Bayesian reconciliation of return predictability
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 2119080 (Why is no real title available?)
- scientific article; zbMATH DE number 775283 (Why is no real title available?)
- A Bayesian analysis of the unit root in real exchange rates
- Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models
- Automatic Lag Selection in Covariance Matrix Estimation
- Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
- Bayesian Instrumental Variables: Priors and Likelihoods
- Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior
- Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank
- Bayesian analysis of instrumental variable models: acceptance-rejection within direct Monte Carlo
- Bayesian near-boundary analysis in basic macroeconomic time-series models☆
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Economic Predictions With Big Data: The Illusion of Sparsity
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Hierarchical shrinkage priors for regression models
- NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
- On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
- Predictable returns and asset allocation: should a skeptical investor time the market?
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- The Effect of the First Observation in Regression Models with First-Order Autoregressive Disturbances
- The Weighted Likelihood Ratio, Sharp Hypotheses about Chances, the Order of a Markov Chain
- What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio
This page was built for publication: Bayesian reconciliation of return predictability
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6645244)
