Search Results - subject:"Informative priors"

A TWO-COMPONENT NORMAL MIXTURE ALTERNATIVE TO THE FAY-HERRIOT MODEL

Chakraborty, Adrijo; Datta, Gauri Sankar; Mandal, Abhyuday - In: Statistics in Transition New Series 17 (2016) 1, pp. 67-90

Persistent link: https://www.econbiz.de/10012141608

Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions

Baumeister, Christiane; Hamilton, James D. - 2020

Persistent link: https://www.econbiz.de/10012196352

Has the attitude of US citizens towards redistribution changed over time?

zelli, roberto; Pittau, M. Grazia - Dipartimento di Scienze Statistiche, Facoltà di … - 2013

Demand for redistribution has been traditionally investigated within a static scenario, giving the perception of a stationary association between individual determinants and preferences. Using repeated cross-sectional survey data from the General Social Survey over the period 1978{2010, we model...

Persistent link: https://www.econbiz.de/10010695731

Inference in structural vector autoregressions when the identifying assumptions are not fully believed : re-evaluating the role of monetary policy in economic fluctuations

Baumeister, Christiane; Hamilton, James D. - In: Journal of monetary economics 100 (2018), pp. 48-65

Persistent link: https://www.econbiz.de/10012109069

A new approach to construction of objective priors: Hellinger information

Shemyakin, Arkady - In: Applied Econometrics 28 (2012) 4, pp. 124-137

Non-informative priors play crucial role in objective Bayesian analysis. Most popular ways of construction of non-informative … construction of non-informative priors is suggested based on the concept of Hellinger information related to Hellinger distance … in non-regular situations, when Fisher information does not exist. Non-informative priors based on Hellinger information …

Persistent link: https://www.econbiz.de/10010841016

Has the attitude of US citizens towards redistribution changed over time?

Pittau, Maria Grazia; Farcomeni, Alessio; Zelli, Roberto - In: Economic modelling 52 (2016), pp. 714-724

Persistent link: https://www.econbiz.de/10011643008

Bayesian informative priors with Yang and Land’s hierarchical age–period–cohort model

Bell, Andrew; Jones, Kelvyn - In: Quality & Quantity: International Journal of Methodology 49 (2015) 1, pp. 255-266

particular, we suggest the application of informative priors, in a Bayesian framework, to the age trend, and we use a variety of …

Persistent link: https://www.econbiz.de/10011151059

Sign restrictions, structural vector autoregressions, and useful prior information

Baumeister, Christiane; Hamilton, James D. - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 5, pp. 1963-1999

Persistent link: https://www.econbiz.de/10011417080

A bayesian model averaging approach with non-informative priors for cost-effectiveness analyses in health economics

Conigliani, Caterina - Dipartimento di Economia, Università degli Studi di Roma 3 - 2008

We consider the problem of assessing new and existing technologies for their cost-effectiveness in the case where data on both costs and effects are available from a clinical trial, and we address it by means of the cost-effectiveness acceptability curve. The main difficulty in these analyses is...

Persistent link: https://www.econbiz.de/10005449331

Meta-analyses using information reweighting: An application to online advertising

Wang, Pengyuan; Bradlow, Eric; George, Edward - In: Quantitative Marketing and Economics 12 (2014) 2, pp. 209-233

Because technology-enabled marketing research has led to information arriving at a rapid pace, methods in marketing that allow for coherent, sequential and fast information integration are needed. We propose in this research a new approach to information integration: Information Reweighted...

Persistent link: https://www.econbiz.de/10010865239