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Estimating Keynesian models of business fluctuations using Bayesian Maximum Likelihood

Schoder, Christian - In: Review of Keynesian economics 5 (2017) 4, pp. 586-630

Persistent link: https://www.econbiz.de/10011764128

Estimating Keynesian models of business fluctuations using Bayesian Maximum Likelihood

Schoder, Christian - 2016

corresponding Bayesian vector auto-regression models after relaxing the theory-implied cross-coefficient restrictions. The estimated … theory-implied restrictions on the prior outperforms the neo-Kaleckian model considerably indicating misspecification … jenen gegenübergestellt, die auf die entsprechenden bayesianischen Vektor-Autoregressionen nach Lockerung der theorie …

Persistent link: https://www.econbiz.de/10011427887

A note on a multivariate version of Rolle's theorem and uniqueness of maximum likelihood roots

Rai, Kamta; VanRyzin, John - 1980

Persistent link: https://www.econbiz.de/10000010594

On estimation in conditional heteroskedastic time series models under non-normal distributions

Liu, Shuangzhe; Heyde, Chris C. - In: Statistical papers 49 (2008) 3, pp. 455-469

Persistent link: https://www.econbiz.de/10003715360

Independent component analysis via copula techniques

Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang; Huang, … - 2008

Independent component analysis (ICA) is a modern factor analysis tool developed in the last two decades. Given p-dimensional data, we search for that linear combination of data which creates (almost) independent components. Here copulae are used to model the p-dimensional data and then...