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Parametric covariance matrix modeling in Bayesian panel regression

Salabasis, Mickael (contributor) - 2004 - [Elektronische Ressource], Rev. February 16, 2005

The full Bayesian treatment of error component models typically relies on data augmentation to produce the required … illustrated. -- Bayesian panel regression ; parametric covariance ; model selection …

Persistent link: https://www.econbiz.de/10002595455

Choosing factors in a multifactor asset pricing model : a Bayesian approach

Ericsson, Johan (contributor); Karlsson, Sune (contributor) - 2003 - [Elektronische Ressource], Rev. February 12, 2004

We use Bayesian techniques to select factors in a general multifactor asset pricing model. From a given set of 15 … models ; Bayesian model selection …

Persistent link: https://www.econbiz.de/10001746452

Confidence about inflation forecasts : tests of variance rationality

Batchelor, R. A.; Jonung, L. - 1989

Persistent link: https://www.econbiz.de/10000087688

Experto credite : three papers on experienced decision-makers

Andersson, Patric - 1998

Persistent link: https://www.econbiz.de/10000167954

Essays on exchange rates and international finance

Nessén, Marianne - 1994

Persistent link: https://www.econbiz.de/10000897134

Microbased time series analysis : comparing the technique of pooling time series and cross-sectional data with a microbased superpopulation approach

Cassel, Claes-M. - 1994

Persistent link: https://www.econbiz.de/10000898815

Microbased time series analysis : estimating the autocorrelation function using survey sampling IV

Lundquist, Peter - 1994

Persistent link: https://www.econbiz.de/10000898816

Microbased time series analysis : an efficient estimator of population parameters using AR(1)-series and auxiliary information

Cassel, Claes-M. - 1994

Persistent link: https://www.econbiz.de/10000898817

Consequences of permanent changes in child mortality on parental welfare and population density

Horn af Rantzien, Mia - 1994

Persistent link: https://www.econbiz.de/10000898821

An analysis of the Mandatory Bid Rule

Bergström, Clas; Högfeldt, Peter - 1994

Persistent link: https://www.econbiz.de/10000898990

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