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A study on selected Bayesian and Non-Bayesian econometric estimators and model parameterisation in consumer demand analysis in Malawi
Mthindi, Gadson Bryght - 1988
Persistent link: https://www.econbiz.de/10000421218
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Modelldiagnose in der Bayesschen Inferenz
Vonthein, Reinhard - 1999
Persistent link: https://www.econbiz.de/10000683681
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Bayesian model averaging for spatial econometric models
Lesage, James P. (contributor); Parent, Olivier (contributor) - 2007
Persistent link: https://www.econbiz.de/10003732585
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Forecasting substantial data revisions in the presence of model uncertainty
Garratt, Anthony; Koop, Gary; Vahey, Shaun P. - In: The economic journal : the journal of the Royal … 118 (2008), pp. 1128-1144
Persistent link: https://www.econbiz.de/10003741511
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Evaluating CPB's published GDP growth forecasts : a comparison with individual and pooled VAR based forecasts
Elbourne, Adam; Kranendonk, Henk C.; Luginbuhl, Rob; … - 2008
Persistent link: https://www.econbiz.de/10003767628
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On the determination of general scientific models
Gallant, A. Ronald (contributor);  … - 2004 - This draft September 2004
Persistent link: https://www.econbiz.de/10003770545
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Bayesian model averaging and exchange rate forecasts
Wright, Jonathan H. - In: Journal of econometrics 146 (2008) 2, pp. 329-341
Persistent link: https://www.econbiz.de/10003782994
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Bayesian treed Gaussian process models with an application to computer modeling
Gramacy, Robert B.; Lee, Herbert K. H. - In: Journal of the American Statistical Association : JASA 103 (2008) 483, pp. 1119-1130
Persistent link: https://www.econbiz.de/10003773116
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Bayesian averaging over many dynamic model structures with evidence on the great ratios and liquidity trap risk
Strachan, Rodney W.; Dijk, Herman K. van - 2008
Persistent link: https://www.econbiz.de/10003774524
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Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
Malley, James R.; Woitek, Ulrich - 2009
This paper contributes to the on-going empirical debate regarding the role of the RBC model and in particular of technology shocks in explaining aggregate fluctuations. To this end we estimate the model's posterior density using Markov-Chain Monte-Carlo (MCMC) methods. Within this framework we...
Persistent link: https://www.econbiz.de/10003833344