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Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales

Klein, Nadja; Herwartz, Helmut; Kneib, Thomas - In: Journal of econometrics 214 (2020) 2, pp. 513-539

Persistent link: https://www.econbiz.de/10012439076

Deviance information criterion for latent variable models and misspecified models

Li, Yong; Yu, Jun; Zeng, Tao - In: Journal of econometrics 216 (2020) 2, pp. 450-493

Persistent link: https://www.econbiz.de/10012439750

Endogeneity in multiple output production : evidence from the US hotel industry

Assaf, A. Georges; Atkinson, Scott Estes; Tsionas, … - In: Tourism management : research, policies, practice 80 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012237353

Bayesian estimation of latent trait distributions considering hierarchical structures and partially missing covariate data

Gaasch, Jean-Christoph - 2017

Persistent link: https://www.econbiz.de/10012237743

Quantile stochastic frontier models with endogeneity

Tsionas, Efthymios G.; Assaf, A. Georges; … - In: Economics letters 188 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012227857

A hybrid Bayesian-network proposition for forecasting the crude oil price

Fazelabdolabadi, Babak - In: Financial innovation : FIN 5 (2019) 30, pp. 1-21

This paper proposes a hybrid Bayesian Network (BN) method for short-term forecasting of crude oil prices. The method performed is a hybrid, based on both the aspects of classification of influencing factors as well as the regression of the out-of-sample values. For the sake of performance...

Persistent link: https://www.econbiz.de/10012267021

Bayesian semiparametric multivariate stochastic volatility with application

Zaharieva, Martina Danielova; Trede, Mark; Wilfling, Bernd - In: Econometric reviews 39 (2020) 9, pp. 947-970

Persistent link: https://www.econbiz.de/10012295590

Bayesian analysis of a threshold stochastic volatility model

Wirjanto, Tony S.; Kolkiewicz, Adam W.; Men, Zhongxian - In: Journal of forecasting 35 (2016) 5, pp. 462-476

Persistent link: https://www.econbiz.de/10011580989

How important is innovation? : a bayesian factor-augmented productivity model based on panel data

Bresson, Georges; Etienne, Jean-Michel; Mohnen, Pierre A. - In: Macroeconomic dynamics 20 (2016) 8, pp. 1987-2009

Persistent link: https://www.econbiz.de/10011685298

A multiscale stochastic conditional duration model

Men, Zhongxian; Wirjanto, Tony S.; Kolkiewicz, Adam W. - In: Annals of financial economics 11 (2016) 4, pp. 1-28

Persistent link: https://www.econbiz.de/10011686872