Search Results - subject:"Bayesian MCMC"

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

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

Persistent link: https://www.econbiz.de/10014481216

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

The asymmetric effects of real estate uncertainty shock

Lee, Seulki; Kim, Young Min - In: Journal of real estate research : JRER ; a publication … 47 (2025) 1, pp. 28-52

Persistent link: https://www.econbiz.de/10015533580

The inflationary impact of oil price shock in Korea : the role of inflation expectations

Lee, Seojin; Kim, Young Min - In: Journal of Asian economics 96 (2025), pp. 1-13

Persistent link: https://www.econbiz.de/10015411461

Bayesian non-linear quantile effects on modelling realized kernels

Dong, Manh Cuong; Chen, Cathy W. S.; Asai, Manabu - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 981-995

Persistent link: https://www.econbiz.de/10014253335

Tail risk forecasting of realized volatility CAViaR models

Chen, Cathy W. S.; Hsu, Hsiao-Yun; Watanabe, Toshiaki - In: Finance research letters 51 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014304842

Estimating the effect of brand beliefs on brand evaluations when beliefs are measured with error

Sonnier, Garrett P.; Rutz, Oliver J.; Ward, Adrian F. - In: International journal of research in marketing : IJRM ; … 40 (2023) 3, pp. 552-569

Persistent link: https://www.econbiz.de/10014383228

Has international CPI inflation comovement strengthened since the global financial crisis?

Sin, In-sŏk; Kang, Kyu Ho - In: Macroeconomic dynamics 27 (2023) 1, pp. 111-140

Persistent link: https://www.econbiz.de/10014247352

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