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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

Space-varying regression models : specifications and simulation

Gamerman, Dani; Moreira, Ajax; Rue, Håvard - 2001

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/10011773664

Treatment effects : a Bayesian perspective

Heckman, James J.; Lopes, Hedibert Freitas; Piatek, Rémi - In: Econometric reviews 33 (2014) 1/4, pp. 36-67

Persistent link: https://www.econbiz.de/10010358478

Nowcasting in a pandemic using non-parametric mixed frequency VARs

Huber, Florian; Koop, Gary; Onorante, Luca; Pfarrhofer, … - 2021

This paper develops Bayesian econometric methods for posterior inference in non-parametric mixed frequency VARs using …

Persistent link: https://www.econbiz.de/10012405305

Indirect effects and causal inference : reconsidering regression discontinuity

Cornwall, Gary; Sauley, Beau - 2021

Persistent link: https://www.econbiz.de/10012614320

Panel cointegration, quantile regressions, asymmetric adjustments and crises : the case of EU current accounts

Coleman, Simeon; Cuestas, Juan Carlos - In: Economic systems 45 (2021) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10013272977

Nowcasting in a pandemic using non-parametric mixed frequency VARs

Huber, Florian; Koop, Gary; Onorante, Luca; Pfarrhofer, … - In: Journal of econometrics 232 (2023) 1, pp. 52-69

Persistent link: https://www.econbiz.de/10013472832

Nowcasting in a pandemic using non-parametric mixed frequency VARs

Huber, Florian; Koop, Gary; Onorante, Luca; Pfarrhofer, … - 2021

This paper develops Bayesian econometric methods for posterior inference in non-parametric mixed frequency VARs using …

Persistent link: https://www.econbiz.de/10012501159

Bayesian model averaging and principal component regression forecasts in a data rich environment

Ouysse, Rachida - In: International journal of forecasting 32 (2016) 3, pp. 763-787

Persistent link: https://www.econbiz.de/10011621808

Bayesian adjustment for insurance misrepresentation in heavy-tailed loss regression

Xia, Michelle - In: Risks : open access journal 6 (2018) 3, pp. 1-16

misrepresentation. We prove the theoretical identifiability and implement the models using Bayesian Markov chain Monte Carlo techniques …. The simulation study confirms the consistency of the Bayesian estimators in large samples, whereas the case study …

Persistent link: https://www.econbiz.de/10011890807

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