The following pages link to (Q2760416):
Displaying 48 items.
- Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969) (← links)
- Seasonality and non-linear price effects in scanner-data-based market-response models (Q277170) (← links)
- A unified approach to nonlinearity, structural change, and outliers (Q278493) (← links)
- Making the Cauchy work (Q468018) (← links)
- Bayesian model averaging in the instrumental variable regression model (Q528106) (← links)
- Why do people place lower weight on advice far from their own initial opinion? (Q553880) (← links)
- Nonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approach (Q724486) (← links)
- Efficient MCMC sampling in dynamic mixture models (Q892446) (← links)
- Improving multi-site benefit functions via Bayesian model averaging: A new approach to benefit transfer (Q933646) (← links)
- A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models (Q1023627) (← links)
- Estimation and inference for exponential smooth transition nonlinear volatility models (Q1044066) (← links)
- Bayesian estimation of smooth transition GARCH model using Gibbs sampling (Q1418604) (← links)
- Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- Price-level uncertainty and instability in the United Kingdom (Q1624022) (← links)
- Predicting the yield curve using forecast combinations (Q1659103) (← links)
- Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
- Income inequality decomposition using a finite mixture of log-normal distributions: a Bayesian approach (Q1659172) (← links)
- Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
- Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) (← links)
- Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland (Q1886291) (← links)
- The marginal likelihood of dynamic mixture models (Q1927041) (← links)
- On marginal likelihood computation in change-point models (Q1927122) (← links)
- Modelling multi-output stochastic frontiers using copulas (Q1927154) (← links)
- Bayesian multi-regime smooth transition regression with ordered categorical variables (Q1927195) (← links)
- Transfer of macroeconomic shocks in stress tests modeling (Q2067543) (← links)
- Forecasting long-term interest rates with a general-equilibrium model of the Euro area: what role for liquidity services of bonds? (Q2254286) (← links)
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
- A comparison of two model averaging techniques with an application to growth empirics (Q2630157) (← links)
- VEC-MSF models in Bayesian analysis of short- and long-run relationships (Q2691706) (← links)
- Time-varying asymmetry and tail thickness in long series of daily financial returns (Q2691782) (← links)
- Unit Roots: Bayesian Significance Test (Q2892623) (← links)
- A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series (Q3086366) (← links)
- Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space (Q3557578) (← links)
- State Space Modeling & Bayesian Inference with Computational Intelligence (Q4598028) (← links)
- Cointegration: Bayesian Significance Test (Q4648647) (← links)
- Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem (Q5080448) (← links)
- Forecast Combination and Model Averaging Using Predictive Measures (Q5292353) (← links)
- Bayesian Clustering of Many Garch Models (Q5292354) (← links)
- Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model (Q5292357) (← links)
- Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market (Q5292358) (← links)
- Bayesian inference for the mixed conditional heteroskedasticity model (Q5427676) (← links)
- Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility (Q5860935) (← links)
- We modeled long memory with just one lag! (Q6175544) (← links)
- Transmission of macroeconomic shocks to risk parameters: their uses in stress testing (Q6576845) (← links)
- Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure (Q6626285) (← links)
- A Smooth Transition Finite Mixture Model for Accommodating Unobserved Heterogeneity (Q6626333) (← links)
- Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics (Q6645242) (← links)
