Search Results - subject:"Gibbs variable selection"

Financial stress regimes and the macroeconomy

Owyang, Michael T.; Galvão, Ana B. - Federal Reserve Bank of St. Louis - 2014

We identify financial stress regimes using a model that explicitly links financial variables with the macroeconomy. The financial stress regimes are identified using a large unbalanced panel of financial variables with an embedded method for variable selection and, empirically, are strongly...

Persistent link: https://www.econbiz.de/10010823099

Bayesian modelling of the time delay between diagnosis and settlement for Critical Illness Insurance using a Burr generalised-linear-type model

Ozkok, Erengul; Streftaris, George; Waters, Howard R.; … - In: Insurance: Mathematics and Economics 50 (2012) 2, pp. 266-279

parameters is also applied. In particular, Gibbs variable selection methods are considered, and results are confirmed using exact …

Persistent link: https://www.econbiz.de/10010576727