Search Results - subject:"Posterior Probability"

A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model

Agiwal, Varun; Kumar, Jitendra; Shangodoyin, Dahud Kehinde - In: Statistics in transition : an international journal of … 21 (2020) 5, pp. 133-149

Most economic time series, such as GDP, real exchange rate and banking series are irregular by nature as they may be affected by a variety of discrepancies, including political changes, policy reforms, import-export market instability, etc. When such changes entail serious consequences for time...

Persistent link: https://www.econbiz.de/10012655765

Testing of parameter's instability in a balanced panel: An application to real effective exchange rate for SAARC countries

Agiwal, Varun; Kumar, Jitendra; Sharma, Sumit Kumar - 2017

. (2011), Wachter and Tzavalis (2012). Paper dealt the identification of structural break by comparing the posterior … probability of all possible models like break on all three parameters, only two parameters, one parameter and there is no break. A …

Persistent link: https://www.econbiz.de/10011853390

Testing of parameter's instability in a balanced panel : an application to real effective exchange rate for SAARC countries

Agiwal, Varun; Kumar, Jitendra; Sharma, Sumit Kumar - 2017

Persistent link: https://www.econbiz.de/10011785064

Egyptian and Syrian commodity markets after the dissolution of the Ottoman Empire : a Bayesian structural VECM analysis

Panza, Laura; Woźniak, Tomasz - 2015

Persistent link: https://www.econbiz.de/10011339307

Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging

Strachan, Rodney; van Dijk, Herman K. - 2012

The empirical support for features of a Dynamic Stochastic General Equilibrium model with two technology shocks is valuated using Bayesian model averaging over vector autoregressions. The model features include equilibria, restrictions on long-run responses, a structural break of unknown date...

Persistent link: https://www.econbiz.de/10010326330

Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging

Strachan, Rodney; Dijk, Herman K. van - Tinbergen Instituut - 2012

This discussion paper resulted in a publication in 'The International Economic Review', 2013, 54(1), 385-402.<P> The empirical support for features of a Dynamic Stochastic General Equilibrium model with two technology shocks is valuated using Bayesian model averaging over vector autoregressions....</p>

Persistent link: https://www.econbiz.de/10011255853

Evidence on features of a DSGE business cycle model from Bayesian model

Strachan, Rodney W.; Dijk, Herman K. van - 2012

Persistent link: https://www.econbiz.de/10009722689

DSGE pileups

Morris, Stephen D. - In: Journal of economic dynamics & control 74 (2017), pp. 56-86

Persistent link: https://www.econbiz.de/10011740475

Vanishing points estimation and road scene understanding based on Bayesian posterior probability

Liu, Huajun; Wang, Cailing; Yang, Jingyu - In: Industrial Robot: An International Journal 43 (2016) 1, pp. 12-21

lane identification. VPs estimation based on vanishing direction hypothesis and Bayesian posterior probability estimation … posterior probability verification framework. Experimental results demonstrate VPs, and lanes are practical for challenging … structured and semi-structured complex road scenarios. Originality/value – A Bayesian posterior probability verification …

Persistent link: https://www.econbiz.de/10014835592

Economic design of multivariate Bayesian control chart with two sampling intervals

Naderkhani, Farnoosh; Makis, Viliam - In: International journal of production economics 174 (2016), pp. 29-42

Persistent link: https://www.econbiz.de/10011448537