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Climbing the drug staircase : a Bayesian analysis of the initiation of hard drug use
Bretteville-Jensen, Anne Line; Jacobi, Liana - In: Journal of applied econometrics 26 (2011) 7, pp. 1157-1186
Persistent link: https://www.econbiz.de/10009423326
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How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis
Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2019
Persistent link: https://www.econbiz.de/10012244156
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An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2019
Persistent link: https://www.econbiz.de/10012223998
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Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2019
Persistent link: https://www.econbiz.de/10012224001
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How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis
Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2018
Persistent link: https://www.econbiz.de/10012202254
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Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
Jacobi, Liana; Wagner, Helga; Frühwirth-Schnatter, Sylvia - In: Journal of econometrics 193 (2016) 1, pp. 234-250
Persistent link: https://www.econbiz.de/10011704803
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Climbing the drug staircase: a Bayesian analysis of the initiation of hard drug use
Anne Line Bretteville‐Jensen; Jacobi, Liana - In: Journal of Applied Econometrics 26 (2011) 7, pp. 1157-1186
Persistent link: https://www.econbiz.de/10011006385
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Posterior manifolds over prior parameter regions : beyond pointwise sensitivity assessments for posterior statistics from MCMC inference
Jacobi, Liana; Kwok, Chun Fung; Ramírez, Andrés; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 403-434
Persistent link: https://www.econbiz.de/10014631952
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Climbing the drug staircase: a Bayesian analysis of the initiation of hard drug use
Bretteville‐Jensen, Anne Line; Jacobi, Liana - In: Journal of applied econometrics 26 (2011) 7, pp. 1157-1187
Persistent link: https://www.econbiz.de/10009343934
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An analysis of vectorised automatic differentiation for statistical applications
Kwok, Chun Fung; Zhu, Dan; Jacobi, Liana - 2022
Automatic differentiation (AD) is a popular method of computing exact derivatives in complex sensitivity analyses and optimisation routines that lack closed-form solutions, posing challenges for analytical and numerical alternatives. This paper introduces a vectorised version of AD that builds...
Persistent link: https://www.econbiz.de/10013294514