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ECONIS (ZBW)
55
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1
Determinants of Long-Term Growth : A
Bayesian
Averaging of Classical Estimates (BACE) Approach
Doppelhofer, Gernot
-
2000
novel approach,
Bayesian
Averaging of Classical Estimates (BACE), which constructs estimates as a weighted average of OLS …
Bayesian
grounds in a way similar to the well-known Schwarz criterion. Of 32 explanatory variables we find 11 to be robustly …
Persistent link: https://www.econbiz.de/10012471000
Saved in:
2
Predictive Regressions
Stambaugh, Robert F.
-
1999
substantially from the standard regression setting.
Bayesian
posterior distributions for the regression parameters are obtained …
Persistent link: https://www.econbiz.de/10012471691
Saved in:
3
Bayesian
Performance Evaluation
Baks, Klaas
-
1999
This paper proposes a
Bayesian
method of performance evaluation for investment managers. We begin with a flexible set …
Persistent link: https://www.econbiz.de/10012471727
Saved in:
4
Reinforcing RCTs with Multiple Priors while Learning about External Validity
Finan, Frederico S.
;
Pouzo, Demian
-
National Bureau of Economic Research
-
2022
formalize this problem using a multi-prior
Bayesian
approach that maps each source to a
Bayesian
model. These models are …
Persistent link: https://www.econbiz.de/10012938725
Saved in:
5
Bayesian
Learning
Baley, Isaac
;
Veldkamp, Laura
-
National Bureau of Economic Research
-
2021
We survey work using
Bayesian
learning in macroeconomics, highlighting common themes and new directions. First, we …
Persistent link: https://www.econbiz.de/10012660016
Saved in:
6
Bayesian
Persuasion with Lie Detection
Ederer, Florian
;
Min, Weicheng
-
National Bureau of Economic Research
-
2022
model of
Bayesian
persuasion in which the Receiver can detect lies with positive probability. We show that the Sender lies …
Persistent link: https://www.econbiz.de/10013210093
Saved in:
7
Demand Analysis under Latent Choice Constraints
Agarwal, Nikhil
;
Somaini, Paulo J.
-
National Bureau of Economic Research
-
2022
Consumer choices are constrained in many markets due to either supply-side rationing or information frictions. Examples include matching markets for schools and colleges; entry-level labor markets; limited brand awareness and inattention in consumer markets; and selective admissions to...
Persistent link: https://www.econbiz.de/10013191087
Saved in:
8
Incorporating Search and Sales Information in Demand Estimation
Hortaçsu, Ali
;
Natan, Olivia R.
;
Parsley, Hayden
; …
-
National Bureau of Economic Research
-
2021
arrivals. Each of these arriving consumers then solves a standard discrete choice problem. We present a
Bayesian
IV estimation …
Persistent link: https://www.econbiz.de/10012794558
Saved in:
9
Online Estimation of DSGE Models
Cai, Michael D.
-
2020
This paper illustrates the usefulness of sequential Monte Carlo (SMC) methods in approximating DSGE model posterior distributions. We show how the tempering schedule can be chosen adaptively, document the accuracy and runtime benefits of generalized data tempering for "online" estimation (that...
Persistent link: https://www.econbiz.de/10012479349
Saved in:
10
Naive Learning with Uninformed Agents
Banerjee, Abhijit
-
2019
The DeGroot model has emerged as a credible alternative to the standard
Bayesian
model for studying learning on …
Persistent link: https://www.econbiz.de/10012479453
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