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~isPartOf:"Quantitative marketing and economics : QME"
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Search: subject_exact:"Bayesian inference"
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Bayes-Statistik
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Economics letters
Quantitative marketing and economics : QME
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26
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On the existence of Pareto undominated mixed-strategy Nash equilibrium in normal-form games with infinite actions
Fu, Haifeng
- In:
Economics letters
201
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012607014
Saved in:
2
Partial information disclosure in a contest
Clark, Derek J.
;
Kundu, Tapas
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607821
Saved in:
3
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
4
The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
Saved in:
5
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
6
Bayesian persuasion with cheap talk
Jain, Vasudha
- In:
Economics letters
170
(
2018
),
pp. 91-95
Persistent link: https://www.econbiz.de/10012019598
Saved in:
7
On Bayesian persuasion with multiple senders
Li, Fei
;
Norman, Peter
- In:
Economics letters
170
(
2018
),
pp. 66-70
Persistent link: https://www.econbiz.de/10012019666
Saved in:
8
On the equivalence of Bayesian and deterministic dominant strategy implementation
Arigapudi, Srinivas
- In:
Economics letters
162
(
2018
),
pp. 37-40
Persistent link: https://www.econbiz.de/10011939748
Saved in:
9
Understanding repeat playing behavior in casual games using a Bayesian data augmentation approach
Hui, Sam K.
- In:
Quantitative marketing and economics : QME
15
(
2017
)
1
,
pp. 29-55
Persistent link: https://www.econbiz.de/10011710353
Saved in:
10
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
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