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On MCMC sampling in hierarchical longitudinal models., and . Stat. Comput., 9 (1): 17-26 (1999)Likelihood Inference for Discretely Observed Nonlinear Diffusions, , and . Econometrica, 69 (4): 959--993 (182 07 2001)doi: 10.1111/1468-0262.00226.Outlier detection in the state space model, and . Statistics & Probability Letters, 20 (2): 143--148 (May 27, 1994)A new definition of the predictive likelihood, , and . Statistics & Probability Letters, 5 (2): 113--118 (March 1987)Modeling and calculating the effect of treatment at baseline from panel outcomes, and . Journal of Econometrics, 140 (2): 781--801 (October 2007)Bayes prediction in regressions with elliptical errors, , and . Journal of Econometrics, 38 (3): 349--360 (July 1988)Calculating posterior distributions and modal estimates in Markov mixture models. Journal of Econometrics, 75 (1): 79--97 (November 1996)Bayes inference in the Tobit censored regression model. Journal of Econometrics, 51 (1-2): 79--99 (00 1992)Understanding the Metropolis-Hastings Algorithm, and . The American Statistician, 49 (4): 327-335 (1995)Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models, and . Journal of Econometrics, 68 (2): 339--360 (August 1995)