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Noninformative priors and frequentist risks of bayesian estimators of vector-autoregressive models

Ni, Shawn; Sun, Dongchu - In: Journal of econometrics 115 (2003) 1, pp. 159

Persistent link: https://www.econbiz.de/10006762901

Priors for Bayesian adaptive spline smoothing

Yue, Yu Ryan; Speckman, Paul L.; Sun, Dongchu - In: Annals of the Institute of Statistical Mathematics : AISM 64 (2012) 3, pp. 577-614

Persistent link: https://www.econbiz.de/10009821819

Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search

Loddo, Antonello; Ni, Shawn; Sun, Dongchu - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 3, pp. 342-356

Persistent link: https://www.econbiz.de/10009179756

A note on the existence of the posteriors for one-way random effect probit models

Lin, Xiaoyan; Sun, Dongchu - In: Statistics & Probability Letters 80 (2010) 1, pp. 57-62

The existence of the posterior distribution for one-way random effect probit models has been investigated when the uniform prior is applied to the overall mean and a class of noninformative priors are applied to the variance parameter. The sufficient conditions to ensure the propriety of the...

Persistent link: https://www.econbiz.de/10008474355

Bayesian Estimates for Vector Autoregressive Models

Ni, Shawn; Sun, Dongchu - In: Journal of Business & Economic Statistics 23 (2005) January, pp. 105-117

Persistent link: https://www.econbiz.de/10005170873

Bayesian stochastic search for VAR model restrictions

George, Edward I.; Sun, Dongchu; Ni, Shawn - In: Journal of Econometrics 142 (2008) 1, pp. 553-580

Persistent link: https://www.econbiz.de/10005192912

Noninformative priors and frequentist risks of bayesian estimators of vector-autoregressive models

Ni, Shawn; Sun, Dongchu - In: Journal of Econometrics 115 (2003) 1, pp. 159-197

Persistent link: https://www.econbiz.de/10005192972

Intrinsic Bayesian Estimation of Vector Autoregression Impulse Responses

Ni, Shawn; Sun, Dongchu; Sun, Xiaoqian - In: Journal of Business & Economic Statistics 25 (2007) April, pp. 163-176

Persistent link: https://www.econbiz.de/10005732747

Estimation of the multivariate normal precision and covariance matrices in a star-shape model

Sun, Dongchu; Sun, Xiaoqian - In: Annals of the Institute of Statistical Mathematics 57 (2005) 3, pp. 455-484

Persistent link: https://www.econbiz.de/10005616411

Estimation of a Multivariate Normal Covariance Matrix with Staircase Pattern Data

Sun, Xiaoqian; Sun, Dongchu - In: Annals of the Institute of Statistical Mathematics 59 (2007) 2, pp. 211-233

Persistent link: https://www.econbiz.de/10005616452