Monte Carlo inference in econometric models with symmetric stable disturbances
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- Marco J. Lombardi, 2004. "Bayesian inference for alpha-stable distributions: a random walk MCMC approach," Econometrics Working Papers Archive wp2004_11, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Tsionas, Efthymios G., 2001. "Euro-land: any good for the European South?," Journal of Policy Modeling, Elsevier, vol. 23(1), pages 67-81, January.
- Efthymios Tsionas & George Halkos, 2000. "Posterior Analysis of Environmental Damage Evaluation in Europe," International Review of Applied Economics, Taylor & Francis Journals, vol. 14(3), pages 371-390.
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- Unnikrishnan, N.K., 2010. "Bayesian analysis for outliers in survey sampling," Computational Statistics & Data Analysis, Elsevier, vol. 54(8), pages 1962-1974, August.
- Marco J. Lombardi & Simon J. Godsill, 2004. "On-line Bayesian estimation of AR signals in symmetric alpha-stable noise," Econometrics Working Papers Archive wp2004_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
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- Tsionas, Efthymios G., 2000. "Bayesian model comparison by Markov chain simulation: Illustration using stock market data," Research in Economics, Elsevier, vol. 54(4), pages 403-416, December.
- Efthymios Tsionas, 2003. "Inflation and Productivity in Europe: An Empirical Investigation," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 30(1), pages 39-62, March.
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