Transdimensional Markov Chains: A Decade of Progress and Future Perspectives
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Cited by:
- Michael D. Bauer, 2018.
"Restrictions on Risk Prices in Dynamic Term Structure Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(2), pages 196-211, April.
- Michael D. Bauer, 2011. "Restrictions on Risk Prices in Dynamic Term Structure Models," Working Paper Series 2011-03, Federal Reserve Bank of San Francisco.
- Michael D. Bauer, 2015. "Restrictions on Risk Prices in Dynamic Term Structure Models," CESifo Working Paper Series 5241, CESifo.
- Iliopoulos, G. & Kateri, M. & Ntzoufras, I., 2007. "Bayesian estimation of unrestricted and order-restricted association models for a two-way contingency table," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4643-4655, May.
- Cheng, Tingting & Jiang, Shan & Zhao, Albert Bo & Jia, Zhimin, 2023. "Complete subset averaging methods in corporate bond return prediction," Finance Research Letters, Elsevier, vol. 54(C).
- Tenan, Simone & O’Hara, Robert B. & Hendriks, Iris & Tavecchia, Giacomo, 2014. "Bayesian model selection: The steepest mountain to climb," Ecological Modelling, Elsevier, vol. 283(C), pages 62-69.
- N. Friel & A. N. Pettitt, 2008. "Marginal likelihood estimation via power posteriors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(3), pages 589-607, July.
- Ntzoufras, Ioannis & Tarantola, Claudia, 2013. "Conjugate and conditional conjugate Bayesian analysis of discrete graphical models of marginal independence," Computational Statistics & Data Analysis, Elsevier, vol. 66(C), pages 161-177.
- Ioannis Ntzoufras & Claudia Tarantola, 2012. "Conjugate and Conditional Conjugate Bayesian Analysis of Discrete Graphical Models of Marginal Independence," Quaderni di Dipartimento 178, University of Pavia, Department of Economics and Quantitative Methods.
- Komárek, Arnost, 2009. "A new R package for Bayesian estimation of multivariate normal mixtures allowing for selection of the number of components and interval-censored data," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 3932-3947, October.
- Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2013.
"Complete subset regressions,"
Journal of Econometrics, Elsevier, vol. 177(2), pages 357-373.
- Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2013. "Complete subset regressions," University of California at San Diego, Economics Working Paper Series qt1st3n7z7, Department of Economics, UC San Diego.
- S. A. Sisson & Y. Fan, 2009. "Towards automating model selection for a mark–recapture–recovery analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(2), pages 247-266, May.
- Chen, Langnan & Luo, Jiawen & Liu, Hao, 2013. "The determinants of liquidity with G-RJMCMC-VS model: Evidence from China," Economic Modelling, Elsevier, vol. 35(C), pages 192-198.
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