scientific article; zbMATH DE number 3390199
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Publication:5659019
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(only showing first 100 items - show all)- Multivariate exponential smoothing: a Bayesian forecast approach based on simulation
- Bayesian learning of graphical vector autoregressions with unequal lag-lengths
- Auxiliary mixture sampling with applications to logistic models
- Computational issues in the sequential probit model: a Monte Carlo study
- Bayesian significance testing and multiple comparisons from MCMC outputs
- Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling
- Comparison between a measurement error model and a linear model without measurement error
- Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
- A hierarchical Ornstein-Uhlenbeck model for continuous repeated measurement data
- Value-at-risk via mixture distributions reconsidered
- A naïve sticky information model of households' inflation expectations
- A Bayesian non-parametric estimate for multivariate regression
- Bayesian estimation in the two-parameter logistic model
- Comparison of alternative functional forms in production
- The statistical bias of numerically integrated statistical procedures
- Bayesian regression diagnostics with applications to international consumption and income data
- A standard error for the estimated state vector of a state-space model
- Selecting the best linear regression model. A classical approach
- Structural time series modeling: A Bayesian approach
- Explicitly infinite-dimensional Bayesian analysis of production technologies
- Likelihood and other approaches to prediction in dynamic models
- Estimateurs efficaces et densités bayésiennes impropres. (Efficient estimators and improper Bayesian densities)
- Antithetic acceleration of Monte Carlo integration in Bayesian inference
- An organizing principle for dynamic estimation
- Exact predictive densities for linear models with ARCH disturbances
- Bayes prediction in regressions with elliptical errors
- Priors for unit root models
- Bayesian reduced rank regression in econometrics
- A Bayesian approach to the empirical valuation of bond options
- On the sensitivity of unit root inference to nonlinear data transformations
- The mean squared errors of the maximum likelihood and natural-conjugate Bayes regression estimators
- On the evaluation of poly-t density functions
- Large sample estimation and testing procedures for dynamic equation systems
- A comparison of estimators for undersized samples
- Estimators without moments. The case of the reciprocal of a normal mean
- Joint estimation and testing for functional form and heteroskedasticity
- A comparison of the information and posterior probability criteria for model selection
- On the use of Bayesian composite predictors in decision analysis
- Further experience in Bayesian analysis using Monte Carlo integration
- Synthesis or selection of forecasting models
- Learning, estimation, and the stability of rational expectations
- Model occurrence and model selection in panel data sets
- Bayesian estimation of the switching regression model with autocorrelated errors
- Iterated least squares in multiperiod control
- Structural changes in time series models
- Bayesian inference for Pareto populations
- Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria
- Effects of misspecification of lag structure in certain two-variable distributed lag models
- Some applications of Anderson's inequality to some optimality criteria of the generalized least squares estimator
- A Bayesian approach to state space multivariate time series modeling
- Highest predictive density estimator in regression models
- Forecasting time series with common seasonal patterns (with discussion)
- Monte Carlo sampling procedure and Bayesian encompassing tests. Normal case
- Bayesian inferences on nonlinear functions of the parameters in linear regression
- A Bayesian alternative to parametric hypothesis testing
- The efficiency of an improved method of estimating seemingly unrelated regression equations
- Bayesian inference in error-in-variables models
- On Bayesian estimation of seemingly unrelated regressions when some observations are missing
- Rational expectations and the econometric modeling of markets subject to uncertainty. A Bayesian approach
- Discriminating between autoregressive forms. A Monte Carlo comparison of Bayesian and ad hoc methods
- A note on the information matrix of the multivariate normal distribution
- A Bayesian estimation of macro and micro CES production functions
- A note on the Bayesian estimation of Solow's distributed lag model
- Some aspects of bivariate regression subject to linear constraints
- Multicollinearity
- Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I
- A Bayesian test of a parameter shift and an application
- Bayesian regression analysis using poly-t densities
- Differencing of random walks and near random walks
- Recursions for the two-stage least-squares estimators
- Full maximum likelihood estimation of second-order autoregressive error models
- The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
- Optimal experimental design in econometrics. The time series problem
- Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II
- On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
- Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach
- On the maximum likelihood estimation of a linear structural relationship when the intercept is known
- Estimation of seemingly unrelated regression equations
- The suboptimality of composite forecasts derived from posterior probabilities
- Estimation of common coefficients in two regression equations
- Bayesian estimation of a random coefficient model
- Estimation of a non-invertible moving average process: the case of overdifferencing
- Bayes regression with autoregressive errors. A Gibbs sampling approach
- Bayesian analysis in econometrics
- Bayesian inferences for several autoregressive processes
- Bayesian inference in a simultaneous equation model with limited dependent variables
- Bayesian and non-Bayesian solutions to analysis of covariance models under heteroscedasticity
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
- Block recursion and structural vector autoregressions
- Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
- Monte Carlo inference in econometric models with symmetric stable disturbances
- Asymptotic Bayesian analysis based on a limited information estimator
- A Bayesian multidimensional scaling procedure for the spatial analysis of revealed choice data
- Risk, uncertainty, and complexity
- Maximum entropy Lorenz curves
- Bayesian marginal equivalence of elliptical regression models
- Stochastic frontier models. A Bayesian perspective
- Marginal likelihood and Bayesian approaches to the analysis of heterogeneous residual variances in mixed linear Gaussian models
- Estimation of a structural linear regression model with a known reliability ratio
- Bayes inference in regression models with ARMA\((p,q)\) errors
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