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1. Bayesian Estimation Of Dynamic Discrete Choice Models. (2006). Jain, Neelam ; Imai, Susumu ; Ching, Andrew.
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2. Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models. (2006). Martin, Gael ; Forbes, Catherine ; Strickland, Chris M.
   In: Monash Econometrics and Business Statistics Working Papers.
   RePEc:msh:ebswps:2006-22.

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3. Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models. (2006). .
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4. Public Inputs and Productivty in the Agricultural Sector: A Dynamic Dual Approach. (2005). Fulginiti, Lilyan ; Onofri, Alejandro.
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   RePEc:wpa:wuwpot:0502011.

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5. Semiparametric Bayesian inference in multiple equation models. (2005). Tobias, Justin ; Koop, Gary ; Poirier, Dale J..
   In: Journal of Applied Econometrics.
   RePEc:jae:japmet:v:20:y:2005:i:6:p:723-747.

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6. Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S.. (2005). Tchernis, Rusty ; Kramarz, Francis ; FOUGERE, DENIS ; Buchinsky, Moshe.
   In: IZA Discussion Papers.
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7. Understanding the Evolution of World Business Cycles. (2005). Otrok, Christopher ; Kose, Ayhan ; Whiteman, Charles H.
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   RePEc:imf:imfwpa:2005/211.

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8. Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models. (2005). Belaygorod, Anatoliy.
   In: Review.
   RePEc:fip:fedlrv:y:2005:i:nov:p:719-34:n:v.87no.6.

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9. Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling. (2004). Hoogerheide, Lennart F. ; KAASHOEK, Johan F..
   In: Computing in Economics and Finance 2004.
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10. Bayesian Analysis of Continuous Time Models of the Australian Short Rate. (2004). Martin, Gael ; Sanford, Andrew D..
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2004-11.

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11. Non-Markovian regime switching with endogenous states and time-varying state strengths. (2004). Chib, Siddhartha.
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    RePEc:fip:fedlwp:2004-030.

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12. Are Vector Autoregressions an Accurate Model for Dynamic Asset Allocation?. (2004). Pearanda, Francisco.
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    RePEc:cmf:wpaper:wp2004_0419.

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13. Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data.. (2003). Kaufmann, Sylvia ; Fruehwirth-Schnatter, Sylvia .
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    RePEc:onb:oenbwp:85.

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14. Input inefficiency in commercial banks: a normalized quadratic input distance approach. (2003). Marsh, Thomas ; Garrett, Thomas ; Featherstone, Allen.
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15. International Business Cycles: World, Region, and Country-Specific Factors. (2003). Whiteman, Charles ; Otrok, Christopher ; Kose, Ayhan.
    In: American Economic Review.
    RePEc:aea:aecrev:v:93:y:2003:i:4:p:1216-1239.

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16. Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices.. (2002). Wright, Jonathan ; Martin, Gael ; Forbes, Catherine.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2002-2.

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17. FROM GIBRATS LEGACY TO GIBRATS FALLACY. A BAYESIAN APPROACH TO STUDY THE GROWTH OF FIRMS. (2002). Ciccarelli, Matteo ; Cefis, Elena.
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18. Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Fernandez, Carmen.
    In: Econometrics.
    RePEc:wpa:wuwpem:9903003.

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19. Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Fernandez, Carmen.
    In: Econometrics.
    RePEc:wpa:wuwpem:0110002.

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20. Bayesian Inference for Hospital Quality in a Selection Model. (2001). Town, Robert ; Geweke, John ; Gowrisankaran, Gautam.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8497.

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21. Sample Size Requirements for Estimation in SUR Models.. (2001). Skeels, Christopher ; Griffiths, William ; Chotikapanich, Duangkamon.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:794.

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22. Bayesian Inference in the Seemingly Unrelated Regressions Models.. (2001). Griffiths, William.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:793.

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23. Estimating economic relationships subject to firm- and time-varying equality and inequality constraints. (2001). Rambaldi, Alicia ; O'Donnell, Christopher ; Doran, Howard E..
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:6:p:709-726.

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24. Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Fernandez, Carmen.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576.

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25. TESTING RESTRICTIONS IN NORMAL DATA MODELS USING GIBBS SAMPLING. (2001). Ciccarelli, Matteo.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2001-17.

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26. MCMC Based Estimation of Term Structure Models.. (2001). Mikkelsen, Peter .
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27. A Cross-Country Study on Okuns Law. (2000). Soegner, Leopold ; Stiassny, Alfred.
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28. US deficit sustainability: a new approach based on multiple endogenous breaks. (2000). Martin, Gael.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:1:p:83-105.

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29. FORECASTING AND TURNING POINT PREDICTIONS IN A BAYESIAN PANEL VAR MODEL. (2000). Ciccarelli, Matteo ; Canova, Fabio.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2000-05.

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30. Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies. (2000). Uppal, Raman ; Kogan, Leonid.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:13-00.

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31. Stock-Return Predictability and Model Uncertainty. (2000). Avramov, Doron.
    In: Rodney L. White Center for Financial Research Working Papers.
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32. Inferring Hospital Quality from Patient Discharge Records Using a Bayesian Selection Model. (2000). Town, Robert ; Gowrisankaran, Gautam.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1773.

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33. On Measuring the Welfare Cost of Business Cycles. (2000). Otrok, Christopher.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1094.

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34. A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments. (2000). Lahiri, Kajal ; Gao, Chuanming.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0230.

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35. On Measuring the Welfare Cost of Business Cycles. (1999). Otrok, Christopher.
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36. Forecasting and turning point predictions in a Bayesian panel VAR model. (1999). Ciccarelli, Matteo ; Canova, Fabio.
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37. Generalized Selection Bias and The Decomposition of Wage Differentials. (1999). Yun, Myeong-Su.
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    RePEc:iza:izadps:dp69.

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38. Estimation of Coherent Demand Systems with Many Binding Non-Negativity Constraints. (1999). Pitt, Mark ; Millimet, Daniel.
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39. MCMC Methods for Fitting and Comparing Multinomial Response Models. (1998). CHEN, YUXIN ; Chib, Siddhartha ; Greenberg, Edward.
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40. A Bayesian approach to nonlinear latent variable models using the Gibbs sampler and the metropolis-hastings algorithm. (1998). Arminger, Gerhard ; Muthen, Bengt.
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    RePEc:spr:psycho:v:63:y:1998:i:3:p:271-300.

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41. Costs of Equity Capital and Model Mispricing. (1998). Stambaugh, Robert ; Pastor, Lubos.
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42. Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data. (1998). Hasbrouck, Joel.
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43. Security Bid/Ask Dynamics with Discreteness and Clustering: Simple Strategies for Modeling and Estimation. (1998). Hasbrouck, Joel.
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44. Using simulation methods for Bayesian econometric models: inference, development, and communication. (1998). Geweke, John.
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45. Baynesian Leading Indicators: Measuring and Predicting Economic Conditions. (1996). Whiteman, Charles ; Otrok, Christopher.
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46. Stochastic volatility: likelihood inference and comparison with ARCH models.. (1996). Shephard, Neil ; Chib, Siddhartha.
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47. Hierarchical Bayes Models with Many Instrumental Variables. (1996). Imbens, Guido ; Chamberlain, Gary.
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