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Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - In: Journal of econometrics 220 (2021) 1, pp. 2-22

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Detecting biotechnology industry's earnings management using Bayesian network, principal component analysis, back propagation neural network, and decision tree

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Inference for VARs identified with sign restrictions

Granziera, Eleonora; Moon, Hyungsik Roger; Schorfheide, … - In: Quantitative economics : QE ; journal of the … 9 (2018) 3, pp. 1087-1121

There is a fast growing literature that set‐identifies structural vector autoregressions (SVARs) by imposing sign restrictions on the responses of a subset of the endogenous variables to a particular structural shock (sign‐restricted SVARs). Most methods that have been used to construct...

Persistent link: https://www.econbiz.de/10011994575

Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale

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Bayesian exploratory factor analysis

Conti, Gabriella; Frühwirth-Schnatter, Sylvia; … - In: Journal of econometrics 183 (2014) 1, pp. 31-57

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Dynamic prediction pools : an investigation of financial frictions and forecasting performance

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Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave

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