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Parametric and nonparametric inference in equilibrium job search models
Koop, Gary (contributor) - 2002
Persistent link: https://www.econbiz.de/10002090101
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Least squares model averaging by prediction criterion
Xie, Tian - 2012
This paper proposes a new estimator for least squares model averaging. A model average estimator is a weighted average of common estimates obtained from a set of models. We propose computing weights by minimizing a model average prediction criterion (MAPC). We prove that the MAPC estimator is...
Persistent link: https://www.econbiz.de/10009668445
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Diversification by entry in to a new submarket?
Amisano, Gianni; Giorgetti, Maria Letizia - In: Applied economics 45 (2013) 10/12, pp. 1507-1518
Persistent link: https://www.econbiz.de/10009718365
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Semiparametric Bayesian inference in autoregressive panel data models
Hirano, Keisuke - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 2, pp. 781-799
Persistent link: https://www.econbiz.de/10001661280
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Particle learning for fat-tailed distributions
Lopes, Hedibert Freitas; Polson, Nicholas G. - In: Econometric reviews 35 (2016) 8/10, pp. 1666-1691
Persistent link: https://www.econbiz.de/10011592384
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Semiparametric Bayesian Inference in Autoregressive Panel Data Models
Hirano, Keisuke - 2002
This paper develops semiparametric Bayesian methods for inference in dynamic linear panel data models, and applies them … to longitudinal data on labor earnings from the Panel Study of Income Dynamics. We focus on characterizing not only … inference in semiparametric panel data models must solve a nonparametric deconvolution problem arising from the existence of …
Persistent link: https://www.econbiz.de/10014116320
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Parametric inference for functional information mapping
Leech, Dennis (contributor); Leech, Robert (contributor);  … - 2009
An increasing trend in functional MRI experiments involves discriminating between experimental conditions on the basis of fine-grained spatial patterns extending across many voxels. Typically, these approaches have used randomized resampling to derive inferences. Here, we introduce an analytical...
Persistent link: https://www.econbiz.de/10003866082
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Bayesian inference in the seemingly unrelated regressions model
Griffiths, William E. - In: Computer-aided econometrics, (pp. 263-290). 2003
Persistent link: https://www.econbiz.de/10002595448
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Indirect likelihood inference
Creel, Michael D.; Kristensen, Dennis - 2011
Persistent link: https://www.econbiz.de/10010374849