Author of the publication

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Recent advances in Bayesian econometrics, , and . Journal of Econometrics, 123 (2): 197--199 (December 2004)Bayesian analysis of switching regression models. Journal of Econometrics, 29 (1-2): 69--95 (00 1985)Density inference for ranking European research systems in the field of economics, and . Journal of Econometrics, 123 (2): 345--369 (December 2004)A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models, and . Computational Statistics & Data Analysis, 52 (6): 2945--2965 (Feb 20, 2008)Testing for unit roots in a Bayesian framework. Journal of Econometrics, 69 (1): 81--109 (September 1995)Editors' introduction Bayesian and classical econometric modeling of time series, and . Journal of Econometrics, 69 (1): 1--4 (September 1995)Unit roots tests and SARIMA models, and . Economics Letters, 50 (2): 147--154 (February 1996)Some aspects of prior elicitation problems in disequilibrium models. Journal of Econometrics, 29 (1-2): 165--172 (00 1985)Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market, and . Econometric Reviews, 26 (2): 469--486 (2007)Bayesian option pricing using asymmetric GARCH models, and . Journal of Empirical Finance, 9 (3): 321--342 (August 2002)