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Hierarchical random effect models for coastal erosion of cliffs in the holderness coast
Furlan, Claudia - In: Statistical methods & applications : SMA ; journal of … 17 (2008) 3, pp. 335-350
Persistent link: https://www.econbiz.de/10003737675
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What causes the forecasting failure of Markov-Switching models? : A Monte Carlo study
Bessec, Marie (contributor); Bouabdallah, Othman (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10003283250
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Bayesian forecasting
Geweke, John; Whiteman, Charles H. - 2006
Persistent link: https://www.econbiz.de/10003338386
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An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den; Paap, Richard; Dijk, Dick van - 2011
Persistent link: https://www.econbiz.de/10008857052
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Robust Bayesian analysis of loss reserves data using the generalized-t distribution
Chan, Jennifer S. K.; Choy, S. T. Boris; Makov, Udi E. - 2007
Persistent link: https://www.econbiz.de/10003685206
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Forecasting the output of integrated circuit industry using a grey model improved by the Bayesian analysis
Hsu, Li-chang; Wang, Chao-hung - In: Technological forecasting & social change : an … 74 (2007) 6, pp. 843-853
Persistent link: https://www.econbiz.de/10003522994
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Bayesian inference for a periodic stochastic volatility model of intraday electricity prices
Smith, Michael Stanley - In: Statistical modelling and regression structures : …, (pp. 353-376). 2010
Persistent link: https://www.econbiz.de/10003964500
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Tailored randomized block MCMC methods with application to DSGE models
Chib, Siddhartha; Ramamurthy, Srikanth - In: Journal of econometrics 155 (2010) 1, pp. 19-38
Persistent link: https://www.econbiz.de/10003965375
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Likelihood-based analysis for dynamic factor models
Jungbacker, Borus; Koopman, Siem Jan - 2008
We present new results for the likelihood-based analysis of the dynamic factor model that possibly includes intercepts and explanatory variables. The latent factors are modelled by stochastic processes. The idiosyncratic disturbances are specified as autoregressive processes with mutually...
Persistent link: https://www.econbiz.de/10011373811
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Stock market asymmetries : a copula diffusion
Stefanova, Denitsa - 2012
Persistent link: https://www.econbiz.de/10009724340