Search Results - subject:"Graphical Models"

Estimation of graphical models using the L1,2 norm

Chiong, Khai Xiang; Moon, Hyungsik Roger - In: The econometrics journal 21 (2018) 3, pp. 247-263

Persistent link: https://www.econbiz.de/10012166618

Bayesian Analysis of Graphical Models of Marginal Independence for Three Way Contingency Tables

Tarantola, Claudia; Ntzoufras, Ioannis - 2012

This paper deals with the Bayesian analysis of graphical models of marginal independence for three way contingency …

Persistent link: https://www.econbiz.de/10010335292

Bayesian Analysis of Graphical Models of Marginal Independence for Three Way Contingency Tables

Tarantola, Claudia; Ntzoufras, Ioannis - Dipartimento di Scienze Economiche e Aziendali, … - 2012

This paper deals with the Bayesian analysis of graphical models of marginal independence for three way contingency …

Persistent link: https://www.econbiz.de/10010548180

Bayesian Graphical Models for Structural Vector Autoregressive Processes

Ahelegbey, Daniel Felix; Billio, Monica; Casarin, Roberto - Dipartimento di Economia, Università Ca' Foscari Venezia - 2012

Vector autoregressive models have widely been applied in macroeconomics and macroeconometrics to estimate economic relationships and to empirically assess theoretical hypothesis. To achieve the latter, we propose a Bayesian inference approach to analyze the dynamic interactions among...

Persistent link: https://www.econbiz.de/10010705996

Bayesian Analysis of Graphical Models of Marginal Independence for Three Way Contingency Tables

Tarantola, Claudia; Ntzoufras, Ioannis - 2012

This paper deals with the Bayesian analysis of graphical models of marginal independence for three way contingency …

Persistent link: https://www.econbiz.de/10010343831

Underdetermination and variability of the results in macro-to-micro stress tests : a machine learning approach

Denev, Alexander; Angelini, Orazio - In: Journal of risk management in financial institutions 10 (2016/2017) 2, pp. 130-149

Persistent link: https://www.econbiz.de/10011670662

Directed expected utility networks

Leonelli, Manuele; Smith, Jim Q. - In: Decision analysis : a journal of the Institute for … 14 (2017) 2, pp. 108-125

Persistent link: https://www.econbiz.de/10011706912

Detecting spatial and temporal house price diffusion in the Netherlands : a Bayesian network approach

Larm Teye, Alfred; Ahelegbey, Daniel Felix - In: Regional science & urban economics 65 (2017), pp. 56-64

Persistent link: https://www.econbiz.de/10011792664

Rank Tests for Elliptical Graphical Modeling

Paindaveine, Davy; Verdebout, Thomas - European Centre for Advanced Research in Economics and … - 2011

As a reaction to the restrictive Gaussian assumptions that are usually part of graphical models, Vogel and Fried [17 …] recently introduced elliptical graphical models, in which the vector of variables at hand is assumed to have an elliptical … distribution. The present work introduces a class of rank tests in the context of elliptical graphical models. The proposed tests …

Persistent link: https://www.econbiz.de/10009372093

The use of sparse inverse covariance estimation for relationship detection and hypothesis generation in strategic management

Li, Mei; Lin, Ying; Huang, Shuai; Crossland, Craig - In: Strategic management journal 37 (2016) 1, pp. 86-97

Persistent link: https://www.econbiz.de/10011498509