Computerintensive Schätzmethoden in der Ökonometrie
Ref. 3750
Références bibliographiques
Références bibliographiques
Chapitre de livre
Hartmann, P., Jin, S., Krause, A.. 1994. A Specification Language for Gibbs Sampling. Proceedings in Computational Statistics.. In: COMPSTAT 1994, Physica-Verlag, 1994.
Article de revue
Polasek, W., Krause, A.. 1994. The Hierarchical Tobit Model: A Case Study in Bayesian Computing.. In: OR-Spektrum, no. 16, p. 145-154, 1994.
Polasek, W., Krause, A.. 1993. Bayesian Regression Model with Simple Errors in Variables Structure.. In: The Statistician, no. 42, 1993, p. 571-580.
Documents non-publiés
Document
Pai, J.S., Polasek, W.. 1995. Irregularly Spaced AR and ARCH (ISAR-ARCH) models.. Mimeo, University of Basel, 1995.
Polasek, W., Kozumi, H.. 1995. The VAR-VARCH Model: A Bayesian Approach.. Mimeo, ISO-WWZ, University of Basel, 1995.
Polasek, W.. 1994. Gibbs Sampling in VAR Models with Tightness Priors.. Mimeo, University of Basel, 1994.
Polasek, W., Müller, P.. 1994. Gibbs Sampling for ARCH Models in Finance.. ISO-WWZ, University of Basel, 1994.
Polasek, W., Jin, S.. 1994. Extending the Random Level Shift AR (RL-AR) Model.. Mimeo, University of Basel, 1994.
Jin, S., Hartmann, P., Krause, A.. 1994. Gibbs Sampling in Regression Models: User's Guide Version 1.0.. ISO-WWZ, University of Basel, 1994.
Polasek, W., Jin, S.. 1994. Gibbs Sampling in VAR Models with RMinnesotaS Prior.. Mimeo, University of Basel, 1994.
Polasek, W.. 1994. Gibbs Sampling in B-VAR Models with Latent Variables.. WWZ-Discussion papers, University of Basel, 1994.
Polasek, W.. 1993. Bayesian Generalized Errors in Variables (GEIV) models for Censored Regressions.. Mimeo, University of Basel, 1993.
Polasek, W.. 1993. Bayesian Augmented ARCH models.. WWZ discussion paper, University of Basel, 1993.
Polasek, W., Krause, A.. 1993. Nonlinear Censored Regression: A Computational Bayes Approach.. Mimeo, University of Basel, 1993.
Article de conférence
Polasek, W., Jin, S.. 1994. Gibbs Sampling in AR Models with Random Walk Prior.. University of Basel, to appear in the Proceedings of the GfK1, 1994.
Polasek, W., Jin, S.. 1994. Variable Selection and Prediction in B-VAR Models.. University of Basel, to appear in the Proceedings of the Karlsruher-econometrics 95, 1994.
Polasek, W.. 1993. Multivariate Generalized Errors in Variables (GEIV) Models.. University of Basel, to appear in the Proceedings of the Gauss Symposium 1993.
Krause, A., Polasek, W.. 1992. Approaches to Tobit Models via Gibbs Sampling.. In: Computational Statistics, volume 1, proceeding of the 10th Symposium on Computational Statistics, Physica Verlag, Heidelberg, 1992.
