Search Results - subject:"Uniform prior"

Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; … - 2023

vector autoregressions on the grounds that the uniform prior over the set of orthogonal matrices could be nonuniform for … focus is on joint inference, the uniform prior over the set of orthogonal matrices is not only sufficient but also necessary …

Persistent link: https://www.econbiz.de/10014388427

Uniform priors for impulse responses

Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; … - 2023

Persistent link: https://www.econbiz.de/10014368558

Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances

Wang, Y.; Daniels, M.J. - In: Journal of Multivariate Analysis 116 (2013) C, pp. 130-140

Many parameters and positive-definiteness are two major obstacles in estimating and modeling a correlation matrix for longitudinal data. In addition, when longitudinal data is incomplete, incorrectly modeling the correlation matrix often results in bias in estimating mean regression parameters....

Persistent link: https://www.econbiz.de/10011041927