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Bayesian estimation and model selection of threshold spatial Durbin model

Zhu, Yanli; Han, Xiaoyi; Chen, Ying - In: Economics letters 188 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012227846

Dynamic variable selection in dynamic logistic regression : an application to Internet subscription

Ramírez, Andrés - In: Empirical economics : a journal of the Institute for … 59 (2020) 2, pp. 909-932

Persistent link: https://www.econbiz.de/10012259995

Bayesian assessment of dynamic quantile forecasts

Gerlach, Richard; Chen, Cathy W. S.; Lin, Edward M. H. - In: Journal of forecasting 35 (2016) 8, pp. 751-764

Persistent link: https://www.econbiz.de/10011633826

An improved Bayesian unit root test in stochastic volatility models

Li, Yong; Yu, Jun - In: Annals of economics and finance 20 (2019) 1, pp. 103-122

Persistent link: https://www.econbiz.de/10012110029

Bayesian testing for short term interest rate models

Zhang, Yonghui; Chen, Zhongtian; Li, Yong - In: Finance research letters 20 (2017), pp. 146-152

Persistent link: https://www.econbiz.de/10011806836

Particle learning for Bayesian semi-parametric stochastic volatility model

Virbickaitė, Audronė; Lopes, Hedibert Freitas; … - In: Econometric reviews 38 (2019) 9, pp. 1007-1023

Persistent link: https://www.econbiz.de/10012181379

Bayesian testing for leverage effect in stochastic volatility models

Zhang, Jin-Yu; Chen, Zhong-Tian; Li, Yong - In: Computational economics 53 (2019) 3, pp. 1153-1164

Persistent link: https://www.econbiz.de/10012135124

Power analysis, p values, and Bayesian techniques : how Bayesian techniques can be used in HRD literature

Baker, Rose; Hirudayaraj, Malar - In: Advances in developing human resources : ADHR 21 (2019) 4, pp. 438-465

Persistent link: https://www.econbiz.de/10012154528

Estimation and model selection of higher-order spatial autoregressive model : an efficient Bayesian approach

Han, Xiaoyi; Hsieh, Chih-sheng; Lee, Lung-fei - In: Regional science & urban economics 63 (2017), pp. 97-120

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Frequentist inference in weakly identified dynamic stochastic general equilibrium models

Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - In: Quantitative economics : QE ; journal of the … 4 (2013) 2, pp. 197-229

A common problem in estimating dynamic stochastic general equilibrium models is that the structural parameters of economic interest are only weakly identified. As a result, classical confidence sets and Bayesian credible sets will not coincide even asymptotically, and the mean, mode, or median...

Persistent link: https://www.econbiz.de/10011757054