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A continuous spatio-temporal model for house prices in the USA

Laurini, Márcio Poletti - In: The annals of regional science : an international … 58 (2017) 1, pp. 209-233

Persistent link: https://www.econbiz.de/10011864479

Bayesian inference applied to dynamic Nelson-Siegel model with stochastic volatility

Caldeira, João F.; Laurini, Márcio Poletti; Portugal, … - In: Brazilian review of econometrics : BRE ; the review of … 30 (2010) 1, pp. 123-161

Persistent link: https://www.econbiz.de/10009704732

Forecasting the term structure of interest rates using integrated nested Laplace approximations

Laurini, Márcio Poletti; Hotta, Luiz K. - In: Journal of forecasting 33 (2014) 3, pp. 214-230

Persistent link: https://www.econbiz.de/10010424830

Bayesian extensions to Diebold-Li term structure model

Laurini, Márcio Poletti; Hotta, Luiz K. - In: International review of financial analysis 19 (2010) 5, pp. 342-350

Persistent link: https://www.econbiz.de/10009272648

Multivariate stochastic volatility modeling via integrated nested laplace approximations : a multifactor extension

Nacinben, João Pedro Coli de Souza Monteneri; Laurini, … - In: Econometrics : open access journal 12 (2024) 1, pp. 1-28

This study introduces a multivariate extension to the class of stochastic volatility models, employing integrated nested Laplace approximations (INLA) for estimation. Bayesian methods for estimating stochastic volatility models through Markov Chain Monte Carlo (MCMC) can become computationally...

Persistent link: https://www.econbiz.de/10014636390