This book reviews and develops Bayesian non-parametric and semi-parametric methods for applications in … arbitrary distributional assumptions. As more data becomes available, a natural desire to provide methods that relax these … the structure in the data while retaining desirable smoothing properties. Non-Bayesian non-parametric methods often …

This book reviews and develops Bayesian non-parametric and semi-parametric methods for applications in … arbitrary distributional assumptions. As more data becomes available, a natural desire to provide methods that relax these … the structure in the data while retaining desirable smoothing properties. Non-Bayesian non-parametric methods often …

This book reviews and develops Bayesian non-parametric and semi-parametric methods for applications in … arbitrary distributional assumptions. As more data becomes available, a natural desire to provide methods that relax these … the structure in the data while retaining desirable smoothing properties. Non-Bayesian non-parametric methods often …

series econometrics. DeJong and Dave detail methods available for solving dynamic structural models and casting solutions in …

turn to the latest journal articles to keep pace with these emerging methods of economic analysis. <i … semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing …

series econometrics. DeJong and Dave detail methods available for solving dynamic structural models and casting solutions in …

when an analysis with a representative consumer is possible, they also characterize the restrictiveness of assumptions … under which a representative household justifies a purely aggregative analysis. Based on the 2012 Gorman lectures, the …

turn to the latest journal articles to keep pace with these emerging methods of economic analysis. <i … semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing …</i> covers all the material necessary to understand and apply nonparametric methods for real-world problems. …

comprehensive book introduces readers to these emerging methods and tools of analysis. Yacine Aït-Sahalia and Jean Jacod cover the … milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial … present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the …

comprehensive book introduces readers to these emerging methods and tools of analysis. Yacine Aït-Sahalia and Jean Jacod cover the … milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial … present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the …