Narrow search
Showing 1 - 10 of 944
Cover Image
Multivariate spatial regression models
Gamerman, Dani; Moreira, Ajax - 2015
This paper describes the inference procedures required to perform Bayesian inference to some multivariate econometric …
Persistent link: https://www.econbiz.de/10012019328
Cover Image
Space-varying regression models : specifications and simulation
Gamerman, Dani; Moreira, Ajax; Rue, Håvard - 2015
Space-varying regression models are generalizations of standard linear models where the regression coefficients are allowed to change in space. The spatial structure is specified by a multivariate extension of pairwise difference priors thus enabling incorporation of neighboring structures and...
Persistent link: https://www.econbiz.de/10012007896
Cover Image
Bayesian nonparametric vector autoregressive models
Kalli, Maria; Griffin, Jim E. - In: Journal of econometrics 203 (2018) 2, pp. 267-282
Persistent link: https://www.econbiz.de/10011974694
Cover Image
Bayesian estimation of the GARCH(1,1) model with student-t innovations
Ardia, David; Hoogerheide, Lennart F. - 2010
This note presents the R package bayesGARCH (Ardia, 2007) which provides functions for the Bayesian estimation of the …
Persistent link: https://www.econbiz.de/10011380176
Cover Image
Markov chain Monte Carlo in Bayesian models for testing gamma and lognormal S-type process qualities
Liao, Mou-Yuan - In: International journal of production research 54 (2016) 23/24, pp. 7491-7503
Persistent link: https://www.econbiz.de/10011566617
Cover Image
Large Bayesian VARMAs
Chan, Joshua; Eisenstat, Eric; Koop, Gary - In: Journal of econometrics 192 (2016) 2, pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
Cover Image
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
Leon-Gonzalez, Roberto - 2015
Persistent link: https://www.econbiz.de/10012195829
Cover Image
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto - 2018
Persistent link: https://www.econbiz.de/10012196629
Cover Image
Regime-switching cointegration
Jochmann, Markus; Koop, Gary - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 35-48
Persistent link: https://www.econbiz.de/10011311202
Cover Image
Scenario generation for IFRS9 purposes using a Bayesian MS-VAR model
Kuchta, Michal - 2021
approach using a Bayesian MS-VAR which is net of these arbitrary components. This method allows for the consistent …
Persistent link: https://www.econbiz.de/10012496739