Qian, Hang (2009): Bayesian Portfolio Selection with Gaussian Mixture Returns.
Qian, Hang (2009): Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data.
Qian, Hang (2010): Linear regression using both temporally aggregated and temporally disaggregated data: Revisited.
Qian, Hang (2010): Vector autoregression with varied frequency data.
Qian, Hang (2011): Bayesian inference with monotone instrumental variables.
Qian, Hang (2011): Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction.
Qian, Hang (2011): Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model.
Qian, Hang (2012): A Flexible State Space Model and its Applications.
Qian, Hang (2013): Vector Autoregression with Mixed Frequency Data.
Qian, Hang (2015): Inequality Constrained State Space Models.
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