Similar Search Results - EconBiz

Efficient Bayesian inference in generalized inverse Gamma processes for stochastic volatility

Leon-Gonzalez, Roberto - 2014

Persistent link: https://www.econbiz.de/10011386376

Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility

Leon-Gonzalez, Roberto - 2015

Persistent link: https://www.econbiz.de/10012195829

Robust benefit function transfer : a Bayesian model averaging approach

Leon-Gonzalez, Roberto (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003405115

Bayesian estimation and model selection in the generalised stochastic unit root model

Yang, Fuyu; Leon-Gonzalez, Roberto - 2010

We develop Bayesian techniques for estimation and model comparison in a novel Generalised Stochastic Unit Root (GSTUR) model. This allows us to investigate the presence of a deterministic time trend in economic series, while allowing the degree of persistence to change over time. In particular...

Persistent link: https://www.econbiz.de/10003952817

Regionality revisited : an examination of the direction of spread of currency crises

Dasgupta, Amil (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003519840

Invariant inference and efficient computation in the static factor model

Chan, Joshua C. C.; Leon-Gonzalez, Roberto; Strachan, … - 2013

Persistent link: https://www.econbiz.de/10009750016

Bayesian model averaging in the instrumental variable regression model

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - In: Journal of econometrics 171 (2012) 2, pp. 237-250

Persistent link: https://www.econbiz.de/10009691152

Endogeneity and panel data in growth regressions : a bayesian model averaging approach

Leon-Gonzalez, Roberto; Montolio, Daniel - 2012

Persistent link: https://www.econbiz.de/10009618450

Bayesian inference in a time varying cointegration model

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - In: Journal of econometrics 165 (2011) 2, pp. 210-220

Persistent link: https://www.econbiz.de/10009409679

Robust determinants of growth in Asian developing economies : a Bayesian panel data model averaging approach

Leon-Gonzalez, Roberto; Vinayagathasan, Thanabalasingam - In: Journal of Asian economics 36 (2015), pp. 34-46

Persistent link: https://www.econbiz.de/10011443394

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