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A Bayesian mixed logit-probit model for multinomial choice

Burda, Martin; Harding, Matthew; Hausman, Jerry - 2008

In this paper we introduce a new flexible mixed model for multinomial discrete choice where the key individual- and alternative-specific parameters of interest are allowed to follow an assumptionfree nonparametric density specification while other alternative-specific coefficients are assumed to...

Persistent link: https://www.econbiz.de/10010288443

Partial identification of average treatment effects on the treated through difference-in-differences

Fan, Yanqin; Manzanares, Carlos A. - In: Econometric reviews 36 (2017) 6/9, pp. 1057-1080

Persistent link: https://www.econbiz.de/10011795566

Bayesian approaches to nonparametric estimation of densities on the unit interval

Li, Song; Silvapulle, Mervyn J.; Silvapulle, Paramsothy; … - In: Econometric reviews 34 (2015) 1/5, pp. 394-412

Persistent link: https://www.econbiz.de/10011373275

On some optimal Bayesian nonparametric rules for estimating distribution functions

Ruggeri, Fabrizio - In: Econometric reviews 33 (2014) 1/4, pp. 289-304

Persistent link: https://www.econbiz.de/10010359801

Pairwise likelihood inference for general state space models

Varin, Cristiano; Vidoni, Paolo - In: Econometric reviews 28 (2009) 1/3, pp. 170-185

Persistent link: https://www.econbiz.de/10003800719

Point and Density Forecasts for the Euro Area Using Bayesian VARs

Berg, Tim Oliver - 2014

shows the opposite pattern; (c) BFAVARs perform well under both evaluation criteria; (d) choosing the degree of shrinkage …

Persistent link: https://www.econbiz.de/10013055383

Particle learning for fat-tailed distributions

Lopes, Hedibert Freitas; Polson, Nicholas G. - In: Econometric reviews 35 (2016) 8/10, pp. 1666-1691

Persistent link: https://www.econbiz.de/10011592384

Bayesian analysis of multivariate stochastic volatility with skew return distribution

Nakajima, Jouchi - In: Econometric reviews 36 (2017) 5, pp. 546-562

Persistent link: https://www.econbiz.de/10011795262

Uncertainty, information, and disagreement of economic forecasters

Shoja, Mehdi; Soofi, Ehsan S. - In: Econometric reviews 36 (2017) 6/9, pp. 796-817

Persistent link: https://www.econbiz.de/10011795499

Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors

Zhang, Rongmao; Li, Chenxue; Peng, Liang - In: Econometric reviews 38 (2019) 2, pp. 151-169

Persistent link: https://www.econbiz.de/10012180711