Bayes Prediction Density and Regression Estimation--A Semiparametric Approach
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Bibliographic InfoArticle provided by Springer in its journal Empirical Economics.
Volume (Year): 13 (1988)
Issue (Month): 3/4 ()
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- Mark J Jensen & John M Maheu, 2008.
"Bayesian semiparametric stochastic volatility modeling,"
tecipa-314, University of Toronto, Department of Economics.
- Jensen, Mark J. & Maheu, John M., 2010. "Bayesian semiparametric stochastic volatility modeling," Journal of Econometrics, Elsevier, vol. 157(2), pages 306-316, August.
- Mark J. Jensen & John M. Maheu, 2008. "Bayesian semiparametric stochastic volatility modeling," Working Paper 2008-15, Federal Reserve Bank of Atlanta.
- Mark J. Jensen & John M. Maheu, 2009. "Bayesian Semiparametric Stochastic Volatility Modeling," Working Paper Series 23_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
- Chib, Siddhartha & Hamilton, Barton H., 2002. "Semiparametric Bayes analysis of longitudinal data treatment models," Journal of Econometrics, Elsevier, vol. 110(1), pages 67-89, September.
- Chib, Siddhartha & Greenberg, Edward, 2010. "Additive cubic spline regression with Dirichlet process mixture errors," Journal of Econometrics, Elsevier, vol. 156(2), pages 322-336, June.
- Han, Yufeng, 2012. "State uncertainty in stock markets: How big is the impact on the cost of equity?," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2575-2592.
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