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Enhanced decision support in credit scoring using Bayesian binary quantile regression
Miguéis, V. L.; Benoit, D. F.; Van den Poel, Dirk - In: Journal of the Operational Research Society : OR 64 (2013) 9, pp. 1374-1383
Persistent link: https://www.econbiz.de/10009788630
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A structural model of dense network formation
Angelo, Mele - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 3, pp. 825-850
Persistent link: https://www.econbiz.de/10011778815
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An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia; Rodriguez, Gabriel - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
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Does a financial accelerator improve forecasts during financial crises? : evidence from Japan with prediction-pooling methods
Hasumi, Ryo; Iiboshi, Hirokuni; Matsumae, Tatsuyoshi; … - In: Journal of Asian economics 60 (2019), pp. 45-68
Persistent link: https://www.econbiz.de/10012256541
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On Bayesian inference of reliability parameter in Burr-type XII model based on imprecise data : a survey on fuzzy modelling
Makhdoom, Iman; Pak, Abbas - In: Statistics in transition : an international journal of … 25 (2024) 1, pp. 125-143
such data, to extend the real numbers classically and Bayesian estimation methods to fuzzy numbers. Inference on the Burr … corresponding reliability when the available data are in the fuzzy numbers. The maximum likelihood estimation (MLE), the Bayesian …
Persistent link: https://www.econbiz.de/10015125415
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A competing Markov model for cracking prediction on civil structures
Kobayashi, K.; Kaito, K.; Lethanh, N. - In: Transportation Research Part B: Methodological 68 (2014) C, pp. 345-362
numerical solution using Bayesian estimation and Markov Chain Monte Carlo method to solve the problem of high-order integration …
Persistent link: https://www.econbiz.de/10010931646
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Evolution of monetary policy in Peru : an empirical application using a mixture innovation TVP-VAR-SV model
Portilla, Jhonatan; Rodriguez, Gabriel; Castillo B., Paul - In: CESifo economic studies : a joint initiative of the … 68 (2022) 1, pp. 98-126
Persistent link: https://www.econbiz.de/10012876576
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Evaluating monetary policy effectiveness in North Macedonia : evidence from a Bayesian FAVAR Framework
Petrovska, Magdalena; Tonovska, Jasna; Nikolov, Miso; … - 2023
This paper has adopted a Bayesian FAVAR approach to examine the monetary transmission mechanism in North Macedonia. The …
Persistent link: https://www.econbiz.de/10013549755
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Does rationality matter to the central bank?
Cha, H. E. - In: Economic research 34 (2021) 1,3, pp. 3183-3200
Persistent link: https://www.econbiz.de/10014233037
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BEMGIE : Belgian Economy in a Macro General and International Equilibrium model
De Walque, Gregory; Lejeune, Thomas; Rannenberg, Ansgar; … - 2023
oil and foreign inputs in production. The model is estimated using Bayesian econometric techniques on Belgian, euro area …
Persistent link: https://www.econbiz.de/10014233574