The following pages link to (Q5659019):
Displaying 50 items.
- A Gibbs sampler for structural vector autoregressions (Q97972) (← links)
- A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model (Q135452) (← links)
- Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach (Q262768) (← links)
- Estimating variable returns to scale production frontiers with alternative stochastic assumptions (Q262771) (← links)
- Bayesian measurement of productivity and efficiency in the presence of undesirable outputs: crediting electric utilities for reducing air pollution (Q262776) (← links)
- A Bayesian approach to imposing curvature on distance functions (Q262779) (← links)
- Highly accurate likelihood analysis for the seemingly unrelated regression problem (Q262792) (← links)
- VAR forecasting under misspecification (Q265016) (← links)
- Posterior property of Student-\(t\) linear regression model using objective priors (Q274155) (← links)
- Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (Q277157) (← links)
- Seasonality and non-linear price effects in scanner-data-based market-response models (Q277170) (← links)
- Bayesian point estimation of the cointegration space (Q278200) (← links)
- Philosophy and objectives of econometrics (Q278259) (← links)
- Information measures for generalized gamma family (Q280222) (← links)
- 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 (Q280238) (← links)
- A matrix exponential spatial specification (Q280275) (← links)
- Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (Q289183) (← links)
- Testing multivariate distributions in GARCH models (Q291099) (← links)
- General hyperplane prior distributions based on geometric invariances for Bayesian multivariate linear regression (Q296386) (← links)
- Bayesian model averaging and exchange rate forecasts (Q299226) (← links)
- Tests of risk premia in linear factor models (Q302111) (← links)
- Simultaneous predictive Gaussian classifiers (Q318139) (← links)
- Using mixtures in seemingly unrelated linear regression models with non-normal errors (Q340854) (← links)
- Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative (Q356647) (← links)
- A note on a posterior approximation in a heteroscedastic model (Q373816) (← links)
- Bayesian analysis of a simple multinomial logit model (Q374749) (← links)
- Extension of the ridge regression technique to non-linear models with additive errors (Q374812) (← links)
- Decision-theoretic justifications for Bayesian hypothesis testing using credible sets (Q393602) (← links)
- Bayes and robust Bayes prediction with an application to a rainfall prediction problem (Q397213) (← links)
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions (Q406508) (← links)
- Prior influence in linear regression when the number of covariates increases to infinity (Q419147) (← links)
- Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk (Q451246) (← links)
- Trends and cycles in economic time series: a Bayesian approach (Q451267) (← links)
- Analysis of structural equation model with ignorable missing continuous and polytomous data (Q463099) (← links)
- Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
- Bayesian model averaging in the instrumental variable regression model (Q528106) (← links)
- Mixtures of \(g\)-priors for Bayesian model averaging with economic applications (Q528107) (← links)
- Asymptotic variance-covariance matrices for the linear structural model (Q537289) (← links)
- Idea of constructing an image of Bayes action (Q537410) (← links)
- Knightian decision theory and econometric inferences (Q548257) (← links)
- Effects of collinearity on information about regression coefficients (Q582782) (← links)
- Underlying probability distributions of the canonical ensemble (Q583749) (← links)
- Bayesian inference for dependent elliptical measurement error models (Q604372) (← links)
- Imposing curvature and monotonicity on flexible functional forms: an efficient regional approach (Q604914) (← links)
- Combining VAR and DSGE forecast densities (Q647655) (← links)
- Assessing heterogeneity for factor analysis model with continuous and ordinal outcomes (Q670216) (← links)
- Monte Carlo evaluation of multivariate Student's t probabilities (Q671686) (← links)
- Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates (Q685915) (← links)
- A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service (Q689432) (← links)
- A Bayesian analysis of a simultaneous equations model for insurance rate-making (Q689568) (← links)
