Pages that link to "Item:Q1899236"

The following pages link to Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models (Q1899236):

Displaying 35 items.

• A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model (Q135452) (← links)
• A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (Q273640) (← links)
• Semiparametric Bayesian inference in smooth coefficient models (Q278057) (← links)
• Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies (Q451445) (← links)
• Beta-product dependent Pitman-Yor processes for Bayesian inference (Q469570) (← links)
• Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations (Q518238) (← links)
• Spatial interaction of crime incidents in Japan (Q929701) (← links)
• An algorithm to estimate time-varying parameter SURE models under different types of restriction (Q951875) (← links)
• Computational Bayesian inference for estimating the size of a finite population (Q1019923) (← links)
• Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances (Q1298424) (← links)
• Estimation and comparison of multiple change-point models (Q1305640) (← links)
• Bayes inference in regression models with ARMA\((p,q)\) errors (Q1341195) (← links)
• Bayesian analysis of compound loss distributions (Q1362061) (← links)
• Exact small-sample inference in stationary, fully regular, dynamic demand models (Q1580339) (← links)
• Nonparametric seemingly unrelated regression (Q1586549) (← links)
• Dynamic hierarchical models: an extension to matrix-variate observations. (Q1589486) (← links)
• Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model (Q1728672) (← links)
• Preliminary test estimation in system regression models in view of asymmetry (Q1729320) (← links)
• Factor investing: a Bayesian hierarchical approach (Q2155315) (← links)
• Robust Bayesian seemingly unrelated regression model (Q2319484) (← links)
• Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors (Q2323371) (← links)
• Shrinkage estimation in system regression model (Q2354733) (← links)
• Sparse seemingly unrelated regression modelling: applications in finance and econometrics (Q2445741) (← links)
• Feasible Ridge Estimator in Seemingly Unrelated Semiparametric Models (Q2876168) (← links)
• Median regression for SUR models with the same explanatory variables in each equation (Q3168309) (← links)
• Seemingly Unrelated Ridge Regression in Semiparametric Models (Q3168538) (← links)
• Modified Ridge Parameters for Seemingly Unrelated Regression Model (Q3168560) (← links)
• GIBBS SAMPLERS FOR A SET OF SEEMINGLY UNRELATED REGRESSIONS (Q3429840) (← links)
• BAYESIAN ANALYSIS OF ECONOMETRIC TIME SERIES MODELS USING HYBRID INTEGRATION RULES (Q4540704) (← links)
• Bayesian inference in a matrix normal dynamic linear model with unknown covariance matrices (Q4659551) (← links)
• Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals (Q5031692) (← links)
• A New lifetime model for multivariate survival data with a surviving fraction (Q5222333) (← links)
• Developing Ridge Parameters for SUR Model (Q5457982) (← links)
• Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+ (Q6080791) (← links)
• Seemingly unrelated regression with measurement error: estimation via Markov chain Monte Carlo and mean field variational Bayes approximation (Q6636008) (← links)