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Time-varying sparsity in dynamic regression models
Kalli, Maria; Griffin, Jim E. - In: Journal of econometrics 178 (2014) 2, pp. 779-793
Persistent link: https://www.econbiz.de/10010257660
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Bayesian modeling of joint and conditional distributions
Norets, Andriy; Pelenis, Justinas - In: Journal of econometrics 168 (2012) 2, pp. 332-346
Persistent link: https://www.econbiz.de/10009612730
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On the complex relationship between different aspects of social capital and group loan repayment
Al-Azzam, Moh’d; Parmeter, Christopher F.; Sarangi, … - In: Economic modelling 90 (2020), pp. 92-107
Persistent link: https://www.econbiz.de/10012428036
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Bayesian nonparametric vector autoregressive models
Kalli, Maria; Griffin, Jim E. - In: Journal of econometrics 203 (2018) 2, pp. 267-282
Persistent link: https://www.econbiz.de/10011974694
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Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy; Pelenis, Justinas - In: Journal of econometrics 230 (2022) 1, pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
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Semiparametric Bayesian estimation of dynamic discrete choice models
Norets, Andriy; Shimizu, Kenichi - In: Journal of econometrics 238 (2024) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10015073949