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A note on the Bayes factor in a semiparametric regression model

Choi, Taeryon; Lee, Jaeyong; Roy, Anindya - In: Journal of Multivariate Analysis 100 (2009) 6, pp. 1316-1327

In this paper, we consider a semiparametric regression model where the unknown regression function is the sum of parametric and nonparametric parts. The parametric part is a finite-dimensional multiple regression function whereas the nonparametric part is represented by an infinite series of...

Persistent link: https://www.econbiz.de/10005160486

Bayesian Estimation of the Spectral Density of a Time Series

Choudhuri, Nidhan; Ghosal, Subhashis; Roy, Anindya - In: Journal of the American Statistical Association 99 (2004) December, pp. 1050-1059

Persistent link: https://www.econbiz.de/10005532595

Effect of tapering on accuracy of forecasts made with stable estimators of vector autoregressive processes

Zhou, YanYan; Roy, Anindya - In: International Journal of Forecasting 22 (2006) 1, pp. 169-180

Persistent link: https://www.econbiz.de/10005418110

MinkowskiWeyl Priors for Models With Parameter Constraints: An Analysis of the BioCycle Study

Danaher, Michelle R.; Roy, Anindya; Chen, Zhen; … - In: Journal of the American Statistical Association : JASA 107 (2012) 500, pp. 1395-1409

Persistent link: https://www.econbiz.de/10010059188

Do asymmetric central bank preferences help explain observed inflation outcomes?

Doyle, Matthew (contributor); Falk, Barry L. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003333819

Unanticipated Money Supply Growth and Single-Family Housing Starts in the U.S.: 1964-1983

Falk, Barry L. - Department of Economics, Iowa State University - 1986

abstract currently unavailable

Persistent link: https://www.econbiz.de/10005155031

Formally Testing the Present Value Model of Farmland Prices

Falk, Barry L. - Department of Economics, Iowa State University - 1991

This paper applies recent statistical developments in the study of stock-market price movements to study the plausibility of the constant expected returns version of the present value model as an explanation of farmland prices. Using Iowa farmland price and rent data over the 1921-86 sample...

Persistent link: https://www.econbiz.de/10005155087

Projecting the Wildlife and Economics Impacts of United States Agricultural Policy Using Landscape-Level Analyses

Clark, W.R.; Falk, Barry L.; Schmitz, R.A.; Babcock, … - Department of Economics, Iowa State University - 2001

Projecting the Wildlife and Economics Impacts of United States Agricultural Policy Using Landscape-Level Analyses

Persistent link: https://www.econbiz.de/10005155112

A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models

Enders, Walter; Falk, Barry L.; Siklos, Pierre - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10009949904

The Dynamic Effects of Permanent and Transitory Labor Income on Consumption

Falk, Barry L.; Lee, Bong-Soo - Department of Economics, Iowa State University - 1998

Persistent link: https://www.econbiz.de/10008503624