65C05 60G99 × Cite Format Result Cite Review PDF Full Text: DOI Link
Hubert, Mia; Rousseeuw, Peter J.; Van Aelst, Stefan High-breakdown robust multivariate methods. (English) Zbl 1327.62328 Stat. Sci. 23, No. 1, 92-119 (2008). MSC: 62H05 62J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Song, Seuck Heun; Lee, Jaejun A note on \(S^{2}\) in a spatially correlated error components regression model for panel data. (English) Zbl 1255.62383 Econ. Lett. 101, No. 1, 41-43 (2008). MSC: 62P20 62H12 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Liesenfeld, Roman; Richard, Jean-François Improving MCMC, using efficient importance sampling. (English) Zbl 1231.62035 Comput. Stat. Data Anal. 53, No. 2, 272-288 (2008). MSC: 62F15 65C40 62P20 62P05 65C05 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
del Barrio Castro, Tomás; Osborn, Denise R. Cointegration for periodically integrated processes. (English) Zbl 1280.62111 Econom. Theory 24, No. 1, 109-142 (2008). MSC: 62M10 62M07 62P20 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Koopman, Siem Jan; Ooms, Marius; Lucas, André; van Montfort, Kees; van der Geest, Victor Estimating systematic continuous-time trends in recidivism using a non-Gaussian panel data model. (English) Zbl 1152.62093 Stat. Neerl. 62, No. 1, 104-130 (2008). MSC: 62P25 65C05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Fok, Dennis; Franses, Philip Hans Modeling the diffusion of scientific publications. (English) Zbl 1418.62559 J. Econom. 139, No. 2, 376-390 (2007). MSC: 62P99 62F15 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Hoogerheide, Lennart F.; Kaashoek, Johan F.; van Dijk, Herman K. On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks. (English) Zbl 1418.62470 J. Econom. 139, No. 1, 154-180 (2007). MSC: 62P20 62F15 65C05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Hoogerheide, Lennart; Kleibergen, Frank; van Dijk, Herman K. Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data. (English) Zbl 1418.62471 J. Econom. 138, No. 1, 63-103 (2007). MSC: 62P20 62F15 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Bramati, Maria Caterina; Croux, Christophe Robust estimators for the fixed effects panel data model. (English) Zbl 1126.62014 Econom. J. 10, No. 3, 521-540 (2007). MSC: 62F10 62J05 62F35 × Cite Format Result Cite Review PDF Full Text: DOI
Koop, Gary (ed.); Van Dijk, Herman K. (ed.) Editors’ introduction to the special issue of Econometric Reviews on Bayesian dynamic econometrics. (English) Zbl 1193.62201 Econom. Rev. 26, No. 2-4, 107-112 (2007). MSC: 00B15 62-06 62P20 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Villani, Mattias Bayesian point estimation of the cointegration space. (English) Zbl 1418.62542 J. Econom. 134, No. 2, 645-664 (2006). MSC: 62P20 62F15 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Durham, Garland B. Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models. (English) Zbl 1344.91016 J. Econom. 133, No. 1, 273-305 (2006). MSC: 91G60 62P05 91B70 91G70 × Cite Format Result Cite Review PDF Full Text: DOI Link
Radchenko, Stanislav; Tsurumi, Hiroki Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market. (English) Zbl 1345.62052 J. Econom. 133, No. 1, 31-49 (2006). MSC: 62F15 62P20 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Griffiths, William E.; Valenzuela, Ma. Rebecca Gibbs samplers for a set of seemingly unrelated regressions. (English) Zbl 1108.62025 Aust. N. Z. J. Stat. 48, No. 3, 335-351 (2006). MSC: 62F15 62H12 62J05 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Bhattacharya, Debopam Asymptotic inference from multi-stage samples. (English) Zbl 1334.62014 J. Econom. 126, No. 1, 145-171 (2005). MSC: 62D05 62F12 62G05 62G20 62H30 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Villani, Mattias Bayesian reference analysis of cointegration. (English) Zbl 1062.62052 Econom. Theory 21, No. 2, 326-357 (2005). MSC: 62F15 62M10 62H10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Nielsen, Heino Bohn Cointegration analysis in the presence of outliers. (English) Zbl 1053.62102 Econom. J. 7, No. 1, 249-271 (2004). MSC: 62M10 65C05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Frühwirth-Schnatter, Sylvia Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques. (English) Zbl 1053.62087 Econom. J. 7, No. 1, 143-167 (2004). MSC: 62M05 65C40 × Cite Format Result Cite Review PDF Full Text: DOI
Bauwens, Luc; Bos, Charles S.; van Dijk, Herman K.; van Oest, Rutger D. Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods. (English) Zbl 1085.62028 J. Econom. 123, No. 2, 201-225 (2004). MSC: 62F15 65C60 62P20 65C40 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lee, Jae J.; Hillmer, Steven C. Estimating the effect of parameter uncertainty in repeated sample surveys. (English) Zbl 1075.62512 Commun. Stat., Simulation Comput. 32, No. 2, 367-388 (2003). MSC: 62D05 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Heckelei, Thomas; Mittelhammer, Ron C. Bayesian bootstrap multivariate regression. (English) Zbl 1026.62019 J. Econom. 112, No. 2, 241-264 (2003). MSC: 62F15 62P20 62H12 62F35 62J05 62F40 × Cite Format Result Cite Review PDF Full Text: DOI
Chao, John C.; Phillips, Peter C. B. Jeffreys prior analysis of the simultaneous equations model in the case with \(n+1\) endogenous variables. (English) Zbl 1099.62509 J. Econom. 111, No. 2, 251-283 (2002). MSC: 62F15 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Kleibergen, Frank; Paap, Richard Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration. (English) Zbl 1030.62018 J. Econom. 111, No. 2, 223-249 (2002). MSC: 62F15 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Song, Seuck Heun; Jung, Byoung Cheol BLUP in the panel regression model with spatially and serially correlated error components. (English) Zbl 1008.62095 Stat. Pap. 43, No. 4, 551-566 (2002). MSC: 62M20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Geweke, John Bayesian econometrics and forecasting. (With comments). (English) Zbl 0996.62099 J. Econom. 100, No. 1, 11-15, 93-94 (2001). MSC: 62P20 62F15 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Bekker, A.; Roux, J. J. J.; Mostert, P. J. A generalization of the compound Rayleigh distribution: using a Bayesian method on cancer survival times. (English) Zbl 0992.62100 Commun. Stat., Theory Methods 29, No. 7, 1419-1433 (2000). MSC: 62P10 62F15 62N02 × Cite Format Result Cite Review PDF Full Text: DOI
Srinivasan, Shuba; Bass, Frank M. Cointegration analysis and category sales: Stationarity and long-run equilibrium in market shares. (English) Zbl 1074.91597 Appl. Stoch. Models Bus. Ind. 16, No. 3, 159-177 (2000). Reviewer: N. M. Zinchenko (Kyïv) MSC: 91B84 62M10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Franses, Philip Hans; Kloek, Teun; Lucas, André Outlier robust analysis of long-run marketing effects for weekly scanning data. (English) Zbl 0958.62114 J. Econom. 89, No. 1-2, 293-315 (1999). MSC: 62P20 90B60 × Cite Format Result Cite Review PDF Full Text: DOI
Song, Seuck Heun A note on \(S^2\) in a linear regression model based on two-stage sampling data. (English) Zbl 0921.62085 Stat. Probab. Lett. 43, No. 2, 131-135 (1999). MSC: 62J05 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Lopes, Hedibert Freitas; Moreira, Ajax R. Bello; Schmidt, Alexandra Mello Hyperparameter estimation in forecast models. (English) Zbl 1042.62609 Comput. Stat. Data Anal. 29, No. 4, 387-410 (1999). MSC: 62M20 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
van Dijh, H. K. Some remarks on the simulation revolution in Bayesian econometric inference. (Comment to J. Geweke, Using simulation methods for Bayesian econometric models: Inference, development, and communication). (English) Zbl 0930.62108 Econom. Rev. 18, No. 1, 105-112 (1999). MSC: 62P20 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Geweke, John Using simulation methods for Bayesian econometric models: Inference, development, and communication. (With comments). (English) Zbl 0930.62105 Econom. Rev. 18, No. 1, 1-73 (1999). MSC: 62P20 65C60 62F15 65C20 × Cite Format Result Cite Review PDF Full Text: DOI
Zellner, Arnold The finite sample properties of simultaneous equations’ estimates and estimators. Bayesian and non-Bayesian approaches. (English) Zbl 0888.62119 J. Econom. 83, No. 1-2, 185-212 (1998). MSC: 62P20 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Bloemen, Hans G. Job search theory, labour supply and unemployement duration. (English) Zbl 0880.62115 J. Econom. 79, No. 2, 305-325 (1997). MSC: 62P20 91B40 × Cite Format Result Cite Review PDF Full Text: DOI
Vijverberg, Wim P. M. Monte-Carlo evaluation of multivariate normal probabilities. (English) Zbl 0880.62016 J. Econom. 76, No. 1-2, 281-307 (1997). MSC: 65C05 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Carter, R. A. L. Some small-sample properties of instrumental-variables estimators of block triangular models. (English) Zbl 0852.62096 J. Stat. Plann. Inference 50, No. 2, 207-221 (1996). MSC: 62P20 62F10 62E17 × Cite Format Result Cite Review PDF Full Text: DOI
Franses, Philip Hans The effects of seasonally adjusting a periodic autoregressive process. (English) Zbl 0875.62410 Comput. Stat. Data Anal. 19, No. 6, 683-704 (1995). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Dorfman, Jeffrey H. A numerical Bayesian test for cointegration of AR processes. (English) Zbl 0813.62096 J. Econom. 66, No. 1-2, 289-324 (1995). MSC: 62P20 65C99 62M10 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Baltagi, B. H.; Krämer, W. Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances. (English) Zbl 0825.62589 Stat. Pap. 35, No. 4, 323-328 (1994). MSC: 62J05 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Franses, Philip Hans A multivariate approach to modeling univariate seasonal time series. (English) Zbl 0825.62679 J. Econom. 63, No. 1, 133-151 (1994). MSC: 62M10 91B84 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Achcar, Jorge Alberto; Santander, Luz Amanda Melgar Use of approximate Bayesian methods for the Block and Basu bivariate exponential distribution. (English) Zbl 1446.62132 J. Ital. Stat. Soc. 2, No. 3, 233-250 (1993). MSC: 62H05 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Baltagi, B. H. Useful matrix transformations for panel data analysis: a survey. (English) Zbl 0794.62039 Stat. Hefte 34, No. 4, 281-301 (1993). MSC: 62J10 62M10 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Geweke, John; Terui, Nobuhiko Bayesian threshold autoregressive models for nonlinear time series. (English) Zbl 0779.62073 J. Time Ser. Anal. 14, No. 5, 441-454 (1993). MSC: 62M10 62F15 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Boender, C. G. E.; van Dijk, H. K. Bayes estimates of multi-criteria decision alternatives using Monte Carlo integration. (English) Zbl 0779.62005 Stat. Neerl. 47, No. 2, 127-151 (1993). MSC: 62C10 65C99 62P99 × Cite Format Result Cite Review PDF Full Text: DOI
Hop, J. Peter; van Dijk, Herman K. SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration. (English) Zbl 0753.65104 Comput. Sci. Econ. Manage. 5, No. 3, 183-220 (1992). Reviewer: J.Antoch (Praha) MSC: 65C99 65C05 65D32 62A01 × Cite Format Result Cite Review PDF Full Text: DOI
DeJong, David N. Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function. (English) Zbl 0751.62052 J. Econom. 52, No. 3, 347-370 (1992). MSC: 62P20 62M10 62F15 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Chib, Siddharta Bayes inference in the Tobit censored regression model. (English) Zbl 0742.62033 J. Econom. 51, No. 1-2, 79-99 (1992). MSC: 62F15 62J05 62P20 65C99 × Cite Format Result Cite Review PDF Full Text: DOI
Fiebig, Denzil G.; McAleer, Michael; Bartels, Robert Properties of ordinary least squares estimators in regression models with nonspherical disturbances. (English) Zbl 0755.62084 J. Econom. 54, No. 1-3, 321-334 (1992). MSC: 62P20 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Barnett, William A.; Geweke, John; Wolfe, Michael Seminonparametric Bayesian estimation of the asymptotically ideal production model. (English) Zbl 0725.62105 J. Econom. 49, No. 1-2, 5-50 (1991). MSC: 62P20 91B38 × Cite Format Result Cite Review PDF Full Text: DOI
Steel, Mark F. J. A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches. (English) Zbl 0722.62072 J. Econom. 48, No. 1-2, 83-117 (1991). MSC: 62P20 65C99 × Cite Format Result Cite Review PDF Full Text: DOI
Baltagi, Badi H.; Li, Qi A transformation that will circumvent the problem of autocorrelation in an error-component model. (English) Zbl 0735.62108 J. Econom. 48, No. 3, 385-393 (1991). MSC: 62P20 62H12 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Fong, Duncan K. H. Ranking and estimation of related means in two-way models - a Bayesian approach. (English) Zbl 0726.62041 J. Stat. Comput. Simulation 34, No. 2-3, 107-117 (1990). MSC: 62F15 62F07 62J10 × Cite Format Result Cite Review PDF Full Text: DOI
Neudecker, H.; Wesselman, A. M. The asymptotic variance matrix of the sample correlation matrix. (English) Zbl 0716.62025 Linear Algebra Appl. 127, 589-599 (1990). Reviewer: J.A.Víšek MSC: 62E20 60F05 62H10 62H20 × Cite Format Result Cite Review PDF Full Text: DOI
Magdalinos, Michael A. The classical principles of testing using instrumental variables estimates. (English) Zbl 0693.62093 J. Econom. 44, No. 3, 241-279 (1990). MSC: 62P20 62F03 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Winder, C. C. A.; Palm, F. C. Intertemporal consumer behaviour under structural changes in income (with comments and reply). (English) Zbl 0726.62183 Econom. Rev. 8, No. 1, 1-148 (1989). MSC: 62P20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Franses, Philip Hans The distance between regression models and its impact on model selection. (English) Zbl 0679.62059 Appl. Math. Comput. 34, No. 1, 1-16 (1989). MSC: 62J99 × Cite Format Result Cite Review PDF Full Text: DOI Link
van Praag, Bernard M. S.; Wesselman, Bertram M. Elliptical multivariate analysis. (English) Zbl 0669.62033 J. Econom. 41, No. 2, 189-203 (1989). MSC: 62H10 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Geweke, John Exact predictive densities for linear models with ARCH disturbances. (English) Zbl 0668.62080 J. Econom. 40, No. 1, 63-86 (1989). MSC: 62P20 62M20 65C99 × Cite Format Result Cite Review PDF Full Text: DOI
Los, C. A. The prejudices of least squares, principal components and common factors schemes. (English) Zbl 0666.62066 Comput. Math. Appl. 17, No. 8-9, 1269-1283 (1989). MSC: 62J05 62H25 × Cite Format Result Cite Review PDF Full Text: DOI
De Leeuw, Jan Multivariate analysis with linearizable regressions. (English) Zbl 0718.62139 Psychometrika 53, No. 4, 437-454 (1988). MSC: 62H25 62-07 × Cite Format Result Cite Review PDF Full Text: DOI
Oksanen, E. H. Principal components in econometrics. (English) Zbl 0696.62253 Commun. Stat., Theory Methods 17, No. 8, 2507-2532 (1988). MSC: 62H25 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Zellner, Arnold Bayesian analysis in econometrics. (English) Zbl 0685.62090 J. Econom. 37, No. 1, 27-50 (1988). Reviewer: J.K.Sengupta MSC: 62P20 62A01 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Geweke, John Antithetic acceleration of Monte Carlo integration in Bayesian inference. (English) Zbl 0667.62079 J. Econom. 38, No. 1-2, 73-89 (1988). MSC: 62P20 65C99 65B99 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Kempf, H.; Wolanowski, A. Dynamic properties of error correction models with a stochastic target series. (English) Zbl 1328.91256 Econ. Lett. 21, No. 4, 349-352 (1986). MSC: 91B84 62P20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Florens, J.-P.; Mouchart, M.; Richard, J.-F. Structural time series modeling: A Bayesian approach. (English) Zbl 0632.62109 Appl. Math. Comput. 20, 365-400 (1986). MSC: 62P20 62F15 62M10 62L10 × Cite Format Result Cite Review PDF Full Text: DOI