Similar Search Results

Estimation of nonlinear DSGE models through Laplace based solutions

Baiaman, Elnura; Leon-Gonzalez, Roberto - 2024

Persistent link: https://www.econbiz.de/10015051301

Efficient Bayesian inference in generalized inverse Gamma processes for stochastic volatility

Leon-Gonzalez, Roberto - 2014

Persistent link: https://www.econbiz.de/10011386376

Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility

Leon-Gonzalez, Roberto - 2015

Persistent link: https://www.econbiz.de/10012195829

Improving multi-site benefit functions via Bayesian model averaging : a new approach to benefit transfer

Leon-Gonzalez, Roberto; Scarpa, Riccardo - In: Journal of environmental economics and management : … 56 (2008) 1, pp. 50-68

Persistent link: https://www.econbiz.de/10003790254

Robust benefit function transfer : a Bayesian model averaging approach

Leon-Gonzalez, Roberto (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003405115

Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy

Jochmann, Markus; Koop, Gary; Leon-Gonzalez, Roberto; … - 2009

Persistent link: https://www.econbiz.de/10008696134

Bayesian estimation and model selection in the generalised stochastic unit root model

Yang, Fuyu; Leon-Gonzalez, Roberto - 2010

We develop Bayesian techniques for estimation and model comparison in a novel Generalised Stochastic Unit Root (GSTUR) model. This allows us to investigate the presence of a deterministic time trend in economic series, while allowing the degree of persistence to change over time. In particular...

Persistent link: https://www.econbiz.de/10003952817

Dynamic probabilities of restricitons in state space models : an application to the Phillips curve

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 370-379

Persistent link: https://www.econbiz.de/10008736206

Regionality revisited : an examination of the direction of spread of currency crises

Dasgupta, Amil (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003519840

Time varying dimension models

Chan, Joshua C. C.; Koop, Gary; Leon-Gonzalez, Roberto; … - 2010

Persistent link: https://www.econbiz.de/10008657953