Search Results - subject:"bayesian analysis"

Bayesian item response analysis of method-of-payment habits in banking surveys

Muthukumarana, Saman; Vincent, Kyle; Tichon, Jenna G. - In: Journal of mathematical finance 9 (2019) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10012116653

Bayesian logistic regression approaches to predict incorrect DRG assignment

Suleiman, Mani; Demirhan, Haydar; Boyd, Leanne; Girosi, … - In: Health care management science 22 (2019) 2, pp. 364-375

Persistent link: https://www.econbiz.de/10012098278

On the estimation of total factor productivity : a novel Bayesian non-parametric approach

Tsionas, Efthymios G.; Polemis, Michael - In: European journal of operational research : EJOR 277 (2019) 3, pp. 886-902

Persistent link: https://www.econbiz.de/10012102208

Deriving robust bayesian premiums under bands of prior distributions with applications

Sánchez-Sánchez, M.; Sordo, M. A.; Suárez-Llorens, A.; … - In: Astin bulletin : the journal of the International … 49 (2019) 1, pp. 147-168

Persistent link: https://www.econbiz.de/10012105432

On the cyclicality of real wages and wage differentials

Otrok, Christopher M.; Pourpourides, Panayiotis M. - In: The B.E. journal of macroeconomics 19 (2019) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011978104

The macro-economy and non-performing loans in Ghana : a BVAR approach

Asafo, Shuffield Seyram - In: International journal of business and economic sciences … 11 (2018) 3, pp. 65-72

Purpose: The purpose of the paper was to estimate the interdependence between selected macroeconomic variables and non-performing loans in Ghana using a Bayesian Vector autoregressive approach. Design/methodology/approach: This paper used annual series from 2008-2017 which was interpolated into...

Persistent link: https://www.econbiz.de/10012023559

Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions

Chan, Jennifer So-Kuen; Kok Haur Ng; Ragell, Rachel - In: International review of economics & finance : IREF 61 (2019), pp. 188-212

Persistent link: https://www.econbiz.de/10012205409

Exploring the benefits of international government bond portfolio diversification strategies

Fletcher, Jonathan; Paudyal, Krishna; Santoso, Timbul - In: The European journal of finance 25 (2019) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10012206950

Replicating and extending Martin-Quinn scores

Spruk, Rok; Kovač, Mitja - In: International review of law and economics 60 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10012298257

Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices

Gatarek, Lukasz; Hoogerheide, Lennart; van Dijk, Herman K. - 2014

In this paper we consider two cases of pairs trading strategies: a conditional statistical arbitrage method and an implicit statistical arbitrage method. We use a simulation-based Bayesian procedure for predicting stable ratios, defined in a cointegration model, of pairs of stock prices. We show...

Persistent link: https://www.econbiz.de/10010377207