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~person:"Billio, Monica"
~person:"Fahrmeir, Ludwig"
~subject:"Regressionsanalyse"
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Billio, Monica
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
6
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2
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ECONIS (ZBW)
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Bayesian dynamic tensor regression
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 429-439
Persistent link: https://www.econbiz.de/10014448234
Saved in:
2
Bayesian Markov Switching Tensor Regression For Time-Varying Networks
Billio, Monica
-
2018
We propose a new Bayesian Markov switching regression model for multi-dimensional arrays (tensors) of binary time series. We assume a zero-inflated logit dynamics with time-varying parameters and apply it to multi-layer temporal networks. The original contribution is threefold. First, in order...
Persistent link: https://www.econbiz.de/10012917228
Saved in:
3
Bayesian Dynamic Tensor Regression
Billio, Monica
;
Casarin, Roberto
;
Kaufmann, Sylvia
; …
-
2018
combined with
Monte
Carlo Markov Chain (MCMC). We show the efficiency of the MCMC procedure on simulated datasets, with …
Persistent link: https://www.econbiz.de/10014113407
Saved in:
4
Bayesian Nonparametric Sparse Seemingly Unrelated Regression Model (SUR)
Billio, Monica
-
2017
Seemingly unrelated regression (SUR) models are useful in studying the interactions among different variables. In a high dimensional setting or when applied to large panel of time series, these models require a large number of parameters to be estimated and suffer of inferential problems.To...
Persistent link: https://www.econbiz.de/10012968298
Saved in:
5
Bayesian nonparametric sparse seemingly unrelated regression model (SUR)
Billio, Monica
;
Casarin, Roberto
;
Rossini, Luca
-
2016
Persistent link: https://www.econbiz.de/10011629460
Saved in:
6
Propriety of posteriors in structured additive regression models : theory and empirical evidence
Fahrmeir, Ludwig
(
contributor
);
Kneib, Thomas
(
contributor
)
-
2006
full Bayesian inference in particular if based on Markov chain
Monte
Carlo simulations. We establish theoretical results …
Persistent link: https://www.econbiz.de/10003422225
Saved in:
7
Supplement to "Structured additive regression for categorical space-time data : a mixed model approach"
Kneib, Thomas
(
contributor
);
Fahrmeir, Ludwig
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002754539
Saved in:
8
Structured additive regression for multicategorical space-time data : a mixed model approach
Kneib, Thomas
(
contributor
);
Fahrmeir, Ludwig
(
contributor
)
-
2004
4208 In many practical situations, simple regression models suffer from the fact that the dependence of responses on covariates can not be sufficiently described by a purely parametric predictor. For example effects of continuous covariates may be nonlinear or complex interactions between...
Persistent link: https://www.econbiz.de/10002719912
Saved in:
9
Penalized additive regression for space-time data : a Bayesian perspective
Fahrmeir, Ludwig
;
Kneib, Thomas
;
Lang, Stefan
-
2003
Persistent link: https://www.econbiz.de/10001743504
Saved in:
10
Bayesian space-time analysis of health insurance data
Lang, Stefan
;
Kragler, Petra
;
Haybach, Gerhard
; …
-
2001
Persistent link: https://www.econbiz.de/10001744476
Saved in:
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