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Bayesian inference for regression copulas
Smith, Michael S.; Klein, Nadja - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 712-728
Persistent link: https://www.econbiz.de/10012587971
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Dynamic two stage modeling for category-level and brand-level purchases using potential outcome approach with bayes inference
Miyazaki, Kei; Hoshino, Takahiro; Böckenholt, Ulf - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 622-635
Persistent link: https://www.econbiz.de/10012588003
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High-dimensional macroeconomic forecasting using message passing algorithms
Korobilis, Dimitris - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 493-504
Persistent link: https://www.econbiz.de/10012499094
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Flexible mixture-amount models using multivariate Gaussian processes
Ruseckaite, Aiste; Fok, Dennis; Goos, Peter - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 257-271
Persistent link: https://www.econbiz.de/10012262461
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Poisson-driven stationary Markov models
Anzarut, Michelle; Mena, Ramsés H.; Nava, Consuelo Rubina - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 684-694
Persistent link: https://www.econbiz.de/10012249233
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Graphical network models for international financial flows
Giudici, Paolo; Spelta, A. - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 128-138
Persistent link: https://www.econbiz.de/10011691234
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Common drifting volatility in large Bayesian VARs
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
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A nonparametric Bayesian analysis of heterogenous treatment effects in digital experimentation
Taddy, Matt; Gardner, Matt; Chen, Liyun; Draper, David - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 661-672
Persistent link: https://www.econbiz.de/10011692450
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Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
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Autoregressive moving average infinite hidden Markov-switching models
Bauwens, Luc; Carpantier, Jean-François; Dufays, Arnaud - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 162-182
Persistent link: https://www.econbiz.de/10011704161