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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
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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
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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
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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
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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
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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
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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
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DSGE models with student-t errors
Chib, Siddhartha; Ramamurthy, Srikanth - In: Econometric reviews 33 (2014) 1/4, pp. 152-171
Persistent link: https://www.econbiz.de/10010358321
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Normality of posterior distribution under misspecification and nonsmoothness, and Bayes factor for Davies' problem
Yang, Minxian - In: Econometric reviews 33 (2014) 1/4, pp. 305-336
Persistent link: https://www.econbiz.de/10010360511
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A nonparametric Bayesian approach to detect the number of regimes in Markov switching models
Otranto, Edoardo; Gallo, Giampiero M. - In: Econometric reviews 21 (2002) 4, pp. 477-496
Persistent link: https://www.econbiz.de/10001718228