Pages that link to "Item:Q1126468"

The following pages link to Bayesian reduced rank regression in econometrics (Q1126468):

Displaying 50 items.

• Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (Q277157) (← links)
• Bayesian point estimation of the cointegration space (Q278200) (← links)
• Structural analysis with multivariate autoregressive index models (Q281034) (← links)
• A semi-parametric Bayesian approach to the instrumental variable problem (Q292158) (← links)
• Robust reduced-rank modeling via rank regression (Q338394) (← links)
• Bayesian inference in a time varying cointegration model (Q738080) (← links)
• Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
• Big data Bayesian linear regression and variable selection by normal-inverse-gamma summation (Q1631590) (← links)
• Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach (Q1658991) (← links)
• Sequentially adaptive Bayesian learning algorithms for inference and optimization (Q1740339) (← links)
• Bayesian compressed vector autoregressions (Q1740345) (← links)
• Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (Q1867740) (← links)
• Bayesian analysis of the error correction model (Q1886286) (← links)
• Bayesian analysis of reduced rank regression (Q1919726) (← links)
• Fiscal policy in good and bad times (Q1994192) (← links)
• Matrix factorization for multivariate time series analysis (Q2008611) (← links)
• Generalized high-dimensional trace regression via nuclear norm regularization (Q2323374) (← links)
• Bayesian sparse reduced rank multivariate regression (Q2397124) (← links)
• Corrigendum to ``Bayesian reduced rank regression in econometrics'' (Q2405911) (← links)
• Methods for computing marginal data densities from the Gibbs output (Q2440391) (← links)
• Regime-switching cointegration (Q2687854) (← links)
• Variable selection in STAR models with neighbourhood effects using genetic algorithms (Q3065556) (← links)
• Bayesian Multiple Testing for Two-Sample Multivariate Endpoints (Q3079076) (← links)
• Forecasting time-varying covariance with a robust Bayesian threshold model (Q3088162) (← links)
• Bayesian Inferences on Umbrella Orderings (Q3379256) (← links)
• Random Effects Selection in Linear Mixed Models (Q3433200) (← links)
• Bayesian Inferences in the Cox Model for Order‐Restricted Hypotheses (Q3433224) (← links)
• Selecting Factors Predictive of Heterogeneity in Multivariate Event Time Data (Q3442963) (← links)
• Bayesian Isotonic Regression and Trend Analysis (Q3442968) (← links)
• Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space (Q3557578) (← links)
• Bayesian Semiparametric Multiple Shrinkage (Q3576921) (← links)
• Carbon dioxide emissions and economic growth: A structural approach (Q4266322) (← links)
• Selection of importance weights for monte carlo estimation of normalizing constants (Q4266855) (← links)
• BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL (Q4432539) (← links)
• BINARY REGRESSION WITH A CLASS OF SKEWED<i>t</i>LINK MODELS (Q4449083) (← links)
• Bayesian inference in the triangular cointegration model using a jeffreys prior (Q4541744) (← links)
• Cointegration: Bayesian Significance Test (Q4648647) (← links)
• Bayesian assessment of dimensionality in reduced rank regression (Q4671010) (← links)
• BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION (Q4680626) (← links)
• A multivariate stochastic model with non‐stationary trend component (Q4842353) (← links)
• Invariant Inference and Efficient Computation in the Static Factor Model (Q4962447) (← links)
• Bayesian Instrumental Variables: Priors and Likelihoods (Q5080439) (← links)
• Bayesian singular value regularization via a cumulative shrinkage process (Q5093737) (← links)
• A variable selection approach to monotonic regression with Bernstein polynomials (Q5124816) (← links)
• Robust inference for generalized partially linear mixed models that account for censored responses and missing covariates – an application to Arctic data analysis (Q5130540) (← links)
• Model selection criteria for reduced rank multivariate time series: a simulation study (Q5219443) (← links)
• Priors for the Long Run (Q5231487) (← links)
• Normalization in Econometrics (Q5292349) (← links)
• Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model (Q5292357) (← links)
• Fixed and Random Effects Selection in Linear and Logistic Models (Q5434894) (← links)