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A Markov chain Monte Carlo algorithm for multiple imputation in large surveys

Schunk, Daniel - In: Advances in statistical analysis : AStA ; a journal of … 92 (2008) 1, pp. 101-114

Persistent link: https://www.econbiz.de/10003650036

Hierarchical random effect models for coastal erosion of cliffs in the holderness coast

Furlan, Claudia - In: Statistical methods & applications : SMA ; journal of … 17 (2008) 3, pp. 335-350

Persistent link: https://www.econbiz.de/10003737675

The effect of the great moderation on the US business cycle in a time-varying multivariate trend-cycle model

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Persistent link: https://www.econbiz.de/10003739126

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Yerrick, Nathan P.; Tiwari, Abhishek; Jeffcoat, David E. - In: Cooperative networks : control and optimization ; [6th …, (pp. 253-267). 2008

Persistent link: https://www.econbiz.de/10003740894

Investigating inflation persistance across monetary regimes

Benati, Luca - In: The quarterly journal of economics 123 (2008) 3, pp. 1005-1060

Persistent link: https://www.econbiz.de/10003764473

A Bayesian analysis of return dynamics with Lévy jumps

Li, Haitao; Wells, Martin T.; Yu, Cindy L. - In: The review of financial studies 21 (2008) 5, pp. 2345-2378

Persistent link: https://www.econbiz.de/10003765224

Discrete-time stochastic volatility models and MCMC-based statistical inference

Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008

In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...

Persistent link: https://www.econbiz.de/10003770817

Essays on Bayesian econometrics

Radchenko, Stanislav - 2002

Persistent link: https://www.econbiz.de/10003780474

An MCMC approach to classical estimation

Chernozhukov, Victor (contributor); Hong, Han (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002114357

Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the US gasoline market

Radchenko, Stanislav; Tsurumi, Hiroki - In: Journal of econometrics 133 (2006) 1, pp. 31-49

Persistent link: https://www.econbiz.de/10003354223