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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
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Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: Journal of econometrics 177 (2013) 2, pp. 213-232
Persistent link: https://www.econbiz.de/10010254875
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Markov switching panel with endogenous synchronization effects
Agudze, Komla M.; Billio, Monica; Casarin, Roberto; … - In: Journal of econometrics 230 (2022) 2, pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
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Beta-product dependent Pitman–Yor processes for Bayesian inference
Bassetti, Federico; Casarin, Roberto; Leisen, Fabrizio - In: Journal of econometrics 180 (2014) 1, pp. 49-72
Persistent link: https://www.econbiz.de/10010379485
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A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - In: Journal of econometrics 237 (2023) 2,3, pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
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Bayesian nonparametric sparse VAR models
Billio, Monica; Casarin, Roberto; Rossini, Luca - In: Journal of econometrics 212 (2019) 1, pp. 97-115
Persistent link: https://www.econbiz.de/10012303895
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Bayesian dynamic tensor regression
Billio, Monica; Casarin, Roberto; Iacopini, Matteo; … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 429-439
Persistent link: https://www.econbiz.de/10014448234
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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
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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
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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