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  • Search: subject:"Bayesian MCMC"
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Year of publication
Subject
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Bayesian MCMC 19 Bayes-Statistik 6 Bayesian inference 5 Monte Carlo simulation 5 Monte-Carlo-Simulation 4 SAR model 4 Smoking 4 Asian currency crisis 1997 3 Automatic differentiation 3 Bayesian MCMC estimation 3 Capital income 3 Importance sampling 3 Kapitaleinkommen 3 Laplace approximation 3 Markov chain 3 Markov switching GARCH models 3 Markov-Kette 3 Schätzung 3 Simulated maximum likelihood 3 Theorie 3 Theory 3 Volatilität 3 peer effects 3 personality 3 Agricultural Finance 2 Bayesian MCMC Methods 2 Bayesian MCMC random-effects sampling 2 Estimation 2 European regions 2 FDI flows 2 Markovscher Prozess 2 Personality psychology 2 Persönlichkeitspsychologie 2 RCEP 2 Rauchen 2 Risiko 2 Social group 2 Social relations 2 Soziale Beziehungen 2 Soziale Gruppe 2
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Online availability
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Free 27 CC license 1
Type of publication
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Book / Working Paper 20 Article 6 Other 1
Type of publication (narrower categories)
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Working Paper 7 Arbeitspapier 3 Article in journal 3 Aufsatz in Zeitschrift 3 Graue Literatur 3 Non-commercial literature 3 Article 2
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Language
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English 16 Undetermined 11
Author
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Hsieh, Chih-sheng 3 Oga, Takashi 3 Polasek, Wolfgang 3 Van Kippersluis, Hans 3 Yu, Jun 3 Avdjiev, Stefan 2 Frank, Julieta 2 Garcia, Philip 2 Krisztin, Tamás 2 Piribauer, Philipp 2 Skaug, Hans J. 2 Balcombe, Kelvin 1 Balke, Nathan 1 Bernal, M. T. Rodríguez 1 Bui Hoang Ngoc 1 Chernov, Mikhail 1 Cohen, Michael 1 Fraser, Iain 1 Graveline, Jeremy J. 1 Hsieh, Chih-Sheng 1 Kasteridis, Panagiotis P. 1 Laszkiewicz, Edyta 1 Marín, J. Miguel 1 Mirkov, Nikola 1 Navarro, J. de la Horra 1 Ngoc, Bui Hoang 1 Nguyen Ngoc Thach 1 Samuel, Aurelia 1 Sutter, Barbara 1 Thach, Nguyen Ngoc 1 Tsiakas, Ilias 1 Yen, Steven T. 1 Zhang, Zehua 1 Zhao, Ran 1 Zviadadze, Irina 1 van Kippersluis, Hans 1
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Institution
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School of Economics, Singapore Management University 3 Bank for International Settlements (BIS) 2 Agricultural and Applied Economics Association - AAEA 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Econometric Society 1 Rimini Centre for Economic Analysis (RCEA) 1 Zwick Center for Food and Resource Policy, Department of Agricultural and Resource Economics 1
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Published in...
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Working Papers / School of Economics, Singapore Management University 3 BIS Working Papers 2 2008 Conference, April 21-22, 2008, St. Louis, Missouri 1 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 1 Acta Universitatis Nicolai Copernici, Ekonomia 1 Cogent Business & Management 1 Cogent business & management 1 Discussion paper / Tinbergen Institute 1 Econometric Society 2004 Australasian Meetings 1 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 Quantitative finance 1 Reihe Ökonomie / Economics Series 1 Research Reports / Zwick Center for Food and Resource Policy, Department of Agricultural and Resource Economics 1 School of Economics Discussion Papers 1 Statistics and Econometrics Working Papers 1 Tinbergen Institute Discussion Paper 1 WIFO Working Papers 1 WIFO working papers 1 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 1 Working papers on finance 1
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Source
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RePEc 13 ECONIS (ZBW) 7 EconStor 6 BASE 1
Showing 1 - 10 of 27
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Nexus between tourism and ecological footprint in RCEP: Fresh evidence from Bayesian MCMC random-effects sampling
Thach, Nguyen Ngoc; Ngoc, Bui Hoang - In: Cogent Business & Management 10 (2023) 1, pp. 1-17
In recent years, environmental protection has been a priority goal in tourism policies worldwide, including the regional comprehensive economic partnership (RCEP). This study is conducted to explore the impact of tourism, economic growth, globalization, and human capital on environmental...
Persistent link: https://www.econbiz.de/10014527838
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Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua; Zhao, Ran - In: Quantitative finance 23 (2023) 1, pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
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Nexus between tourism and ecological footprint in RCEP : fresh evidence from Bayesian MCMC random-effects sampling
Nguyen Ngoc Thach; Bui Hoang Ngoc - In: Cogent business & management 10 (2023) 1, pp. 1-17
In recent years, environmental protection has been a priority goal in tourism policies worldwide, including the regional comprehensive economic partnership (RCEP). This study is conducted to explore the impact of tourism, economic growth, globalization, and human capital on environmental...
Persistent link: https://www.econbiz.de/10014481216
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A Bayesian spatial autoregressive logit model with an empirical application to European regional FDI flows
Krisztin, Tamás; Piribauer, Philipp - 2019
In this paper we propose a Bayesian estimation approach for a spatial autoregressive logit specification. Our approach relieson recent advances in Bayesian computing, making use of Pólya-Gamma sampling for Bayesian Markov-chain Monte Carlo algorithms.The proposed specification assumes that the...
Persistent link: https://www.econbiz.de/10012140968
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A Bayesian spatial autoregressive logit model with an empirical application to European regional FDI flows
Krisztin, Tamás; Piribauer, Philipp - 2019
In this paper we propose a Bayesian estimation approach for a spatial autoregressive logit specification. Our approach relieson recent advances in Bayesian computing, making use of Pólya-Gamma sampling for Bayesian Markov-chain Monte Carlo algorithms.The proposed specification assumes that the...
Persistent link: https://www.econbiz.de/10012061923
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Smoking initiation: Peers and personality
Hsieh, Chih-sheng; Van Kippersluis, Hans - In: Quantitative Economics 9 (2018) 2, pp. 825-863
Social interactions are widely recognized to play an important role in smoking initiation among adolescents. In this paper, we hypothesize that emotionally stable, conscientious individuals are better able to resist peer pressure in the uptake of smoking. We exploit detailed friendship...
Persistent link: https://www.econbiz.de/10012215346
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Smoking initiation : peers and personality
Hsieh, Chih-sheng; Van Kippersluis, Hans - In: Quantitative economics : QE ; journal of the … 9 (2018) 2, pp. 825-863
Social interactions are widely recognized to play an important role in smoking initiation among adolescents. In this paper, we hypothesize that emotionally stable, conscientious individuals are better able to resist peer pressure in the uptake of smoking. We exploit detailed friendship...
Persistent link: https://www.econbiz.de/10011994460
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Smoking Initiation: Peers and Personality
Hsieh, Chih-Sheng; van Kippersluis, Hans - 2015
Social interactions are generally thought to play an important role in smoking initiation among adolescents. In this paper we exploit detailed friendship nominations in the US Add Health data, and extend the Spatial Autoregressive Model (SAR) model to deal with (i) endogenous peer selection, and...
Persistent link: https://www.econbiz.de/10011403553
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Crash Risk in Currency Returns
Chernov, Mikhail - 2015
We quantify crash risk in currency returns. To accomplish this task, we develop and estimate an empirical model of exchange rate dynamics using daily data for four currencies relative to the US dollar: the Australian dollar, the British pound, the Swiss franc, and the Japanese yen. The model...
Persistent link: https://www.econbiz.de/10013037072
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Cover Image
Smoking initiation : peers and personality
Hsieh, Chih-sheng; Van Kippersluis, Hans - 2015
Social interactions are generally thought to play an important role in smoking initiation among adolescents. In this paper we exploit detailed friendship nominations in the US Add Health data, and extend the Spatial Autoregressive Model (SAR) model to deal with (i) endogenous peer selection, and...
Persistent link: https://www.econbiz.de/10011302392
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