Narrow search
Showing 1 - 10 of 263
Cover Image
Policy determinants of school outcomes under model uncertainty : evidence from South Africa
Murtin, Fabrice; Laurent, Thomas; Barnard, Geoff; Janse … - In: The South African journal of economics 83 (2015) 3, pp. 317-334
Persistent link: https://www.econbiz.de/10011440023
Cover Image
Using Bayesian posterior model probabilities to identify omitted variables in spatial regression models
Lacombe, Donald J.; Lesage, James P. - In: Papers in regional science : the journal of the … 94 (2015) 2, pp. 365-383
Persistent link: https://www.econbiz.de/10011545150
Cover Image
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K.; … - In: The journal of risk model validation 9 (2015) 3, pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Cover Image
Sign restrictions, structural vector autoregressions, and useful prior information
Baumeister, Christiane; Hamilton, James D. - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 5, pp. 1963-1999
Persistent link: https://www.econbiz.de/10011417080
Cover Image
Nested models and model uncertainty
Kriwoluzky, Alexander; Stoltenberg, Christian - In: The Scandinavian journal of economics 118 (2016) 2, pp. 324-353
Persistent link: https://www.econbiz.de/10011480302
Cover Image
The quantification and aggregation of model risk : perspectives on potential approaches
Jacobs, Michael <Jr.> - In: International journal of financial engineering and risk … 2 (2015) 2, pp. 124-154
Persistent link: https://www.econbiz.de/10011527495
Cover Image
Price discovery under crisis : uncovering the determinant factors of prices using efficient Bayesian model selection methods
Petralias, Athanassios; Prodromídis, Pródromos-Ioánnis - In: Empirical economics : a journal of the Institute for … 49 (2015) 3, pp. 859-879
Persistent link: https://www.econbiz.de/10011377311
Cover Image
Bayesian model averaging for dynamic panels with an application to a trade gravity model
Chen, Huigang; Mirestean, Alin; Tsangarides, Charalambos G. - In: Econometric reviews 37 (2018) 6/10, pp. 777-805
Persistent link: https://www.econbiz.de/10012040411
Cover Image
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua - In: Econometric reviews 37 (2018) 6/10, pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Cover Image
Asset returns under model uncertainty : evidence from the Euro area, the US and the UK
Sousa, João M.; Sousa, Ricardo M. - In: Computational economics 54 (2019) 1, pp. 139-176
Persistent link: https://www.econbiz.de/10012134108