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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

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, … - 2021

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

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

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

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

Enhanced decision support in credit scoring using Bayesian binary quantile regression

Miguéis, V. L.; Benoit, D. F.; Van den Poel, Dirk - In: Journal of the Operational Research Society : OR 64 (2013) 9, pp. 1374-1383

Persistent link: https://www.econbiz.de/10009788630

Time-varying sparsity in dynamic regression models

Kalli, Maria; Griffin, Jim E. - In: Journal of econometrics 178 (2014) 2, pp. 779-793

Persistent link: https://www.econbiz.de/10010257660

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