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Bayesian efficiency analysis through individual effects: Hospital cost frontiers, , and . Journal of Econometrics, 76 (1-2): 77--105 (00 1997)Testing for integration using evolving trend and seasonals models: A Bayesian approach, and . Journal of Econometrics, 97 (2): 261--291 (August 2000)An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates. Journal of Empirical Finance, 1 (3-4): 343--364 (July 1994)Special issue on Bayesian econometrics., , , and . Comput. Stat. Data Anal., (2016)Current developments in productivity and efficiency measurement, and . Journal of Econometrics, 126 (2): 233--240 (June 2005)Bayesian inference in models based on equilibrium search theory. Journal of Econometrics, 102 (2): 311--338 (June 2001)Learning about the across-regime correlation in switching regression models, and . Journal of Econometrics, 78 (2): 217--227 (June 1997)Impulse response analysis in nonlinear multivariate models, , and . Journal of Econometrics, 74 (1): 119--147 (September 1996)Parameter uncertainty and impulse response analysis. Journal of Econometrics, 72 (1-2): 135--149 (00 1996)Analysis of economic data. Wiley, Chichester u.a., Reprinted edition, (2004)