Pages that link to "Item:Q4540704"
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The following pages link to BAYESIAN ANALYSIS OF ECONOMETRIC TIME SERIES MODELS USING HYBRID INTEGRATION RULES (Q4540704):
Displaying 9 items.
- Space-varying regression models: specifications and simulation (Q951886) (← links)
- A Bayesian approach to state space multivariate time series modeling (Q1193512) (← links)
- Hyperparameter estimation in forecast models. (Q1285504) (← links)
- Multivariate spatial regression models (Q1888332) (← links)
- A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data (Q1918157) (← links)
- Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach (Q2445737) (← links)
- Inference for the Hyperparameters of Structural Models Under Classical and Bayesian Perspectives: A Comparison Study (Q3072399) (← links)
- Comparison of sampling schemes for dynamic linear models (Q6574125) (← links)
- Kalman filtering and sequential Bayesian analysis (Q6602208) (← links)