distribution. The second shows the relevance of the adaptive mixture procedure through the Bayesian estimation of a mixture of ARCH …

This note presents the R package bayesGARCH (Ardia, 2007) which provides functions for the Bayesian estimation of the …

the 2008 Nigeria Demographic and Health Survey. Diffuse priors were assumed for modelling fixed effects, Bayesian p …

We ask whether Bayesian estimation creates a potential estimation bias as compared with standard estimation techniques … treat each in turn as the true model and create Bayesian estimates of it under priors from the true model and its false … alternative. The Bayesian estimation of macro models may thus give very misleading results by placing too much weight on prior …

This paper develops Bayesian econometric methods for posterior inference in non-parametric mixed frequency VARs using …

approach using a Bayesian MS-VAR which is net of these arbitrary components. This method allows for the consistent …

This paper develops Bayesian econometric methods for posterior inference in non-parametric mixed frequency VARs using …

We develop a dynamic Bayesian model for clickthrough and conversion probabilities of paid search advertisements. These …

)), a derivation of the Bayesian methods developed in academia, has particular practical appeal for institutional investors …