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Publications by Michael Dueker
Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate
Journal of Business and Economic Statistics
Economics
Probability
Uncertainty
Social Sciences
Statistics
Econometrics
Kalman Filtering With Truncated Normal State Variables for Bayesian Estimation of Macroeconomic Models
Economics Letters
Economics
Finance
Econometrics
Related publications
Bayesian Inference for Double Seasonal Moving Average Models: A Gibbs Sampling Approach
Pakistan Journal of Statistics and Operation Research
Statistics
Probability
Uncertainty
Simulation
Management Science
Modeling
Operations Research
Estimating (Markov-Switching) VAR Models Without Gibbs Sampling: A Sequential Monte Carlo Approach
Finance and Economics Discussion Series
A Set of Ternary Time Series Forecasting Models Based on the Difference Rate
DEStech Transactions on Computer Science and Engineering
Alcohol Messages in Prime-Time Television Series
Journal of Consumer Affairs
Economics
Sociology
Econometrics
Political Science
Finance
Uncertainty in Bus Arrival Time Predictions: Treating Heteroscedasticity With a Metamodel Approach
IEEE Transactions on Intelligent Transportation Systems
Automotive Engineering
Computer Science Applications
Mechanical Engineering
A Markov Chain Monte Carlo With Gibbs Sampling Approach to Anisotropic Receiver Function Forward Modeling
Geophysical Journal International
Petrology
Geochemistry
Geophysics
What Can Price Volatility Tell Us About Market Efficiency? Conditional Heteroscedasticity in Historical Commodity Price Series
Cliometrica
Economics
Econometrics
History
Predicting Upcoming Glucose Levels in Patients With Type 1 Diabetes Using a Generalized Autoregressive Conditional Heteroscedasticity Modelling Approach
International Journal of Statistics in Medical Research
Analytical Approach to Calculate Rate of Bank Erosion
Journal of Hydraulic Engineering
Civil
Water Science
Technology
Mechanical Engineering
Structural Engineering
