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Bayesian literature, with many variations and some preference for two versions labelled pppost and pcpred. The bootstrap method … develop: an ancillary based p-value designated panc; a special version of the Bayesian pcpred; and a bootstrap based p …. For implementation the Bayesian and likelihood procedures would perhaps require the same numerical computations, while the …
Persistent link: https://www.econbiz.de/10010905315
intervals: Delta, Fieller, estimated first derivative, bootstrapping, Bayesian and likelihood ratio. We propose interpretations … assessed by Monte Carlo; the Delta and studentized bootstrap can perform quite poorly. Of all the methods, the first derivative …
Persistent link: https://www.econbiz.de/10005574829
via Monte Carlo integration. In the application to time series models, we propose a Bayesian approach to the robust …
Persistent link: https://www.econbiz.de/10009431189
sample theoretical justifications of the semiparametric AFT model. Chapter 3 proposes a semiparametric Bayesian estimation …
Persistent link: https://www.econbiz.de/10009431218
The main objective of this PhD was to further develop Bayesian spatio-temporal models (specifically the Conditional …
Persistent link: https://www.econbiz.de/10009438128
strategy is to improve the Minnesota prior, which is frequently used for Bayesian VAR models. The improvement is achieved in …
Persistent link: https://www.econbiz.de/10009466056
Bayesian methodology it will be possible to create a comprehensive predictive model of the health burdens being faced by … contributions of this thesis is coherent incorporation of prior information into the proposed expert model. The Bayesian models were …
Persistent link: https://www.econbiz.de/10009476122
A message coming out of the recent Bayesian literature on cointegration is that it is important to elicit a prior on …
Persistent link: https://www.econbiz.de/10009448353
attention. This paper, for the first time applies a Bayesian methodology to generate disaggregate spatial forecasts of … to 25 fires per year. The application of the Bayesian forecast methodology has the potential to inform policy decisions …
Persistent link: https://www.econbiz.de/10009448825
Sungbae An and Frank Schorfheide have provided an excellent review of the main elements of Bayesian inference in … Dynamic Stochastic General Equilibrium (DSGE) models. Bayesian methods have, for reasons clearly outlined in the paper, a very … natural role to play in DSGE analysis, and the appeal of the Bayesian paradigm is indeed strongly evidenced by the flood of …
Persistent link: https://www.econbiz.de/10005511955