Search Results - subject:"Bayesian variable selection"

On the drivers of profitability in the banking industry in restructuring times : a Bayesian perspective

Cruz-García, Paula; Forte, Anabel; Peiró-Palomino, Jesús - In: Applied economic analysis : AEA 28 (2020) 83, pp. 111-131

Persistent link: https://www.econbiz.de/10012420506

Bayesian selection of asset pricing factors using individual stocks

Hwang, Soosung; Rubesam, Alexandre - In: Journal of financial econometrics 20 (2022) 4, pp. 716-761

Persistent link: https://www.econbiz.de/10013349152

Understanding BOXPI : industry portfolio perspectives

Kim, Myeong Hyeon; Kim, Young Min; Yang, Kisung - In: Journal of Asian economics 81 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013549934

Exchange rate predictability : a variable selection perspective

Kim, Young Min; Lee, Seojin - In: International review of economics & finance : IREF 70 (2020), pp. 117-134

Persistent link: https://www.econbiz.de/10012486776

Dynamic mixture-of-experts models for longitudinal and discrete-time survival data

Quiroz, Matias; Villani, Mattias - 2013

We propose a general class of flexible models for longitudinal data with special emphasis on discrete-time survival data. The model is a finite mixture model where the subjects are allowed to move between components through time. The time-varying probability of component memberships is modeled...

Persistent link: https://www.econbiz.de/10010320746