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Estimating the population utility function : a parametric Bayesian approch

Musal, R. Muzaffer; Soyer, Refik; McCabe, Christopher; … - In: European journal of operational research : EJOR 218 (2012) 2, pp. 538-547

Persistent link: https://www.econbiz.de/10009505322

Estimating stochastic volatility models using integrated nested Laplace approximations

Martino, Sara; Aas, Kjersti; Lindqvist, Ola; Neef, Linda R. - In: The European journal of finance 17 (2011) 7/8, pp. 487-503

Persistent link: https://www.econbiz.de/10009509861

Sequential choice designs to estimate the heterogeneity distribution of willingness-to-pay

Danthurebandara, Vishva Manohara; Yu, Jie; Vandebroeck, … - In: Quantitative marketing and economics : QME 9 (2011) 4, pp. 428-448

Persistent link: https://www.econbiz.de/10009511982

Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods

Fouskakis, D. - In: European journal of operational research : EJOR 220 (2012) 2, pp. 414-422

Persistent link: https://www.econbiz.de/10009548844

Jackknife model averaging

Hansen, Bruce E.; Racine, Jeffrey - In: Journal of econometrics 167 (2012) 1, pp. 38-46

Persistent link: https://www.econbiz.de/10009551447

A model-based fMRI analysis with hierarchical Bayesian parameter estimation

Ahn, Woo-young; Krawitz, Adam; Kim, Woojae; Busemeyer, … - In: Journal of neuroscience, psychology, and economics 4 (2011) 2, pp. 95-110

Persistent link: https://www.econbiz.de/10009533010

On identification of Bayesian DSGE models

Koop, Gary; Pesaran, M. Hashem; Smith, Ron - 2011

In recent years there has been increasing concern about the identification of parameters in dynamic stochastic general equilibrium (DSGE) models. Given the structure of DSGE models it may be difficult to determine whether a parameter is identified. For the researcher using Bayesian methods, a...