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Search: subject:"Marginal likelihood"
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Estimation
Marginal likelihood
71
marginal likelihood
68
Bayesian inference
55
Bayes-Statistik
51
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34
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32
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29
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importance sampling
14
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13
adaptive mixture of Student-t distributions
13
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12
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11
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11
Marginal Likelihood
11
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11
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11
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11
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11
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10
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10
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9
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19
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Fischer, Manfred M.
4
Lesage, James P.
4
Shintani, Mototsugu
3
Calero, Roberto
2
Chan, Joshua
2
Eisenstat, Eric
2
Gemma, Yasufumi
2
Griffiths, William E.
2
Hajargasht, Gholamreza
2
Kang, Kyu Ho
2
Kurozumi, Takushi
2
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2
Salcedo Cisneros, Rodrigo
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Silvapulle, Mervyn J.
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ECONIS (ZBW)
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1
Bayesian predictive distributions of oil returns using mixed data sampling volatility models
Virbickaite, Audrone
;
Nguyen, Hoang
;
Minh-Ngoc Tran
-
2023
This study explores the benefits of incorporating fat-tailed innovations, asymmetric volatility response, and an extended information set into crude oil return modeling and forecasting. To this end, we utilize standard volatility models such as Generalized Autoregressive Conditional...
Persistent link: https://www.econbiz.de/10014252427
Saved in:
2
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto
;
Rodriguez, Gabriel
;
Salcedo Cisneros, …
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273080
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3
Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Castillo B., Paul
;
Calero, Roberto
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
Saved in:
4
Trend inflation and evolving inflation dynamics : a Bayesian GMM analysis
Gemma, Yasufumi
;
Kurozumi, Takushi
;
Shintani, Mototsugu
- In:
Review of economic dynamics
51
(
2023
),
pp. 506-520
Persistent link: https://www.econbiz.de/10014471902
Saved in:
5
Network dependence in multi-indexed data on international trade flows
Lesage, James P.
;
Fischer, Manfred M.
-
2020
Persistent link: https://www.econbiz.de/10012253309
Saved in:
6
High-dimensional DSGE models : pointers on prior, estimation, comparison, and prediction
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
-
2020
Persistent link: https://www.econbiz.de/10012373015
Saved in:
7
Bayesian inference of multivariate regression models with endogenous Markov regime-switching parameters
Kim, Young Min
;
Kang, Kyu Ho
- In:
Journal of financial econometrics
20
(
2022
)
3
,
pp. 391-436
Persistent link: https://www.econbiz.de/10013349134
Saved in:
8
Quasi‐Bayesian model selection
Inoue, Atsushi
;
Shintani, Mototsugu
- In:
Quantitative economics : QE ; journal of the …
9
(
2018
)
3
,
pp. 1265-1297
In this paper, we establish the consistency of the model selection criterion based on the quasi‐
marginal
likelihood
…
Persistent link: https://www.econbiz.de/10011994684
Saved in:
9
Conventional versus network dependence panel data gravity model specifications
Lesage, James P.
;
Fischer, Manfred M.
-
2019
Persistent link: https://www.econbiz.de/10011988318
Saved in:
10
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
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