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Asymptotically informative prior for Bayesian analysis

Yuan, Ao; Gooijer, Jan G. de - 2011

Persistent link: https://www.econbiz.de/10010191087

Classical and Bayesian aspects of robust unit root inference

Hoek, Henk; Lucas, André; Dijk, Herman K. van - 1993

Persistent link: https://www.econbiz.de/10000151638

Dynamic factor analysis in the presence of missing data

Jungbacker, Borus; Koopman, Siem Jan; Wel, Michel van der - 2009

Persistent link: https://www.econbiz.de/10003813787

Dynamic factor analysis in the presence of missing data

Jungbacker, Borus; Koopman, Siem Jan; Wel, Michel van der - 2011

This paper concerns estimating parameters in a high-dimensional dynamic factormodel by the method of maximum likelihood. To accommodate missing data in theanalysis, we propose a new model representation for the dynamic factor model. Itallows the Kalman filter and related smoothing methods to...

Persistent link: https://www.econbiz.de/10011377572

Disentangling Covid-19, economic mobility, and containment policy shocks

Camehl, Annika; Rieth, Malte - 2021

We study the dynamic impact of Covid-19, economic mobility, and containment policy shocks. We use Bayesian panel …

Persistent link: https://www.econbiz.de/10012434050

Heterogeneous variable selection in nonlinear panel data models : a semiparametric Bayesian approach

Castelein, Anoek; Fok, Dennis; Paap, Richard - 2020

In this paper, we develop a general method for heterogeneous variable selection in Bayesian nonlinear panel data models … general nonlinear panel data models, encompassing multinomial logit and probit models, poisson and negative binomial count …

Persistent link: https://www.econbiz.de/10012427429