EconStor >

Search Results


Results 11-20 of 327.

Item hits:

DateTitle Authors
2009 Sensitivity analysis of the unconfoundedness assumption in observational studiesde Luna, Xavier / Lundin, Mathias
2005 Bayesian Inference of General Linear Restrictions on the Cointegration SpaceVillani, Mattias
2004 The Multivariate Split Normal Distribution and Asymmetric Principal Components AnalysisVillani, Mattias / Larsson, Rolf
2013 Modeling Area-Level Health RankingsCourtemanche, Charles / Soneji, Samir / Tchernis, Rusty
2007 Why bayes rules: A note on Bayesian vs. classical inference in regime switching modelsGärtner, Dennis
2002 Portfolio Choice and Estimation Risk: A Comparison of Bayesian to Heuristic ApproachesHerold, Ulf / Maurer, Raimond
2002 The ARAR error model for univariate time series and distributed lag modelsCarter, R. A. L. / Zellner, A.
2010 Adaptive hybrid Metropolis-Hastings samplers for DSGE modelsStrid, Ingvar / Giordani, Paolo / Kohn, Robert
2011 Do Experts incorporate Statistical Model Forecasts and should they?Legerstee, Rianne / Franses, Philip Hans / Paap, Richard
2012 The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust SimulationBasturk, Nalan / Hoogerheide, Lennart / Opschoor, Anne / van Dijk, Herman K.

Back 1 2 3 4 5 6 7 8 9 10 11 Next