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Partially censored posterior for robust and efficient risk evaluation

Borowska, Agnieszka; Hoogerheide, Lennart; Koopman, Siem Jan - In: Journal of econometrics 217 (2020) 2, pp. 335-355

Persistent link: https://www.econbiz.de/10012482776

Editorial introduction on complexity and big data in economics and finance : recent developments from a Bayesian perspective

Kaufmann, Sylvia; Frühwirth-Schnatter, Sylvia; Dijk, … - In: Journal of econometrics 210 (2019) 1, pp. 1-3

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Forecast density combinations of dynamic models and data driven portfolio strategies

Baştürk, N.; Borowska, A.; Grassi, S.; Hoogerheide, … - In: Journal of econometrics 210 (2019) 1, pp. 170-186

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Interconnections between Eurozone and us booms and us busts using a Bayesian panel Markov-switching VAR model

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: Journal of applied econometrics 31 (2016) 7, pp. 1352-1370

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Combined density nowcasting in an uncertain economic environment

Aastveit, Knut Are; Ravazzolo, Francesco; Dijk, Herman … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 131-145

Persistent link: https://www.econbiz.de/10011894481

Special issue in honor of Herman van Dijk

Koop, Gary (ed.); Ravazzolo, Francesco (ed.); … - 2024

Persistent link: https://www.econbiz.de/10014632020

A flexible predictive density combination for large financial data sets in regular and crisis periods

Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - In: Journal of econometrics 237 (2023) 2,3, pp. 1-12

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The Oxford handbook of Bayesian econometrics

Geweke, John (ed.); Koop, Gary (contributor); … - 2011

This handbook is aimed at researchers and policymakers wanting to learn about Bayesian methods in specialized fields, and for graduate students seeking to make the final step from textbook learning to the research frontier. It contains contributions by leading Bayesians on the latest...

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Nonlinear impacts of international business cycles on the UK : a Bayesian smooth transition VAR approach

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Reducing the state space dimension in a large TVP-VAR

Chan, Joshua; Eisenstat, Eric; Strachan, Rodney W. - In: Journal of econometrics 218 (2020) 1, pp. 105-118

Persistent link: https://www.econbiz.de/10012482932

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