Shawn Ni

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Intrinsic Bayesian estimation of linear time series models Statistical Theory and Related Fields	2023-03-07	Paper
Bayesian stochastic search for VAR model restrictions Journal of Econometrics	2016-06-03	Paper
A Bayesian analysis of normalized VAR models Journal of Multivariate Analysis	2014-01-13	Paper
Bayesian testing of restrictions on vector autoregressive models Journal of Statistical Planning and Inference	2012-09-18	Paper
Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search Journal of Business and Economic Statistics	2011-08-24	Paper
Price uncertainty and consumer welfare in an intertemporal setting Journal of Economic Dynamics and Control	2008-11-06	Paper
Bayesian analysis of vector-autoregressive models with noninformative priors. Journal of Statistical Planning and Inference	2004-03-14	Paper
Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models Journal of Econometrics	2003-06-09	Paper
Monetary policy and asymmetric response in default risk Economics Letters	1999-01-12	Paper
Systematic risk over various frequency bands Economics Letters	1997-02-28	Paper
Costly structural change and optimal growth Economic Theory	1995-09-04	Paper

Research outcomes over time

This page was built for person: Shawn Ni