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type:"article"
~person:"Lubrano, Michel"
~person:"Zhang, Xinyu"
~subject:"1997-2004"
~subject:"Bayesian inference"
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Search: subject_exact:"Bayes rule"
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1997-2004
Bayesian inference
Bayes-Statistik
24
Modellierung
12
Scientific modelling
12
Theorie
10
Theory
10
Estimation theory
9
Model averaging
9
Schätztheorie
9
Estimation
8
Schätzung
8
Asymptotic optimality
6
Forecasting model
5
Prognoseverfahren
5
Time series analysis
5
Zeitreihenanalyse
5
USA
4
United States
4
Consistency
3
1992-2009
2
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Einkommensverteilung
2
Income distribution
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Lohnstruktur
2
Mallows model averaging
2
Prediction
2
Wage structure
2
1934-1999
1
1986-1996
1
Academic market
1
Aggregate consumption function
1
Aktienindex
1
Armut
1
Asymptotic normality
1
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Undetermined
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20
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4
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English
23
French
1
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Lubrano, Michel
Zhang, Xinyu
Tsionas, Efthymios G.
73
Koop, Gary
48
Gupta, Rangan
33
Schorfheide, Frank
29
Assaf, A. Georges
28
Allenby, Greg M.
23
Chan, Joshua
23
Huber, Florian
23
Ravazzolo, Francesco
23
Dijk, Herman K. van
21
Österholm, Pär
21
Lesage, James P.
20
Casarin, Roberto
19
Crespo Cuaresma, Jesús
19
Geweke, John
18
Korobilis, Dimitris
17
Caraiani, Petre
16
Gallant, A. Ronald
16
Tobias, Justin L.
16
Poon, Aubrey
15
Bauwens, Luc
14
Carriero, Andrea
14
Feldkircher, Martin
14
Marcellino, Massimiliano
14
Otter, Thomas
14
Strachan, Rodney W.
14
Havránek, Tomáš
13
Li, Yong
13
Canova, Fabio
12
Steel, Mark F. J.
12
Billio, Monica
11
Chen, Cathy W. S.
11
Frühwirth-Schnatter, Sylvia
11
Bradlow, Eric T.
10
Griffiths, William E.
10
Hoogerheide, Lennart
10
Kang, Kyu Ho
10
Moeltner, Klaus
10
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Journal of econometrics
8
Economics letters
3
Econometric reviews
2
Journal of economic inequality
2
Economic well-being and inequality : papers from the fifth ECINEQ meeting
1
Economics beyond the millennium
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
L' Actualité économique : revue trimest.
1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
Poverty, inequality and shocks
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The econometrics journal
1
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ECONIS (ZBW)
24
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1
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
2
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
3
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
4
Bayesian inference for parametric growth incidence curves
Fourrier-Nicolaï, Edwin
;
Lubrano, Michel
- In:
Poverty, inequality and shocks
,
(pp. 31-55)
.
2022
Persistent link: https://www.econbiz.de/10013188789
Saved in:
5
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
6
Model averaging prediction for time series models with a diverging number of parameters
Liao, Jun
;
Zou, Guohua
;
Gao, Yan
;
Zhang, Xinyu
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 190-221
Persistent link: https://www.econbiz.de/10012619966
Saved in:
7
Bayesian inference for TIP curves: an application to child poverty in Germany
Fourrier-Nicolaï, Edwin
;
Lubrano, Michel
- In:
Journal of economic inequality
18
(
2020
)
1
,
pp. 91-111
Persistent link: https://www.econbiz.de/10012226636
Saved in:
8
A Bayesian look at American academic wages : from wage dispersion to wage compression
Benzidia, Majda
;
Lubrano, Michel
- In:
Journal of economic inequality
18
(
2020
)
2
,
pp. 213-238
Persistent link: https://www.econbiz.de/10012226666
Saved in:
9
Model averaging based on leave-subject-out cross-validation for vector autoregressions
Liao, Jun
;
Zong, Xianpeng
;
Zhang, Xinyu
;
Zou, Guohua
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 35-60
Persistent link: https://www.econbiz.de/10012302513
Saved in:
10
Spatial weights matrix selection and model averaging for spatial autoregressive models
Zhang, Xinyu
;
Yu, Jihai
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011974585
Saved in:
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