Search Results - subject:"Bayesian Model"

A Bayesian analysis of Hoglex demand systems using unit records for major ASEAN economies : Thailand and Philippines

Hasegawa, Hikaru; Tran-van-Hoa; Valenzuela, Rebecca - 1999

Persistent link: https://www.econbiz.de/10001378274

Forecasting cointegrated series with BVAR models

Amisano, Gianni; Serati, Massimiliano - In: Journal of forecasting 18 (1999) 7, pp. 463-476

Persistent link: https://www.econbiz.de/10001437768

Geometric Ergodicity of Gibbs and Block Gibbs Samplers for a Hierarchical Random Effects Model

Hobert, James P.; Geyer, Charles J. - In: Journal of Multivariate Analysis 67 (1998) 2, pp. 414-430

We consider fixed scan Gibbs and block Gibbs samplers for a Bayesian hierarchical random effects model with proper conjugate priors. A drift condition given in Meyn and Tweedie (1993, Chapter 15) is used to show that these Markov chains are geometrically ergodic. Showing that a Gibbs sampler is...

Persistent link: https://www.econbiz.de/10005093714

A dirichlet process elaboration diagnostic for binomial goodness of fit

Carota, Cinzia; Parmigiani, Giovanni - In: TEST: An Official Journal of the Spanish Society of … 7 (1998) 1, pp. 133-145

Persistent link: https://www.econbiz.de/10005613333

Markov chain Monte Carlo methods for probabilistic network model determination

Giudici, Paolo - In: Statistical Methods and Applications 7 (1998) 2, pp. 171-183

Persistent link: https://www.econbiz.de/10008590995

Os efeitos dos planos de estabilização e das eleições presidenciais na produção industrial do Brasil : uma aplicação da análise de intervenção via estimação clássica e bayesiana de fatores de desconto

Lima, Elcyon Caiado Rocha; Ehlers, Ricardo Sandes - In: A economia brasileira em perspectiva (1998) 2, pp. 921-949

Persistent link: https://www.econbiz.de/10001439451

Bayesian inference on GARCH models using the Gibbs sampler

Bauwens, Luc; Lubrano, Michel - In: The econometrics journal 1 (1998) 1, pp. 23-46

Persistent link: https://www.econbiz.de/10001443667

Simulation-based likelihood inference for limited dependent processes

Manrique, Aurora; Shephard, Neil G. - In: The econometrics journal 1 (1998) 1, pp. 174-202

Persistent link: https://www.econbiz.de/10001443690

Conditional forecasts in dynamic multivariate models

Waggoner, Daniel F.; Zha, Tao - 1998

Persistent link: https://www.econbiz.de/10001407631

Problemy odporności w bayesowskiej analizie statystycznej

Me̜czarski, Marek - 1998 - Wyd. 1

Persistent link: https://www.econbiz.de/10000998230