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Nonlinearities in cross-country growth regressions : a Bayesian Averaging of Thresholds (BAT) approach
Crespo Cuaresma, Jesús; Doppelhofer, Gernot - In: Journal of macroeconomics 29 (2007) 3, pp. 541-554
Persistent link: https://www.econbiz.de/10003574899
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Bayesian inference for hedge funds with stable, distribution of returns
Güner, Biliana; Račev, Svetlozar T.; Edelmanz, Daniel; … - 2010
for improving our understanding of the risk of hedge funds. At the same time, research has sprung up that applies standard … performance and risk assessment. After constructing Bayesian estimators for alpha-stable distributions in the context of an ARMA …-GARCH time series model with stable innovations, we compare our risk evaluation and prediction results to the predictions of …
Persistent link: https://www.econbiz.de/10008653564
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Jointness of growth determinants
Doppelhofer, Gernot (contributor); Weeks, Melvyn (contributor) - 2007
Persistent link: https://www.econbiz.de/10003497528
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The heterogeneity of carbon Kuznets curves for advanced countries : comparing homogeneous, heterogeneous and shrinkage/Bayesian estimators
Mazzanti, Massimiliano; Musolesi, Antonio - In: Applied economics 45 (2013) 25/27, pp. 3827-3842
Persistent link: https://www.econbiz.de/10010345851
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Estimating country-specific environmental Kuznets curves from panel data : a Bayesian shrinkage approach
Jobert, Thomas; Karanfil, Fatih; Tykhonenko, Anna - In: Applied economics 46 (2014) 13/15, pp. 1449-1464
Persistent link: https://www.econbiz.de/10010412509
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Jointness of growth determinants
Doppelhofer, Gernot; Weeks, Melvyn - In: Journal of applied econometrics 24 (2009) 2, pp. 209-244
Persistent link: https://www.econbiz.de/10003817799
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Comment on 'Jointness of growth determinants' by Gernot Doppelhofer and Melvyn Weeks
Strachan, Rodney W. - In: Journal of applied econometrics 24 (2009) 2, pp. 245-247
Persistent link: https://www.econbiz.de/10003817800
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Comments on "Jointness of growth determinants" by Gernot Doppelhofer and Melvyn Weeks
Ley, Eduardo; Steel, Mark F. J. - In: Journal of applied econometrics 24 (2009) 2, pp. 248-251
Persistent link: https://www.econbiz.de/10003817806
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Jointness of growth determinants
Doppelhofer, Gernot (contributor); Weeks, Melvyn (contributor) - 2005
Persistent link: https://www.econbiz.de/10003161304
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Comments on 'Jointness of Growth Determinants'
Ley, Eduardo; Steel, Mark F. J. - 2009
We consider the measures of jointness proposed by Doppelhofer and Weeks (2009) and Strachan (2009) in the context of variable selection. Using the general criteria suggested in Ley and Steel (2007), we identify some shortcomings of these measures, which are illustrated with empirically relevant...
Persistent link: https://www.econbiz.de/10012561735