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Outlier detection in the state space model, и . Statistics & Probability Letters, 20 (2): 143--148 (27.05.1994)Likelihood Inference for Discretely Observed Nonlinear Diffusions, , и . Econometrica, 69 (4): 959--993 (182 07 2001)doi: 10.1111/1468-0262.00226.Modeling and calculating the effect of treatment at baseline from panel outcomes, и . Journal of Econometrics, 140 (2): 781--801 (октября 2007)A new definition of the predictive likelihood, , и . Statistics & Probability Letters, 5 (2): 113--118 (марта 1987)Calculating posterior distributions and modal estimates in Markov mixture models. Journal of Econometrics, 75 (1): 79--97 (ноября 1996)Bayes inference in the Tobit censored regression model. Journal of Econometrics, 51 (1-2): 79--99 (00 1992)Bayes prediction in regressions with elliptical errors, , и . Journal of Econometrics, 38 (3): 349--360 (июля 1988)Marginal likelihood from the Metropolis--Hastings output, и . Journal of the American Statistical Association, 96 (453): 270--281 (2001)Analysis of treatment response data without the joint distribution of potential outcomes. Journal of Econometrics, 140 (2): 401--412 (октября 2007)Analysis of high dimensional multivariate stochastic volatility models, , и . Journal of Econometrics, 134 (2): 341--371 (октября 2006)