Search Results - subject:"Bayesian Computation" - EconBiz

ABC-based forecasting in misspecified state space models

Weerasinghe, Chaya; Loaiza-Maya, Rubén; Martin, Gael M.; … - In: International journal of forecasting 41 (2025) 1, pp. 270-289

Persistent link: https://www.econbiz.de/10015440307

Moment matching for Bayesian inference in the baseline New-Keynesian model

Jang, Tae-Seok; Sacht, Stephen - 2025

approximate Bayesian computation combined with the choice of specific moment conditions. This estimation approach not only allows …

Persistent link: https://www.econbiz.de/10015372746

Extending approximate bayesian computation to non-linear regression models : the case of composite distributions

Aminzadeh, Mostafa S.; Deng, Min - In: Risks : open access journal 13 (2025) 11, pp. 1-17

the Gamma-Pareto and depends on multiple covariates is proposed. The maximum likelihood (ML) and Approximate Bayesian … Computation (ABC) methods are used to estimate the regression parameters. The Fisher information matrix, along with a multivariate …

Persistent link: https://www.econbiz.de/10015556022

Moment matching for Bayesian inference in the baseline New-Keynesian model

Jang, Tae-Seok; Sacht, Stephen - 2025

approximate Bayesian computation combined with the choice of specific moment conditions. This estimation approach not only allows …

Persistent link: https://www.econbiz.de/10015373485

Hedging sanctions risk : cryptocurrency in central bank reserves

Ferranti, Matthew - In: Journal of international money and finance 159 (2025), pp. 1-21

Persistent link: https://www.econbiz.de/10015574326

Approximate Bayesian computation to estimate persistent and transient efficiency in stochastic frontier panel data models

Ramírez Hassan, Andrés; Rengifo-Castro, Juan David; … - In: Journal of productivity analysis : an official journal … 64 (2025) 2, pp. 145-166

Persistent link: https://www.econbiz.de/10015486136

Sunlight-heated refugia protect frogs from chytridiomycosis : a mathematical modelling study

Miller, Claire M.; Lydeamore, Michael J.; Flegg, Jennifer A. - 2025

Persistent link: https://www.econbiz.de/10015650591

Market-based insurance ratemaking : application to pet insurance

Goffard, Pierre-Olivier; Piette, Pierrick; Peters, Gareth - In: ASTIN bulletin : the journal of the International … 55 (2025) 2, pp. 263-286

Persistent link: https://www.econbiz.de/10015450032

Geographical Bayesian second stage analysis for operating efficiency of Brazilian electricity distribution system operators

Costa, Marcelo Azevedo; Silva, Aline Veronese da; … - In: Energy economics 144 (2025), pp. 1-13

Persistent link: https://www.econbiz.de/10015589460

Computing Bayes : Bayesian computation from 1763 to the 21st century

Martin, Gael M.; Frazier, David T.; Robert, Christian P. - 2020

Persistent link: https://www.econbiz.de/10012607643

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