Similar Search Results - EconBiz

Efficient Bayesian inference in generalized inverse Gamma processes for stochastic volatility

Leon-Gonzalez, Roberto - 2014

Persistent link: https://www.econbiz.de/10011386376

Improving multi-site benefit functions via Bayesian model averaging : a new approach to benefit transfer

Leon-Gonzalez, Roberto; Scarpa, Riccardo - In: Journal of environmental economics and management : … 56 (2008) 1, pp. 50-68

Persistent link: https://www.econbiz.de/10003790254

Bayesian estimation and model selection in the generalised stochastic unit root model

Yang, Fuyu; Leon-Gonzalez, Roberto - 2010

We develop Bayesian techniques for estimation and model comparison in a novel Generalised Stochastic Unit Root (GSTUR) model. This allows us to investigate the presence of a deterministic time trend in economic series, while allowing the degree of persistence to change over time. In particular...

Persistent link: https://www.econbiz.de/10003952817

Dynamic probabilities of restricitons in state space models : an application to the Phillips curve

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 370-379

Persistent link: https://www.econbiz.de/10008736206

Time varying dimension models

Chan, Joshua C. C.; Koop, Gary; Leon-Gonzalez, Roberto; … - 2010

Persistent link: https://www.econbiz.de/10008657953

Invariant inference and efficient computation in the static factor model

Chan, Joshua C. C.; Leon-Gonzalez, Roberto; Strachan, … - 2013

Persistent link: https://www.econbiz.de/10009750016

Bayesian inference in a time varying cointegration model

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - In: Journal of econometrics 165 (2011) 2, pp. 210-220

Persistent link: https://www.econbiz.de/10009409679

Robust determinants of growth in Asian developing economies : a Bayesian panel data model averaging approach

Leon-Gonzalez, Roberto; Vinayagathasan, Thanabalasingam - In: Journal of Asian economics 36 (2015), pp. 34-46

Persistent link: https://www.econbiz.de/10011443394

Time varying dimension models

Chan, Joshua C. C.; Koop, Gary; Leon-Gonzalez, Roberto; … - 2011

Persistent link: https://www.econbiz.de/10009405741

Bayesian inference in a time varying cointegration model

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - 2011

Persistent link: https://www.econbiz.de/10009405764

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