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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
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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
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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
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Simultaneous edit-imputation for continuous microdata
Kim, Hang J.; Cox, Lawrence H.; Karr, Alan F.; Reiter, … - 2015
Persistent link: https://www.econbiz.de/10011455314
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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
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BVAR: Bayesian vector autoregressions with hierarchical prior selection in R
Kuschnig, Nikolas; Vashold, Lukas - 2019
Persistent link: https://www.econbiz.de/10012138222
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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
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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
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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
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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