12-098/III - Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo Authors: Arnold Zellner (posthumously), University of Chicago, USA; Tomohiro Ando, Keio University, Japan; Nalan Basturk, Erasmus University Rotterdam; Lennart Hoogerheide, Erasmus University Rotterdam; Herman K. van Dijk, VU University Amsterdam, and Erasmus University Rotterdam Date: September 24, 2012
12-097/III - Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model Authors: H. Peter Boswijk, University of Amsterdam; Michael Jansson, UC Berkeley; Morten Ø. Nielsen, Queen's University Date: September 21, 2012
12-096/III - The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation Authors: Nalan Basturk, Erasmus University Rotterdam; Lennart Hoogerheide, VU University Amsterdam; Anne Opschoor, Erasmus University Rotterdam; Herman K. van Dijk, EUR & VU Date: September 20, 2012