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Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland, and . Journal of Econometrics, 123 (2): 371--391 (December 2004)A Bayesian note on competing correlation structures in the dynamic linear regression model, and . Economics Letters, 40 (4): 383--388 (December 1992)A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data, and . Journal of Statistical Planning and Inference, 50 (2): 187--206 (Mar 1, 1996)Bayesian analysis of long memory and persistence using ARFIMA models, , , and . Journal of Econometrics, 76 (1-2): 149--169 (00 1997)The price-wage mechanism: An endogenous switching model, and . European Economic Review, 42 (2): 365--374 (February 1998)Stochastic frontier models : A Bayesian perspective, , , and . Journal of Econometrics, 61 (2): 273--303 (April 1994)Bayesian long-run prediction in time series models, , and . Journal of Econometrics, 69 (1): 61--80 (September 1995)Robust bayesian inference in elliptical regression models, and . Journal of Econometrics, 57 (1-3): 345--363 (00 1993)A note on Bayesian inference in a regression model with elliptical errors. Journal of Econometrics, 48 (1-2): 183--193 (00 1991)Posterior inference on the degrees of freedom parameter in multivariate-t regression models, , and . Economics Letters, 37 (4): 391--397 (December 1991)