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  • Search: subject:"Graphical Models"
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Year of publication
Subject
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Graphical models 32 graphical models 28 Theorie 18 Theory 18 Bayes-Statistik 12 Bayesian inference 12 Schätztheorie 12 Estimation theory 11 VAR model 9 VAR-Modell 8 Business network 5 Descriptive statistics 5 Deskriptive Statistik 5 Econometrics 5 Gaussian graphical models 5 Portfolio selection 5 Systemic risk 5 Systemrisiko 5 Unternehmensnetzwerk 5 probabilistic graphical models 5 Ökonometrie 5 Causality 4 Financial market 4 Finanzmarkt 4 Gibbs sampling 4 Graphical Models 4 Modellierung 4 Portfolio-Management 4 Risikomanagement 4 Risk management 4 Scientific modelling 4 Time series analysis 4 Zeitreihenanalyse 4 Atomic probability measure 3 Bayesian model selection 3 Financial crisis 3 Finanzkrise 3 Fractional Bayes 3 Intersection property 3 Iterated conditional expectations 3
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Online availability
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Undetermined 42 Free 34 CC license 4
Type of publication
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Article 54 Book / Working Paper 28 Other 1
Type of publication (narrower categories)
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Article in journal 28 Aufsatz in Zeitschrift 28 Working Paper 8 Graue Literatur 6 Non-commercial literature 6 Arbeitspapier 4 Thesis 2 article-commentary 2 research-article 2 Article 1 Aufsatz im Buch 1 Book section 1 Congress Report 1
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Language
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English 52 Undetermined 31
Author
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Ahelegbey, Daniel Felix 8 Billio, Monica 6 Casarin, Roberto 6 Berti, Patrizia 3 Corander, Jukka 3 Denev, Alexander 3 Giudici, Paolo 3 Ntzoufras, Ioannis 3 Pratelli, Luca 3 Rigo, Pietro 3 Tarantola, Claudia 3 Villani, Mattias 3 Anderson, Carolyn 2 Angelini, Orazio 2 Ballin, Marco 2 Bianchi, Daniele 2 Giacometti, Rosella 2 Guidolin, Massimo 2 Oxley, Les 2 Reale, Marco 2 Rijmen, Frank 2 Scanu, Mauro 2 Temme, Dirk 2 Torri, Gabriele 2 Vicard, Paola 2 Waernbaum, Ingeborg 2 Wilson, Granville Tunnicliffe 2 Abbruzzo, Antonino 1 Ahrens, Wolfgang 1 Allali, Abdelwahab 1 Aloimonos, Yiannis 1 Alonso, Andrés M. 1 Anagnostou, Ioannis 1 Argentiero, Amedeo 1 Armstrong, Helen 1 Avagyan, Vahe 1 Bacciu, Davide 1 Banerjee, Sayantan 1 Baraniuk, Richard G. 1 Bazinas, Vassilios 1
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Institution
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Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 3 Dipartimento di Economia, Università Ca' Foscari Venezia 2 Dipartimento di Economia, Università degli Studi di Roma 3 2 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Economics and Finance, College of Business and Economics 1 Electrical and Computer Engineering 1 Erasmus University Rotterdam, Econometric Institute 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Institutet för Arbetsmarknads- och Utbildningspolitisk Utvärdering (IFAU), Arbetsmarknadsdepartementet 1 School of Economics, UNSW Business School 1 Sveriges Riksbank 1 World Scientific Publishing Co. Pte. Ltd. 1
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Published in...
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Journal of Causal Inference 4 Psychometrika 4 Quaderni di Dipartimento 4 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 3 Socio-economic planning sciences : the international journal of public sector decision-making 3 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 2 Computational Statistics 2 Computational Statistics & Data Analysis 2 Departmental Working Papers of Economics - University 'Roma Tre' 2 Journal of Multivariate Analysis 2 Quaderni del Dipartimento 2 Statistical Methods and Applications 2 Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia 2 Working papers 2 Annals of economics and statistics 1 Asia-Pacific Financial Markets 1 Computational economics 1 Corporate social responsibility and environmental management 1 DEM Working Papers Series 1 Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS 1 Discussion Papers / School of Economics, UNSW Business School 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Econometrics : open access journal 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 European journal of operational research : EJOR 1 Evaluation Review 1 INFORMS journal on computing : JOC 1 International journal of risk assessment and management : IJRAM 1 Journal of Economic Methodology 1 Journal of Educational and Behavioral Statistics 1 Journal of econometrics 1 Journal of economic dynamics & control 1 Journal of risk management in financial institutions 1 Journal of the Royal Statistical Society: Series A (Statistics in Society) 1 Judgment and Decision Making 1 Marketing : ZFP ; journal of research and management 1 Mathematics and Computers in Simulation (MATCOM) 1 Operations research 1 Regional science & urban economics 1
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Source
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ECONIS (ZBW) 35 RePEc 34 BASE 5 EconStor 5 Other ZBW resources 4
Showing 1 - 10 of 83
Cover Image
Comment on: “Decision-theoretic foundations for statistical causality”
Shpitser, Ilya - In: Journal of Causal Inference 10 (2022) 1, pp. 190-196
Persistent link: https://www.econbiz.de/10014610926
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Decision-theoretic foundations for statistical causality: Response to Shpitser
Dawid, Philip - In: Journal of Causal Inference 10 (2022) 1, pp. 217-220
Abstract I thank Ilya Shpitser for his comments on my article, and discuss the use of models with restricted interventions.
Persistent link: https://www.econbiz.de/10014610932
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Causal transmission in reduced-form models
Bazinas, Vassilios; Nielsen, Bent - In: Econometrics : open access journal 10 (2022) 2, pp. 1-25
We propose a method to explore the causal transmission of an intervention through two endogenous variables of interest. We refer to the intervention as a catalyst variable. The method is based on the reduced-form system formed from the conditional distribution of the two endogenous variables...
Persistent link: https://www.econbiz.de/10013355236
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Combination of autoregressive graphical models and time series bootstrap methods for risk management in marine insurance
Carli, Federico; Pesce, Elena; Porro, Francesco; … - In: Socio-economic planning sciences : the international … 92 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014529095
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Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment
Ahelegbey, Daniel Felix; Celani, Alessandro; … - In: Socio-economic planning sciences : the international … 92 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014529162
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Green finance : evidence from large portfolios and networks during financial crises and recessions
Argentiero, Amedeo; Bonaccolto, Giovanni; Pedrini, Giulio - In: Corporate social responsibility and environmental management 31 (2024) 3, pp. 2474-2495
Persistent link: https://www.econbiz.de/10014531416
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Learning linear non-Gaussian graphical models with multidirected edges
Liu, Yiheng; Robeva, Elina; Wang, Huanqing - In: Journal of Causal Inference 9 (2021) 1, pp. 250-263
Abstract In this article, we propose a new method to learn the underlying acyclic mixed graph of a linear non-Gaussian structural equation model with given observational data. We build on an algorithm proposed by Wang and Drton, and we show that one can augment the hidden variable structure of...
Persistent link: https://www.econbiz.de/10014610907
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Housing price diffusions in mainland China : evidence from a spatially penalized graphical VAR model
Jiang, Xiandeng; Chang, Le; Shi, Yanlin - In: Empirical economics : a quarterly journal of the … 64 (2023) 2, pp. 765-795
Persistent link: https://www.econbiz.de/10014226320
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Causal discovery of gene regulation with incomplete data
Foraita, Ronja; Friemel, Juliane; Günther, Kathrin; … - In: Journal of the Royal Statistical Society: Series A … 183 (2020) 4, pp. 1747-1775
Causal discovery algorithms aim to identify causal relations from observational data and have become a popular tool for analysing genetic regulatory systems. In this work, we applied causal discovery to obtain novel insights into the genetic regulation underlying head-and-neck squamous cell...
Persistent link: https://www.econbiz.de/10012428705
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Community detection in partial correlation network models
Brownlees, Christian; Guðmundsson, Guðmundur Stefán; … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 216-226
Persistent link: https://www.econbiz.de/10012804102
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