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Addressing endogeneity when estimating stochastic ray production frontiers : a Bayesian approach
Tsionas, Efthymios G.; Izzeldin, Marwan; Henningsen, Arne; … - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1345-1363
Persistent link: https://www.econbiz.de/10012819534
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Innovation efficiency in European high-tech industries : evidence from a Bayesian stochastic frontier approach
Haschka, Rouven E.; Herwartz, Helmut - In: Research policy : policy, management and economic … 49 (2020) 8, pp. 1-20
Persistent link: https://www.econbiz.de/10012583887
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Quantile stochastic frontiers
Tsionas, Efthymios G. - In: European journal of operational research : EJOR 282 (2020) 3, pp. 1177-1184
Persistent link: https://www.econbiz.de/10012161889
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Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto - In: Econometric reviews 38 (2019) 8, pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
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A unified approach to mortality modelling using state-space framework : characterisation, identification, estimation and forecasting
Fung, Man Chung; Peters, Gareth; Shevchenko, Pavel V. - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 2, pp. 343-389
Persistent link: https://www.econbiz.de/10011820669
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Dynamic stochastic general equilibrium (DSGE) modelling in practice : identification, estimation and evaluation
Nachane, Dilip M. - In: Macroeconomics and finance in emerging market economies 10 (2017) 1/3, pp. 107-134
Persistent link: https://www.econbiz.de/10011904813
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Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola; Chib, Siddhartha; Shephard, Neil G. - 2000
Persistent link: https://www.econbiz.de/10009581671
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A comparison of neural networks and Bayesian MCMC for the Heston model estimation (forget statistics – machine learning is sufficient!)
Witzany, Jiří; Fičura, Milan - 2023
Persistent link: https://www.econbiz.de/10014338462
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Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif; Choudhry, Taufiq; Dempsey, Michael - In: Computational economics 57 (2021) 4, pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
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Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras; Li, Junye - In: Journal of econometrics 209 (2019) 1, pp. 114-138
Persistent link: https://www.econbiz.de/10012302530