Pages that link to "Item:Q5706500"
From MaRDI portal
The following pages link to Contemporary Bayesian Econometrics and Statistics (Q5706500):
Displayed 50 items.
- A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model (Q135452) (← links)
- Bayesian tail risk interdependence using quantile regression (Q273621) (← links)
- Generalizing the standard product rule of probability theory and Bayes's theorem (Q277149) (← links)
- Seasonality and non-linear price effects in scanner-data-based market-response models (Q277170) (← links)
- Smoothly mixing regressions (Q277172) (← links)
- A unified approach to nonlinearity, structural change, and outliers (Q278493) (← links)
- Seeking ergodicity in dynamic economies (Q281412) (← links)
- Explaining individual response using aggregated data (Q295686) (← links)
- Testing the assumptions behind importance sampling (Q302094) (← links)
- On Bayesian estimation of regression models subject to uncertainty about functional constraints (Q395946) (← links)
- Endogeneity of store attributes in heterogeneous store-level sales response models (Q421087) (← links)
- Fitting observed inflation expectations (Q427991) (← links)
- Likelihood-based inference for regular functions with fractional polynomial approximations (Q472743) (← links)
- Small area estimates for the fraction of the unemployed (Q493626) (← links)
- Bayesian modeling of joint and conditional distributions (Q527950) (← links)
- On some properties of Markov chain Monte Carlo simulation methods based on the particle filter (Q528088) (← links)
- Evaluating DSGE model forecasts of comovements (Q528090) (← links)
- Confronting model misspecification in macroeconomics (Q528093) (← links)
- Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments (Q528094) (← links)
- Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
- Variable selection and functional form uncertainty in cross-country growth regressions (Q528109) (← links)
- Dynamics of fiscal financing in the United States (Q530949) (← links)
- Euro area inflation persistence in an estimated nonlinear DSGE model (Q602963) (← links)
- Inference and prediction in a multiple-structural-break model (Q737962) (← links)
- Optimal prediction pools (Q738000) (← links)
- Computational techniques for applied econometric analysis of macroeconomic and financial processes (Q1019982) (← links)
- Interpretation and inference in mixture models: simple MCMC works (Q1019984) (← links)
- Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood (Q1026360) (← links)
- Characterising economic trends by Bayesian stochastic model specification search (Q1621317) (← links)
- Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- Assessing DSGE model nonlinearities (Q1655751) (← links)
- Taking financial frictions to the data (Q1656761) (← links)
- Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting (Q1695658) (← links)
- Particle Markov chain Monte Carlo techniques of unobserved component time series models using Ox (Q1695672) (← links)
- Preliminary test estimation in system regression models in view of asymmetry (Q1729320) (← links)
- Maximum a posteriori estimators as a limit of Bayes estimators (Q1739031) (← links)
- Uncertainty quantification of stochastic simulation for black-box computer experiments (Q1739334) (← links)
- Sequentially adaptive Bayesian learning algorithms for inference and optimization (Q1740339) (← links)
- Specification tests based on MCMC output (Q1792489) (← links)
- Bayesian estimation of generalized hyperbolic skewed student GARCH models (Q1927090) (← links)
- Generalized extreme value distribution with time-dependence using the AR and MA models in state space form (Q1927108) (← links)
- Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution (Q1927148) (← links)
- Bayesian local influence for spatial autoregressive models with heteroscedasticity (Q2010803) (← links)
- A Bayesian robust chi-squared test for testing simple hypotheses (Q2024459) (← links)
- Comment on ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors'' (Q2116349) (← links)
- Importance conditional sampling for Pitman-Yor mixtures (Q2141913) (← links)
- Posterior-based Wald-type statistics for hypothesis testing (Q2155308) (← links)
- Posterior distribution of nondifferentiable functions (Q2190216) (← links)
- New results on truncated elliptical distributions (Q2231571) (← links)