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Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment. (2005). Kredler, Matthias.
In: Econometrics.
RePEc:wpa:wuwpem:0509003.

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  8. Hamilton, J. D. (1994b), Time Series Analysis, Princeton University Press.
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  9. Hayashi, F. (1982), `Tobins marginal q and average q: A neoclassical interpretation , Econometrica 50(1), 213224.

  10. Johannes, M. & Polson, N. (2005), MCMC methods for continous-time financial econometrics, in Y. Ait-Sahalia & L. P. Hansen, eds, `Handbook of Financial Econometrics, Elsevier Science, Amsterdam: North Holland.
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  11. Ljungqvist, L. & Sargent, T. J. (2004), Recursive Macroeconomic Theory, 2 edn, MIT Press, Cambridge and London.
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