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Comparisons of frequentist and Bayesian inferences for interval estimation on process yield
Wu, Chien-wei; Shu, Ming-Hung; Huang, Ting-Ying; Hsu, Bi-Min - In: Journal of the Operational Research Society 73 (2022) 12, pp. 2694-2705
Persistent link: https://www.econbiz.de/10013533319
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Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua; Gao, Jiti; Peng, Bin; Yan, Yayi - 2024
Persistent link: https://www.econbiz.de/10014534139
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An emotional learning-neuro-fuzzy inference approach for optimum training and forecasting of gas consumption estimation models with cognitive data
Azadeh, Mohammad Ali; Asadzadeh, Seyed Mohammad; … - In: Technological forecasting & social change : an … 91 (2015), pp. 47-63
Persistent link: https://www.econbiz.de/10011317278
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Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni; Dufays, Arnaud - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 5, pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
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Estimation and properties of a time-varying EGARCH(1,1) in mean model
Anyfantaki, Sofia; Dēmos, Antōnēs A. - In: Econometric reviews 35 (2016) 1/4, pp. 293-310
Persistent link: https://www.econbiz.de/10011549930
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Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros; Titsias, Michalis K.; Petrova, Katerina - In: Journal of econometrics 232 (2023) 2, pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
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Bayesian inference for latent factor copulas and application to financial risk forecasting
Schamberger, Benedikt; Gruber, Lutz F.; Czado, Claudia - In: Econometrics : open access journal 5 (2017) 2, pp. 1-23
posterior simulation: Gibbs sampling enables application to Bayesian problems, while ARMS is an adaptive strategy that replaces … traditional Metropolis-Hastings updates, which typically require careful tuning. Our simulation study shows favorable performance …
Persistent link: https://www.econbiz.de/10011654443
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An adversarial approach to structural estimation
Kaji, Tetsuya; Manresa, Elena; Pouliot, Guillaume - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 6, pp. 2041-2063
Persistent link: https://www.econbiz.de/10014438258
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A generalized counterfactual approach to decomposing differences between populations
Sudharsanan, Nikkil; Bijlsma, Maarten J. - 2019
Persistent link: https://www.econbiz.de/10011979415
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Estimating macro models and the potentially misleading nature of Bayesian estimation
Meenagh, David; Minford, Patrick; Wickens, Michael R. - 2021
We ask whether Bayesian estimation creates a potential estimation bias as compared with standard estimation techniques based on the data, such as maximum likelihood or indirect estimation. We investigate this with a Monte Carlo experiment in which the true version of a New Keynesian model may...
Persistent link: https://www.econbiz.de/10012624789