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A Bayesian approach to dynamic efficiency and productivity measurement

Skevas, Ioannis - 2016

The vast majority of the efficiency and productivity measurement literature has been based on the static viewpoint of … the firm. Few studies have developed the dynamic analog of static efficiency measurement, introducing the notions of long …-run efficiency and inefficiency persistence. However, these few existing dynamic efficiency studies have not provided any empirical …

Persistent link: https://www.econbiz.de/10012504611

Efficient bayesian inference for multivariate factor stochastic volatility models

Kastner, Gregor; Frühwirth-Schnatter, Sylvia; Lopes, … - 2016

Persistent link: https://www.econbiz.de/10011529631

Statistical risk analysis for real estate collateral valuation using Bayesian distributional and quantile regression

Razen, Alexander; Brunauer, Wolgang; Klein, Nadja; … - 2014

The Basel II framework strictly defines the conditions under which financial institutions are authorized to accept real estate as collateral in order to decrease their credit risk. A widely used concept for its valuation is the hedonic approach. It assumes, that a property can be characterized...

Persistent link: https://www.econbiz.de/10010354740

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

Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 205 (2018) 1, pp. 140-155

Persistent link: https://www.econbiz.de/10012110246

Analysing farmland rental rates using Bayesian geoadditive quantile regression

März, Alexander; Klein, Nadja; Kneib, Thomas; … - In: European review of agricultural economics : ERAE 43 (2016) 4, pp. 663-698

Persistent link: https://www.econbiz.de/10011635671

Comments on: reflections on the probability space induced by moment conditions with implications for Bayesian inference

Amengual, Dante; Sentana, Enrique - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 248-252

Persistent link: https://www.econbiz.de/10011591026

Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference

Geweke, John - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 253-257

Persistent link: https://www.econbiz.de/10011591027

Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference

Kim, Chae-yŏng - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 258-260

Persistent link: https://www.econbiz.de/10011591028

Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference

Linton, Oliver; Wu, Ruochen - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 261-264

Persistent link: https://www.econbiz.de/10011591029

Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference

Robert, Christian P. - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 265-271

Persistent link: https://www.econbiz.de/10011591030