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A bayesian approach to parameter estimation in the presence of spatial missing data

Panzera, Domenica; Benedetti, Roberto; Postiglione, Paolo - In: Spatial economic analysis : the journal of the Regional … 11 (2016) 2, pp. 201-218

Persistent link: https://www.econbiz.de/10011485186

Measuring corporative social performance in firms : a Bayesian factor analysis approach

Agudo, José María; Gargallo, Pilar; Salvador, Manuel - In: Journal of business economics and management 16 (2015) 3, pp. 638-659

Persistent link: https://www.econbiz.de/10011516511

Bayesian inference for latent factor copulas and application to financial risk forecasting

Schamberger, Benedikt; Gruber, Lutz F.; Czado, Claudia - In: Econometrics : open access journal 5 (2017) 2, pp. 1-23

Factor modeling is a popular strategy to induce sparsity in multivariate models as they scale to higher dimensions. We develop Bayesian inference for a recently proposed latent factor copula model, which utilizes a pair copula construction to couple the variables with the latent factor. We use...

Persistent link: https://www.econbiz.de/10011654443

Bayesian fuzzy regression discontinuity analysis and returns to compulsory schooling

Chib, Siddhartha; Jacobi, Liana - In: Journal of applied econometrics 31 (2016) 6, pp. 1026-1047

Persistent link: https://www.econbiz.de/10011686235

Heterogeneous switching in FAVAR models

Guérin, Pierre; Leiva-León, Danilo - In: Essays in honour of Fabio Canova, (pp. 65-98). 2022

Persistent link: https://www.econbiz.de/10013443910

Bayesian inference for latent factor copulas and application to financial risk forecasting

Schamberger, Benedikt; Gruber, Lutz F.; Czado, Claudia - In: Econometrics 5 (2017) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10011755371

Forecasting with many predictiors

Stock, James H.; Watson, Mark W. - 2006

Persistent link: https://www.econbiz.de/10003338438

Bayesian model averaging and model selection: two sides of the same coin when identifying the determinants of trade union density?

Brandl, Bernd - In: Central European journal of operations research : CEJOR … 17 (2009) 1, pp. 13-29

Persistent link: https://www.econbiz.de/10003805477

Tracking down the business cycle : a dynamic factor model for Germany 1820 - 1913

Sarferaz, Samad; Uebele, Martin - In: Explorations in economic history : EEH 46 (2009) 3, pp. 368-387

Persistent link: https://www.econbiz.de/10003861990

Bayesian analysis of linear factor models with latent factors, multivariate stochastic volatility, and APT pricing restrictions

Nardari, Frederico; Scruggs, John T. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 857-891

Persistent link: https://www.econbiz.de/10003586788

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