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DateTitle Authors
2004 The Multivariate Split Normal Distribution and Asymmetric Principal Components AnalysisVillani, Mattias / Larsson, Rolf
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.
2007 If Winning isn't Everything, why do they keep Score? A Structural Empirical Analysis of Dutch Flower Auctionsvan den Berg, Gerard J. / van der Klaauw, Bas
2010 Cost Drivers of Operation Charges and Variation over Time: An Analysis Based on Semiparametric SUR ModelsBrunauer, Wolfgang A. / Keiler, Sebastian / Lang, Stefan
2012 Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation resultsKaufmann, Sylvia / Schumacher, Christian

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