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A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets

Casarin, Roberto; Sartore, Domenico; Tronzano, Marco - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 101-114

Persistent link: https://www.econbiz.de/10011894407

Bayesian nonparametric panel Markov-switching GARCH models

Casarin, Roberto; Costantini, Mauro; Osuntuyi, Anthony - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 135-146

Persistent link: https://www.econbiz.de/10014449842

Testing the unconfoundedness assumption via inverse probability weighted estimators of (L)ATT

Donald, Stephen G.; Hsu, Yu-Chin; Lieli, Robert P. - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 3, pp. 395-415

Persistent link: https://www.econbiz.de/10010488493

Estimating conditional average treatment effects

Abrevaya, Jason; Hsu, Yu-Chin; Lieli, Robert P. - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 4, pp. 485-505

Persistent link: https://www.econbiz.de/10011403224

Estimation of the preference heterogeneity within stated choice data using semiparametric varying-coefficient methods

Hoshino, Tadao - In: Empirical economics : a journal of the Institute for … 45 (2013) 3, pp. 1129-1148

Persistent link: https://www.econbiz.de/10010222429

Counterfactual treatment effects : estimation and inference

Hsu, Yu-Chin; Lai, Tsung-Chih; Lieli, Robert P. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 240-255

Persistent link: https://www.econbiz.de/10012804104

Semiparametric spatial autoregressive models with endogenous regressors : with an application to crime data

Hoshino, Tadao - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 160-172

Persistent link: https://www.econbiz.de/10011894483

Estimating a continuous treatment model with spillovers : a control function approach

Hoshino, Tadao - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 591-602

Persistent link: https://www.econbiz.de/10015053430

Interconnections between Eurozone and US booms and busts using a Bayesian Panel Markov-Switching VAR mode

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2015

Interconnections between Eurozone and United States booms and busts and among major Eurozone economies are analyzed using a Panel Markov-Switching VAR model. The model accommodates changes in low and high data frequencies and incorporates endogenous time-varying transition matrices of...

Persistent link: https://www.econbiz.de/10011335013

Interactions between Eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2013

Persistent link: https://www.econbiz.de/10010191237