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Bayesian and non-Bayesian tests of independence in seemingly unrelated regressions

Shiba, Tsunemasa - In: International economic review 29 (1988) 2, pp. 377-395

Persistent link: https://www.econbiz.de/10001051811

Price smoothing and demand noise : on business behavior and macromodels

Shaller, Douglas R. - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 125 (1989) 1, pp. 83-96

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Asset price prediction using seasonal decomposition

Shiba, Tsunemasa - In: Financial engineering and the Japanese markets 1 (1994) 1, pp. 37-53

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Bayesian statistical computations of nonlinear financial time series models : a survey with illustrations

Tsurumi, Hiroki - In: Asia-Pacific financial markets 7 (2000) 3, pp. 209-237

Persistent link: https://www.econbiz.de/10001508541

Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the US gasoline market

Radchenko, Stanislav; Tsurumi, Hiroki - In: Journal of econometrics 133 (2006) 1, pp. 31-49

Persistent link: https://www.econbiz.de/10003354223

Comparison of parametric and semi-parametric binary response models

Shen, Xiangjin; Li, Shiliang; Tsurumi, Hiroki - 2013

A Bayesian semi-parametric estimation of the binary response model using Markov Chain Monte Carlo algorithms is proposed. The performances of the parametric and semi-parametric models are presented. The mean squared errors, receiver operating characteristic curve, and the marginal effect are...

Persistent link: https://www.econbiz.de/10009766721