Pages that link to "Item:Q1260673"

The following pages link to Bayes regression with autoregressive errors. A Gibbs sampling approach (Q1260673):

Displaying 18 items.

• Estimation and properties of a time-varying GQARCH(1,1)-M model (Q642451) (← links)
• On time series with randomized unit root and randomized seasonal unit root (Q951936) (← links)
• Calculating posterior distributions and modal estimates in Markov mixture models (Q1126462) (← links)
• A Gibbs sampling approach to estimation and prediction of time-varying-parameter models. (Q1129248) (← links)
• Business cycle durations (Q1298429) (← links)
• Bayesian prediction in growth-curve models with correlated errors (Q1302061) (← links)
• Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
• Bayes inference in regression models with ARMA\((p,q)\) errors (Q1341195) (← links)
• Nonlinearities, smoothing and countercyclical monetary policy (Q1624114) (← links)
• The deductive phase of statistical analysis via predictive simulations: Test, validation and control of a linear model with autocorrelated errors representing a food process (Q1878837) (← links)
• Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models (Q1899236) (← links)
• A comparison of estimators for regression models with change points (Q1927289) (← links)
• Effects of prior distributions: an application to piped water demand (Q1994021) (← links)
• Dynamic Bayesian analysis for irregularly and incompletely observed contingency tables (Q2512642) (← links)
• Bayesian estimation of an autoregressive model using Markov chain Monte Carlo (Q2565039) (← links)
• On goodness of fit for time series regression models (Q2746331) (← links)
• Therapeutic Hypothermia: Quantification of the Transition of Core Body Temperature Using the Flexible Mixture Bent-Cable Model for Longitudinal Data (Q2803536) (← links)
• (Q5011427) (← links)