Bayesian Inference in Time Series
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- Steel, M.F.J., 1991. "Bayesian inference in time series," Other publications TiSEM 652ec120-1443-4035-9eea-9, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1991. "Bayesian inference in time series," Discussion Paper 1991-53, Tilburg University, Center for Economic Research.
References listed on IDEAS
- Geweke, John, 1989. "Bayesian Inference in Econometric Models Using Monte Carlo Integration," Econometrica, Econometric Society, vol. 57(6), pages 1317-1339, November.
- Sims, Christopher A., 1988.
"Bayesian skepticism on unit root econometrics,"
Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 463-474.
- Christopher A. Sims, 1988. "Bayesian skepticism on unit root econometrics," Discussion Paper / Institute for Empirical Macroeconomics 3, Federal Reserve Bank of Minneapolis.
- Steel, Mark F. J., 1991.
"A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches,"
Journal of Econometrics, Elsevier, vol. 48(1-2), pages 83-117.
- Steel, M.F.J., 1989. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Discussion Paper 1989-8, Tilburg University, Center for Economic Research.
- Steel, M.F.J., 1989. "A Bayesian Analysis Of Simultaneous Equation Models By Combining Recursive Analytical And Numerical Approaches," Papers 8908, Tilburg - Center for Economic Research.
- Monahan, John F., 1983. "Fully Bayesian analysis of ARMA time series models," Journal of Econometrics, Elsevier, vol. 21(3), pages 307-331, April.
- Steel, Mark F. J., 1991.
"A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches,"
Journal of Econometrics, Elsevier, vol. 48(1-2), pages 83-117.
- Steel, M.F.J., 1989. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Discussion Paper 1989-8, Tilburg University, Center for Economic Research.
- Steel, M.F.J., 1989. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Other publications TiSEM b3f4c27f-4dab-46b3-9587-6, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1991. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Other publications TiSEM 029ee64f-b5a0-4787-9f5e-0, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1989. "A Bayesian Analysis Of Simultaneous Equation Models By Combining Recursive Analytical And Numerical Approaches," Papers 8908, Tilburg - Center for Economic Research.
- Perron, Pierre, 1989.
"The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis,"
Econometrica, Econometric Society, vol. 57(6), pages 1361-1401, November.
- Perron, P, 1988. "The Great Crash, The Oil Price Shock And The Unit Root Hypothesis," Papers 338, Princeton, Department of Economics - Econometric Research Program.
- Richard, J. F. & Steel, M. F. J., 1988. "Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 7-37.
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Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 333-364, Oct.-Dec..
- Peter C.B. Phillips, 1990. "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends," Cowles Foundation Discussion Papers 950, Cowles Foundation for Research in Economics, Yale University.
- Geweke, John, 1986. "Exact Inference in the Inequality Constrained Normal Linear Regression Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 127-141, April.
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Citations
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Cited by:
- José T. A. S. Ferreira & Mark F. J. Steel, 2005.
"Modelling directional dispersion through hyperspherical log‐splines,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(4), pages 599-616, September.
- J.T.A.S. Ferreira & M.F.J. Steel, 2004. "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics 0410006, University Library of Munich, Germany.
- Emiliano Santoro, 2006. "Macroeconomic fluctuations and the firms' rate of growth distribution: evidence from UK and US quoted companies," Department of Economics Working Papers 0606, Department of Economics, University of Trento, Italia.
- Osiewalski, Jacek & Steel, Mark F. J., 1993.
"Bayesian marginal equivalence of elliptical regression models,"
Journal of Econometrics, Elsevier, vol. 59(3), pages 391-403, October.
- Osiewalski, J. & Steel, M.F.J., 1991. "Bayesian marginal equivalence of elliptical regression models," Other publications TiSEM 9ecaf734-de5e-42e4-9017-8, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Steel, M., 1991. "Bayesian Marginal Equivalence of Elliptical Regression Models," Papers 9119, Tilburg - Center for Economic Research.
- Osiewalski, J. & Steel, M.F.J., 1991. "Bayesian marginal equivalence of elliptical regression models," Discussion Paper 1991-19, Tilburg University, Center for Economic Research.
- Osiewalski, Jacek & Steel, Mark F.J., 1992. "Bayesian marginal equivalence of elliptical regression models," UC3M Working papers. Economics 10950, Universidad Carlos III de Madrid. Departamento de EconomÃa.
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