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  • Search: subject:"mixture sampler"
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Year of publication
Subject
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Markov Chain Monte Carlo 10 Auxiliary Mixture Sampler 8 Multinomial Logit 8 Transition Data 8 Bayesian Statistics 5 Labor Market Entry Conditions 5 Markov chain Monte Carlo 5 Panel Data 5 Bayes-Statistik 4 Mixture sampler 4 Schätzung 4 Bayesian inference 3 Erwerbsverlauf 3 Estimation 3 Income Career 3 Lohn 3 State space model 3 Stock returns 3 Theorie 3 Theory 3 mixture sampler 3 Extreme values 2 Generalized extreme value distribution 2 Junge Arbeitskräfte 2 Leverage effect 2 Markov chain 2 Markov-Kette 2 Mixture Sampler 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Occupational attainment 2 Wages 2 Österreich 2 ARCH model 1 ARCH-Modell 1 ARFIMA 1 Aktienmarkt 1 Arbeitsmarktintegration 1 Austria 1 Bayesian estimation 1
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Online availability
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Free 11 Undetermined 5
Type of publication
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Book / Working Paper 12 Article 5
Type of publication (narrower categories)
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Working Paper 5 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 11 Undetermined 6
Author
All
Frühwirth-Schnatter, Sylvia 6 Pamminger, Christoph 6 Omori, Yasuhiro 5 Weber, Andrea 5 Winter-Ebmer, Rudolf 5 Nakajima, Jouchi 4 Shephard, Neil 3 Tüchler, Regina 3 Alanya, Willy 2 Chib, Siddhartha 2 Kunihama, Tsuyoshi 2 Asai, Manabu 1 Fruwirth-Scnatter, Sylvia 1 Hizu, Takayuki 1 Omori, Yashurio 1 Rodriguez, Gabriel 1 Rodríguez, Gabriel 1 Shirota, Shinichiro 1
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Institution
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Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes-Kepler-Universität Linz 2 Departamento de Economía, Pontificia Universidad Católica del Perú 1 Department of Economics, Oxford University 1 Economics Group, Nuffield College, University of Oxford 1 Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz 1 Institute for Monetary and Economic Studies, Bank of Japan 1
Published in...
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Computational Statistics & Data Analysis 2 NRN Working Paper, NRN: The Austrian Center for Labor Economics and the Analysis of the Welfare State 2 NRN working papers 2 Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State 2 Computational Economics 1 Documentos de Trabajo / Working Papers 1 Economics Papers / Economics Group, Nuffield College, University of Oxford 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Economics working papers / Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz 1 IMES Discussion Paper Series 1 Journal of emerging market finance 1 Working Paper 1
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Source
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RePEc 10 ECONIS (ZBW) 3 EconStor 3 BASE 1
Showing 1 - 10 of 17
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Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: a Bayesian Approximation
Alanya, Willy; Rodríguez, Gabriel - Departamento de Economía, Pontificia Universidad … - 2014
This study is one of the …rst to utilize the SV model to model Peruvian …nancial series, as well as estimating and comparing with GARCH models with normal and t-student errors. The analysis in this study corresponds to Perus stock market and exchange rate returns. The importance of this...
Persistent link: https://www.econbiz.de/10011106063
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Stochastic volatility in the Peruvian stock market and exchange rate returns : a Bayesian approximation
Alanya, Willy; Rodriguez, Gabriel - In: Journal of emerging market finance 17 (2018) 3, pp. 354-385
Persistent link: https://www.econbiz.de/10011964842
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A Bayesian Analysis of Female Wage Dynamics Using Markov Chain Clustering
Pamminger, Christoph; Tüchler, Regina - 2011
In this work, we analyze wage careers of women in Austria. We identify groups of female employees with similar patterns in their earnings development. Covariates such as e.g. the age of entry, the number of children or maternity leave help to detect these groups. We find three different types of...
Persistent link: https://www.econbiz.de/10011310732
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A Bayesian Analysis of Female Wage Dynamics Using Markov Chain Clustering
Pamminger, Christoph; Tüchler, Regina - Austrian Center for Labor Economics and the Analysis of … - 2011
In this work, we analyze wage careers of women in Austria. We identify groups of female employees with similar patterns in their earnings development. Covariates such as e.g. the age of entry, the number of children or maternity leave help to detect these groups. We find three different types of...
Persistent link: https://www.econbiz.de/10009325742
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A Bayesian analysis of female wage dynamics using Markov chain clustering
Pamminger, Christoph; Tüchler, Regina - 2011
In dieser Arbeit analysieren wir Einkommensverläufe von Frauen in Österreich. Unser Ziel ist es, mit Hilfe von zusätzlichen erklärenden Variablen wie z.B. dem Alter bei Berufseintritt, der Kinderanzahl oder einer Karenzvariable, Gruppen von erwerbst¨atigen Frauen mit ähnlichen...
Persistent link: https://www.econbiz.de/10011344851
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Labor Market Entry and Earnings Dynamics: Bayesian Inference Using Mixtures-of-Experts Markov Chain Clustering
Frühwirth-Schnatter, Sylvia; Pamminger, Christoph; … - 2010
This paper analyzes patterns in the earnings development of young labor market entrants over their life cycle. We identify four distinctly different types of transition patterns between discrete earnings states in a large administrative data set. Further, we investigate the effects of labor...
Persistent link: https://www.econbiz.de/10011310722
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Labor Market Entry and Earnings Dynamics: Bayesian Inference Using Mixtures-of-Experts Markov Chain Clustering
Frühwirth-Schnatter, Sylvia; Weber, Andrea; … - 2010
This paper analyzes patterns in the earnings development of young labor market en- trants over their life cycle. We identify four distinctly di®erent types of transition patterns between discrete earnings states in a large administrative data set. Further, we investigate the e®ects of labor...
Persistent link: https://www.econbiz.de/10010294866
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Labor Market Entry and Earnings Dynamics: Bayesian Inference Using Mixtures-of-Experts Markov Chain Clustering
Weber, Andrea; Winter-Ebmer, Rudolf; … - Institut für Volkswirtschaftslehre, … - 2010
This paper analyzes patterns in the earnings development of young labor market en- trants over their life cycle. We identify four distinctly di®erent types of transition patterns between discrete earnings states in a large administrative data set. Further, we investigate the e®ects of labor...
Persistent link: https://www.econbiz.de/10008753208
Saved in:
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Labor Market Entry and Earnings Dynamics: Bayesian Inference Using Mixtures-of-Experts Markov Chain Clustering
Weber, Andrea; Winter-Ebmer, Rudolf; … - Austrian Center for Labor Economics and the Analysis of … - 2010
This paper analyzes patterns in the earnings development of young labor market entrants over their life cycle. We identify four distinctly different types of transition patterns between discrete earnings states in a large administrative data set. Further, we investigate the effects of labor...
Persistent link: https://www.econbiz.de/10009360295
Saved in:
Cover Image
Labor market entry and earnings dynamics : Bayesian inference using mixtures-of-experts Markov chain clustering
Frühwirth-Schnatter, Sylvia; Pamminger, Christoph; … - 2010
This paper analyzes patterns in the earnings development of young labor market entrants over their life cycle. We identify four distinctly different types of transition patterns between discrete earnings states in a large administrative data set. Further, we investigate the effects of labor...
Persistent link: https://www.econbiz.de/10011344864
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