Norets, Andriy; Pelenis, Justinas Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity. (English) Zbl 07557278 J. Econom. 230, No. 1, 62-82 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Norets} and \textit{J. Pelenis}, J. Econom. 230, No. 1, 62--82 (2022; Zbl 07557278) Full Text: DOI
Kleibergen, Frank; Zivot, Eric Bayesian and classical approaches to instrumental variable regression. (English) Zbl 1014.62033 J. Econom. 114, No. 1, 29-72 (2003). MSC: 62F15 62H12 62J05 PDFBibTeX XMLCite \textit{F. Kleibergen} and \textit{E. Zivot}, J. Econom. 114, No. 1, 29--72 (2003; Zbl 1014.62033) Full Text: DOI
West, Mike Inference in successive sampling discovery models. (English) Zbl 0864.62002 J. Econom. 75, No. 1, 217-238 (1996). MSC: 62D05 62F15 62P20 PDFBibTeX XMLCite \textit{M. West}, J. Econom. 75, No. 1, 217--238 (1996; Zbl 0864.62002) Full Text: DOI
Chib, Siddharta Bayes inference in the Tobit censored regression model. (English) Zbl 0742.62033 J. Econom. 51, No. 1-2, 79-99 (1992). MSC: 62F15 62J05 62P20 65C99 PDFBibTeX XMLCite \textit{S. Chib}, J. Econom. 51, No. 1--2, 79--99 (1992; Zbl 0742.62033) Full Text: DOI
Zellner, Arnold; Rossi, Peter E. Bayesian analysis of dichotomous quantal response models. (English) Zbl 0575.62092 J. Econom. 25, 365-393 (1984). MSC: 62P20 62F15 PDFBibTeX XMLCite \textit{A. Zellner} and \textit{P. E. Rossi}, J. Econom. 25, 365--393 (1984; Zbl 0575.62092) Full Text: DOI
Shamseldin, A. A.; Press, S. James Bayesian parameter and reliability estimation for a bivariate exponential distribution. Parallel sampling. (English) Zbl 0563.62080 J. Econom. 24, 363-378 (1984). Reviewer: W.J.Padgett MSC: 62N05 62F15 PDFBibTeX XMLCite \textit{A. A. Shamseldin} and \textit{S. J. Press}, J. Econom. 24, 363--378 (1984; Zbl 0563.62080) Full Text: DOI
Ohtani, Kazuhiro Bayesian estimation of the switching regression model with autocorrelated errors. (English) Zbl 0489.62032 J. Econom. 18, 251-261 (1982). MSC: 62F15 62J05 62M10 62P20 PDFBibTeX XMLCite \textit{K. Ohtani}, J. Econom. 18, 251--261 (1982; Zbl 0489.62032) Full Text: DOI