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1
Bayesian
sequential learning for clinical trials of multiple orrelated medical interventions
Chick, Stephen E.
;
Gans, Noah
;
Yapar, Ozge
-
2018
Persistent link: https://www.econbiz.de/10012042417
Saved in:
2
Bayesian
maximum eigenvalue and trace statistics for the cointegration error correction model
Strachan, Rodney W.
;
Inder, Brett A.
-
2000
Persistent link: https://www.econbiz.de/10001554440
Saved in:
3
Idiosyncratic labour income risk and aggregate consumption : an unobserved component approach
Pozzi, Lorenzo
-
2007
We investigate the importance of aggregate and consumer-specific or idiosyncratic labour income risk for aggregate consumption changes in the US over the period 1952-2001. Theoretically, the effect of labour income risk on consumption changes is decomposed into an aggregate and into an...
Persistent link: https://www.econbiz.de/10011372981
Saved in:
4
Simultaneous edit-imputation for continuous microdata
Kim, Hang J.
;
Cox, Lawrence H.
;
Karr, Alan F.
;
Reiter, …
-
2015
Persistent link: https://www.econbiz.de/10011455314
Saved in:
5
Uncertainty in the Black-Litterman model : a practical note
Fuhrer, Adrian
;
Hock, Thorsten
-
2019
-
Version: July 15, 2019
)), a derivation of the
Bayesian
methods developed in academia, has particular practical appeal for institutional investors …
Persistent link: https://www.econbiz.de/10012042184
Saved in:
6
BVAR:
Bayesian
vector autoregressions with hierarchical prior selection in R
Kuschnig, Nikolas
;
Vashold, Lukas
-
2019
Persistent link: https://www.econbiz.de/10012138222
Saved in:
7
Multivariate spatial regression models
Gamerman, Dani
;
Moreira, Ajax
-
2015
This paper describes the inference procedures required to perform
Bayesian
inference to some multivariate econometric …
Persistent link: https://www.econbiz.de/10012019328
Saved in:
8
A model for international spillovers to emerging markets
Houssa, Romain
;
Mohimont, Jolan
;
Otrok, Christopher M.
-
2019
, monetary policy, credit, primary commodity) shocks facing an emerging economy. We estimate the model with
Bayesian
methods …
Persistent link: https://www.econbiz.de/10011995390
Saved in:
9
A model for international spillovers to emerging markets
Houssa, Romain
;
Mohimont, Jolan
;
Otrok, Christopher M.
-
2019
, monetary policy, credit, primary commodity) shocks facing an emerging economy. We estimate the model with
Bayesian
methods …
Persistent link: https://www.econbiz.de/10012029113
Saved in:
10
Bayesian
prediction with a cointegrated vector autoregression
Villani, Mattias
-
1999
A complete procedure for calculating the joint predictive distribution of future observations based on the cointegrated vector autoregression is presented. The large degree of uncertainty in the choise of the cointegration vectors is incorporated into the analysis through a prior distribution on...
Persistent link: https://www.econbiz.de/10011584826
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