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2. Bayesian analysis of chaos: The joint return-volatility dynamical system. (2017). Tsionas, Mike ; Michaelides, Panayotis.
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3. Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods. (2017). Dahlin, Johan ; Schon, Thomas B. ; Villani, Mattias.
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4. Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models. (2016). Lucas, Andre ; Koopman, Siem Jan ; André Lucas, ; Hoogerheide, Lennart ; István Barra, .
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5. Evolutionary Sequential Monte Carlo Samplers for Change-point Models. (2015). Dufays, Arnaud.
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6. SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING. (2015). Quiroz, Matias ; Kohn, Robert ; Villani, Mattias.
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7. Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility. (2015). Nason, James ; Mertens, Elmar.
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8. Learning, confidence, and option prices. (2015). Shaliastovich, Ivan.
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9. Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling. (2015). Nonejad, Nima.
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10. A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations. (2015). Lee, Chihoon ; Sun, Libo ; Hoeting, Jennifer A..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:84:y:2015:i:c:p:54-67.

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11. Quasi-Newton particle Metropolis-Hastings. (2015). Lindsten, Fredrik ; Schon, Thomas B. ; Dahlin, Johan .
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12. On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14. (2014). van Dijk, Herman ; Ceyhan Darendeli, Sanli ; Çakmaklı, Cem ; and Herman K. van Dijk, ; Basturk, Nalan ; Cakmakli, Cem .
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13. Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers. (2014). Johansen, Adam ; Spano, Dario ; Finke, Axel .
    In: Annals of the Institute of Statistical Mathematics.
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14. Bayesian Analysis of Bubbles in Asset Prices. (2014). Yu, Jun ; Fulop, Andras.
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15. Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility. (2014). Leon-Gonzalez, Roberto.
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16. Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility. (2014). Leon-Gonzalez, Roberto.
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17. On idiosyncratic stochasticity of financial leverage effects. (2014). Breto, Carles .
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18. Bayesian inference for nonlinear structural time series models. (2014). Hall, Jamie ; Kohn, Robert ; Pitt, Michael K..
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19. Marginal likelihood for Markov-switching and change-point GARCH models. (2014). Dufays, Arnaud ; Bauwens, Luc ; Rombouts, Jeroen V. K., .
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20. RMCMC: A system for updating Bayesian models. (2014). Gandy, Axel ; Lau, Din-Houn F..
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21. Simulation-based Bayesian inference for epidemic models. (2014). Cook, Alex R. ; McKinley, Trevelyan J. ; Deardon, Rob ; Ross, Joshua V..
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22. Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14. (2013). van Dijk, Herman ; Ceyhan Darendeli, Sanli ; Çakmaklı, Cem ; Cakmakli, Cem ; Basturk, Nalan .
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23. Using VARs and TVP-VARs with Many Macroeconomic Variables. (2013). Koop, Gary.
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24. Parametric estimation of hidden stochastic model by contrast minimization and deconvolution. (2013). el Kolei, Salima.
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25. Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering. (2013). Sarkka, Simo ; Mbalawata, Isambi ; Haario, Heikki .
    In: Computational Statistics.
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26. Assessing DSGE Model Nonlinearities. (2013). Schorfheide, Frank ; Bocola, Luigi ; Aruoba, S. Boragan.
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27. Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries. (2013). Schorfheide, Frank ; Cuba-Borda, Pablo ; Aruoba, S. Boragan.
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28. Generalized method of moments with latent variables. (2013). Ragusa, Giuseppe ; Gallant, A. ; Giacomini, Raffaella.
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29. Assessing DSGE model nonlinearities. (2013). Schorfheide, Frank ; Bocola, Luigi ; Aruoba, S. Boragan.
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30. Capturing the time-varying drivers of an epidemic using stochastic dynamical systems. (2013). Kalogeropoulos, Konstantinos ; Dureau, Joseph ; Baguelin, Marc .
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31. Advanced MCMC methods for sampling on diffusion pathspace. (2013). Kalogeropoulos, Konstantinos ; Beskos, Alexandros ; Pazos, Erik .
    In: Stochastic Processes and their Applications.
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32. Indirect Inference in fractional short-term interest rate diffusions. (2013). Laurini, Márcio ; Hotta, Luiz.
    In: Mathematics and Computers in Simulation (MATCOM).
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33. A review on estimation of stochastic differential equations for pharmacokinetic/pharmacodynamic models. (2013). Samson, Adeline ; Donnet, Sophie .
    In: Economics Papers from University Paris Dauphine.
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34. On the Particle Gibbs Sampler. (2013). Chopin, Nicolas ; Singh, Sumeetpal S..
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35. Generalized Method of Moments with Latent Variables. (2013). Ragusa, Giuseppe ; Gallant, A. ; Giacomini, Raffaella.
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36. Likelihood inference in non-linear term structure models: the importance of the lower bound. (2013). Meldrum, Andrew ; Andreasen, Martin .
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37. On idiosyncratic stochasticity of financial leverage effects. (2013). Carles Bret'o, .
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38. Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox. (2013). Nonejad, Nima.
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39. Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions. (2012). Shen, Yuan ; Opper, Manfred ; Cornford, Dan ; Archambeau, Cedric .
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40. Consumption dynamics in general equilibrium. (2012). Hall, Jamie.
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41. Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods. (2012). Strachan, Rodney.
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42. Does Basel II Pillar 3 Risk Exposure Data help to Identify Risky Banks?. (2012). Sabiwalsky, Ralf .
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43. On some properties of Markov chain Monte Carlo simulation methods based on the particle filter. (2012). Kohn, Robert ; Giordani, Paolo ; Pitt, Michael K. ; Silva, Ralph dos Santos, .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:171:y:2012:i:2:p:134-151.

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44. Direct fitting of dynamic models using integrated nested Laplace approximations — INLA. (2012). Krainski, Elias T. ; Ruiz-Crdenas, Ramiro ; Rue, Hvard.
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45. Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State. (2012). Gallant, A. ; Khwaja, Ahmed ; Hong, Han.
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46. The Empirical Implications of the Interest-Rate Lower Bound. (2012). Smith, Matthew ; Lopez-Salido, David ; Gust, Christopher .
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47. Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems. (2011). Breto, Carles ; Ionides, Edward L..
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:121:y:2011:i:11:p:2571-2591.

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48. Non-linear DSGE models and the optimized central difference particle filter. (2011). Andreasen, Martin.
    In: Journal of Economic Dynamics and Control.
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49. state-observation sampling and the econometrics of learning models. (2011). Calvet, Laurent ; Czellar, Veronika .
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50. A general science-based framework for dynamical spatio-temporal models. (2010). Hooten, Mevin ; Wikle, Christopher.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:19:y:2010:i:3:p:417-451.

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