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Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago*
16 references·0 citing·38 second hop
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References

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  • 2009Introduction to Spatial Econometrics5,542 cited
  • 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
  • 2014Testing Weak Cross-Sectional Dependence in Large Panels2,938 cited
  • 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
  • 1988The Efficiency of the Market for Single-Family Homes1,828 cited
  • 2010Applied Spatial Econometrics: Raising the Bar1,724 cited
  • 2013Spatial Econometrics1,654 cited
  • 1994Multivariate Stochastic Variance Models1,367 cited
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  • 2015THE SLX MODEL652 cited
  • 2012MOSTLY POINTLESS SPATIAL ECONOMETRICS?*639 cited

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2003
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
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