Search Results - subject:"bayesian analysis"

BAYESIAN INFERENCE FOR STATE SPACE MODEL WITH PANEL DATA

Pandey, Ranjita; Chaturvedi, Anoop - In: Statistics in Transition New Series 17 (2016) 2, pp. 211-219

Persistent link: https://www.econbiz.de/10012141615

Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices

Ardia, David; Gatarek, Lukasz T.; Hoogerheide, Lennart; … - In: Econometrics : open access journal 4 (2016) 1, pp. 1-19

We investigate the direct connection between the uncertainty related to estimated stable ratios of stock prices and risk and return of two pairs trading strategies: a conditional statistical arbitrage method and an implicit arbitrage one. A simulation-based Bayesian procedure is introduced for...

Persistent link: https://www.econbiz.de/10011505854

The role of aggregate demand and resource distribution policies in the elusive search for high economic growth rates : a Bayesian estimation of the Kaleckian model of growth in Bolivia, 1990-2015

Arce Catacora, Luis Alberto; Quiroz Sillo, David; … - In: Cuadernos de investigación económica boliviana 1 (2015/2016) 2, pp. 1-34

Persistent link: https://www.econbiz.de/10012815078

Financial frictions and shocks in an estimated small open economy DSGE model

Doojav, Gan-Ochir; Kalirajan, Kaliappa - In: Journal of quantitative economics 18 (2020) 2, pp. 253-291

Persistent link: https://www.econbiz.de/10012418824

A bayesian signals approach for the detection of crises

Michaēlidēs, Panagiōtēs G.; Tsionas, Efthymios G.; … - In: Journal of quantitative economics 18 (2020) 3, pp. 551-585

Persistent link: https://www.econbiz.de/10012418855

Measuring the natural rate of interest in a commodity exporting economy : evidence from Mongolia

Doojav, Gan-Ochir; Gantumur, Munkhbayar - In: International economics : a journal published by CEPII … 161 (2020), pp. 199-218

Persistent link: https://www.econbiz.de/10012642544

Endogeneity in multiple output production : evidence from the US hotel industry

Assaf, A. Georges; Atkinson, Scott Estes; Tsionas, … - In: Tourism management : research, policies, practice 80 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012237353

Bounded rationality and thick frontiers in stochastic frontier analysis

Tsionas, Efthymios G. - In: European journal of operational research : EJOR 284 (2020) 2, pp. 762-768

Persistent link: https://www.econbiz.de/10012238794

On a High-Dimensional Model Representation method based on Copulas

Tsionas, Efthymios G.; Andrikopoulos, Athanasios - In: European journal of operational research : EJOR 284 (2020) 3, pp. 967-979

Persistent link: https://www.econbiz.de/10012238926

On a model of environmental performance and technology gaps

Tsionas, Efthymios G. - In: European journal of operational research : EJOR 285 (2020) 3, pp. 1141-1152

Persistent link: https://www.econbiz.de/10012239862