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Bayesian approaches to nonparametric estimation of densities on the unit interval

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Persistent link: https://www.econbiz.de/10011373275

Testing volatility persistence on Markov switching stochastic volatility models

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Bayesian estimation and model selection of threshold spatial Durbin model

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Bayesian assessment of dynamic quantile forecasts

Gerlach, Richard; Chen, Cathy W. S.; Lin, Edward M. H. - In: Journal of forecasting 35 (2016) 8, pp. 751-764

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Inequality indices as tests of fairness

Kanbur, Ravi; Snell, Andy - 2017

Standard income inequality indices can be interpreted as a measure of welfare loss entailed in departures from equality of outcomes, for egalitarian social welfare functions defined on the distribution of outcomes. But such a welfare interpretation has been criticized for a long time on the...

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Sectoral price stickiness and inflation persistence in Poland : a two-sector DSGE approach

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Bayesian reconciliation of return predictability

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Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries

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"KLICing" there and back again : portfolio selection using the empirical likelihood divergence and Hellinger distance

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Estimating nonlinear DSGE models by the simulated method of moments : with an application to business cycles

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