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Bayesian inference for generalized additive regression

Lang, Stefan - 2001

Persistent link: https://www.econbiz.de/10001649436

Semiparametric Bayesian time-space analysis of unemployment duration

Fahrmeir, Ludwig; Lang, Stefan; Wolff, Joachim; Bender, … - In: Allgemeines statistisches Archiv : AStA ; journal of … 87 (2003) 3, pp. 281-307

Persistent link: https://www.econbiz.de/10001968174

Bayesian semiparametric regression analysis of multicategorical time-space data

Fahrmeir, Ludwig; Lang, Stefan - 2000

Persistent link: https://www.econbiz.de/10001743631

Bayesian space-time analysis of health insurance data

Lang, Stefan; Kragler, Petra; Haybach, Gerhard; … - 2001

Persistent link: https://www.econbiz.de/10001744476

Semiparametric Bayesian time-space analysis of unemployment duration

Fahrmeir, Ludwig; Lang, Stefan; Bender, Stefan - 2000

Persistent link: https://www.econbiz.de/10001745518

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

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