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Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de; Ravazzolo, Francesco; Segers, Rene; … - 2008
Persistent link: https://www.econbiz.de/10003754318
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Computational complexity and parallelization in Bayesian econometric analysis
Baştürk, Nalan; Casarin, Roberto; Ravazzolo, Francesco; … - In: Econometrics : open access journal 4 (2016) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10011504585
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Bayesian model selection for a sharp null and a diffuse alternative with econometric applications
Strachan, Rodney W. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783887
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The Oxford handbook of Bayesian econometrics
Geweke, John (ed.); Koop, Gary (contributor);  … - 2011
Persistent link: https://www.econbiz.de/10009311051
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Editors' introduction to the special issue of Econometrics reviews on Bayesian dynamic econometrics
Koop, Gary; Dijk, Herman K. van - In: Econometric reviews 26 (2007) 2, pp. 107-112
Persistent link: https://www.econbiz.de/10003509066
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On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14
Basturk, Nalan - 2014
This paper starts with a brief description of the introduction of the likelihood approach in econometrics as presented … with theoretical and applied papers, mainly consisting of <I>Journal of Econometrics</I>, <I>Journal of Business and … Economic Statistics</I> and <I>Journal of Applied Econometrics</I> which contains the large majority of high quality Bayesian …
Persistent link: https://www.econbiz.de/10013051280
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A flexible predictive density combination model for large financial data sets in regular and crisis periods
Casarin, Roberto; Ravazollo, Francesco; Grassi, Stefano; … - 2022
A flexible predictive density combination model is introduced for large financial data sets which allows for dynamic weight learning and model set incompleteness. Dimension reduction procedures allocate the large sets of predictive densities and combination weights to relatively small sets....
Persistent link: https://www.econbiz.de/10012816959
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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; … - 2022
A flexible predictive density combination is introduced for large financial data sets which allows for model set incompleteness. Dimension reduction procedures that include learning allocate the large sets of predictive densities and combination weights to relatively small subsets. Given the...
Persistent link: https://www.econbiz.de/10013332662