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  • Search: subject:"Density ratio"
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Year of publication
Subject
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density ratio 4 Statistics 3 Appalachian Plateau 2 Divisia Money 2 Estimation 2 Estimation theory 2 Forest County 2 Markov-Switching models 2 Pennsylvania 2 Savage-Dickey Density Ratio 2 Schätztheorie 2 Schätzung 2 Semiparametric 2 Statistical distribution 2 Statistische Verteilung 2 Tail probabilities 2 banking system 2 commercial banks 2 density ratio model 2 financial sector 2 financial system 2 monetary policy shocks 2 nonbank financial institutions 2 rural banks 2 savings mobilization 2 small and medium enterprises (SMEs) 2 thrift banks 2 variable tilt functions 2 ABCD representation 1 Asymptotic Theory 1 Attributable fraction 1 Bank regulation 1 Bank risk 1 Bankenregulierung 1 Bankrisiko 1 Basel Accord 1 Basel III 1 Basler Akkord 1 Bayes-Statistik 1 Bayesian 1
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Online availability
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Free 14 CC license 1
Type of publication
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Book / Working Paper 12 Article 2
Type of publication (narrower categories)
All
Working Paper 4 Graue Literatur 3 Non-commercial literature 3 Thesis 3 Arbeitspapier 2 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
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Language
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English 12 Undetermined 2
Author
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Kedem, Benjamin 5 Lamberte, Mario B. 2 Lütkepohl, Helmut 2 Pyne, Saumyadipta 2 Woźniak, Tomasz 2 Zhang, Xuze 2 Canova, F. 1 Fender, Ingo 1 Ferroni, F. 1 Guo, Haiming 1 Koop, Gary 1 Leon-Gonzalez, Roberto 1 Leung, Denis H. Y. 1 Lewrick, Ulf 1 Lu, Guanhua 1 Matsushita, Yukitoshi 1 Matthes, C. 1 Otsu, Taisuke 1 Qin, Jing 1 Strachan, Rodney W. 1 Takahata, Keisuke 1 Wen, Shihua 1
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Institution
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Banque de France 1 Philippine Institute for Development Studies (PIDS), Government of the Philippines 1 Rimini Centre for Economic Analysis (RCEA) 1 School of Economics, Singapore Management University 1
Published in...
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DIW Discussion Papers 1 Discussion Papers / Philippine Institute for Development Studies (PIDS), Government of the Philippines 1 Discussion papers / Deutsches Institut für Wirtschaftsforschung 1 Econometrics papers 1 PIDS Discussion Paper Series 1 Statistics in Transition New Series 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 1 Working Papers / School of Economics, Singapore Management University 1 Working papers / Bank for International Settlements 1 Working papers / Banque de France 1
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Source
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ECONIS (ZBW) 4 RePEc 4 BASE 3 EconStor 3
Showing 1 - 10 of 14
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Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi; Otsu, Taisuke; Takahata, Keisuke - 2022
Persistent link: https://www.econbiz.de/10012806699
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Model selection in radon data fusion
Zhang, Xuze; Pyne, Saumyadipta; Kedem, Benjamin - In: Statistics in Transition New Series 21 (2020) 4, pp. 159-165
additional data from external sources and base the inference on the so called density ratio model with variable tilt functions …
Persistent link: https://www.econbiz.de/10012600250
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Model selection in radon data fusion
Zhang, Xuze; Pyne, Saumyadipta; Kedem, Benjamin - In: Statistics in transition : an international journal of … 21 (2020) 4, pp. 159-165
additional data from external sources and base the inference on the so called density ratio model with variable tilt functions …
Persistent link: https://www.econbiz.de/10012317740
Saved in:
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Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut; Woźniak, Tomasz - 2017
structural matrix is globally identified and a Savage-Dickey density ratio is used to assess the validity of the identification …
Persistent link: https://www.econbiz.de/10011776508
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Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut; Woźniak, Tomasz - 2017
structural matrix is globally identified and a Savage-Dickey density ratio is used to assess the validity of the identification …
Persistent link: https://www.econbiz.de/10011771740
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Adding it all up: the macroeconomic impact of Basel III and outstanding reform issues
Fender, Ingo; Lewrick, Ulf - 2016
Persistent link: https://www.econbiz.de/10011609860
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Choosing the variables to estimate singular DSGE models.
Canova, F.; Ferroni, F.; Matthes, C. - Banque de France - 2013
We propose two methods to choose the variables to be used in the estimation of the structural parameters of a singular DSGE model. The first selects the vector of observables that optimizes parameter identification; the second the vector that minimizes the informational discrepancy between the...
Persistent link: https://www.econbiz.de/10010815999
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Dynamic probabilities of restrictions in state space models: An application to the Phillips curve
Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - Rimini Centre for Economic Analysis (RCEA) - 2008
of the Savage-Dickey density ratio is used to obtain the time-varying posterior probabilities of restrictions. We use our …
Persistent link: https://www.econbiz.de/10005091067
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Semiparametric Cluster Detection
Wen, Shihua - 2007
In this dissertation, a Semiparametric density ratio testing method which borrows strength from two or more samples is … inappropriate probability model may lose power.Moreover, when the data are binary, the Semiparametric density ratio model reduces to …
Persistent link: https://www.econbiz.de/10009450598
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Asymptotic Theory for Multiple-Sample Semiparametric Density Ratio Models and Its Application to Mortality Forecasting
Lu, Guanhua - 2007
A multiple-sample semiparametric density ratio model, which is equivalent to a generalized logistic regression model …-Smirnov type statistic for a goodness-of-fit test of the density ratio modelis also studied.In the second part, an approach to … asymptotic results of the semiparametric density ratio model. A comparison of short term prediction is made between the …
Persistent link: https://www.econbiz.de/10009450972
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