Browse by Authors

31509

Qian, Hang (2009): Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data.

32634

Qian, Hang (2011): Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction.

32672

Qian, Hang (2011): Bayesian inference with monotone instrumental variables.

32686

Qian, Hang (2010): Linear regression using both temporally aggregated and temporally disaggregated data: Revisited.

32688

Qian, Hang (2009): Bayesian Portfolio Selection with Gaussian Mixture Returns.

34682

Qian, Hang (2010): Vector autoregression with varied frequency data.

35561

Qian, Hang (2011): Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model.

38455

Qian, Hang (2012): A Flexible State Space Model and its Applications.

47856

Qian, Hang (2013): Vector Autoregression with Mixed Frequency Data.

66447

Qian, Hang (2015): Inequality Constrained State Space Models.