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Estimation of profit efficiency in the hotel industry using a Bayesian stochastic frontier model

Arbelo, Antonio; Arbelo-Pérez, Marta; Pérez-Gómez, Pilar - In: Cornell hospitality quarterly : CQ 59 (2018) 4, pp. 364-375

Persistent link: https://www.econbiz.de/10011943077

A review and empirical comparison of Bayesian and classical approaches to inference on efficiency levels in stochastic frontier models with panel data

Kim, Yangseon; Schmidt, Peter - In: Journal of productivity analysis 14 (2000) 2, pp. 91-118

Persistent link: https://www.econbiz.de/10001512661

Bayesian analysis of stochastic volatility models with levy jumps : application to risk analysis

Szerszen, Pawel J. - 2009

Persistent link: https://www.econbiz.de/10003932677

Bayesian inference in a stochastic volatility Nelson-Siegel Model

Hautsch, Nikolaus; Yang, Fuyu - 2010

In this paper, we develop and apply Bayesian inference for an extended Nelson-Siegel (1987) term structure model capturing interest rate risk. The so-called Stochastic Volatility Nelson-Siegel (SVNS) model allows for stochastic volatility in the underlying yield factors. We propose a Markov...