Similar Search Results

Narrow search

A Bayesian quantile time series model for asset returns

Griffin, Jim E.; Mitrodima, Gelly - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 16-27

Persistent link: https://www.econbiz.de/10012804077

Adaptive Bayesian estimation in indirect Gaussian sequence space models

Johannes, Jan; Simoni, Anna; Schenk, Rudolf - In: Annals of economics and statistics 137 (2020), pp. 83-115

Persistent link: https://www.econbiz.de/10012602503

Bridging the divide? : Bayesian artificial neural networks for frontier efficiency analysis

Tsionas, Efthymios G.; Parameter, Christopher F.; … - 2021

Persistent link: https://www.econbiz.de/10013256898

Adaptive Bayesian estimation of discrete-continuous distributions under smoothness and sparsity

Norets, Andriy; Pelenis, Justinas - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 3, pp. 1355-1377

Persistent link: https://www.econbiz.de/10013279559

A semi-parametric Bayesian generalized least square estimator

Wu, Ruochen; Weeks, Melvyn - 2020

Persistent link: https://www.econbiz.de/10012793122

Bayesian structured additive distributional regression

Klein, Nadja; Kneib, Thomas; Lang, Stefan - 2013

In this paper, we propose a generic Bayesian framework for inference in distributional regression models in which each parameter of a potentially complex response distribution and not only the mean is related to a structured additive predictor. The latter is composed additively of a variety of...

Persistent link: https://www.econbiz.de/10010189552