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ECONIS (ZBW)
67
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1
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
2
Locally time-varying parameter regression
He, Zhongfang
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 269-300
Persistent link: https://www.econbiz.de/10014551522
Saved in:
3
Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong
;
Xie, Xinling
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
Saved in:
4
Hamiltonian sequential Monte Carlo with application to consumer choice behavior
Burda, Martin
;
Daviet, Remi
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 54-77
Persistent link: https://www.econbiz.de/10014305438
Saved in:
5
Bayesian estimation of dynamic panel data gravity model
Cho, Moonhee
;
Zheng, Xiaoyong
- In:
Econometric reviews
40
(
2021
)
7
,
pp. 607-634
Persistent link: https://www.econbiz.de/10012624526
Saved in:
6
Robust open Bayesian analysis : overfitting, model uncertainty, and endogeneity issues in multiple regression models
Pacifico, Antonio
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 148-176
Persistent link: https://www.econbiz.de/10012483805
Saved in:
7
Bayesian semiparametric multivariate stochastic volatility with application
Zaharieva, Martina Danielova
;
Trede, Mark
;
Wilfling, Bernd
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 947-970
Persistent link: https://www.econbiz.de/10012295590
Saved in:
8
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
9
Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model
Çakmaklı, Cem
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012181542
Saved in:
10
Welfare gains of the poor : an endogenous Bayesian approach with spatial random effects
Ramírez, Andrés
;
Montoya Blandón, Santiago
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 301-318
Persistent link: https://www.econbiz.de/10012181284
Saved in:
11
Model selection for factor analysis : some new criteria and performance comparisons
Choi, In
;
Jeong, Hanbat
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 577-596
Persistent link: https://www.econbiz.de/10012181337
Saved in:
12
Sparse change-point HAR Models for Realized Variance
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 857-880
Persistent link: https://www.econbiz.de/10012181370
Saved in:
13
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
Saved in:
14
Particle learning for Bayesian semi-parametric stochastic volatility model
Virbickaitė, Audronė
;
Lopes, Hedibert Freitas
; …
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1007-1023
Persistent link: https://www.econbiz.de/10012181379
Saved in:
15
Granger-causal analysis of GARCH models : a Bayesian approach
Woźniak, Tomasz
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 325-346
Persistent link: https://www.econbiz.de/10012038712
Saved in:
16
Bayesian model averaging for dynamic panels with an application to a trade gravity model
Chen, Huigang
;
Mirestean, Alin
;
Tsangarides, Charalambos G.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 777-805
Persistent link: https://www.econbiz.de/10012040411
Saved in:
17
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
18
Correlated defaults, temporal correlation, expert information and predictability of default rates
Kiefer, Nicholas Maximilian
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 699-712
Persistent link: https://www.econbiz.de/10011795379
Saved in:
19
Uncertainty, information, and disagreement of economic forecasters
Shoja, Mehdi
;
Soofi, Ehsan S.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 796-817
Persistent link: https://www.econbiz.de/10011795499
Saved in:
20
Estimation and properties of a time-varying EGARCH(1,1) in mean model
Anyfantaki, Sofia
;
Dēmos, Antōnēs A.
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 293-310
Persistent link: https://www.econbiz.de/10011549930
Saved in:
21
Weighted-average least squares prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1040-1074
Persistent link: https://www.econbiz.de/10011591015
Saved in:
22
A general quantile function model for economic and financial time series
Cai, Yuzhi
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1173-1193
Persistent link: https://www.econbiz.de/10011591169
Saved in:
23
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
Saved in:
24
Particle learning for fat-tailed distributions
Lopes, Hedibert Freitas
;
Polson, Nicholas G.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1666-1691
Persistent link: https://www.econbiz.de/10011592384
Saved in:
25
Generalized least squares model averaging
Liu, Qingfeng
;
Okui, Ryo
;
Yoshimura, Arihiro
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1692-1752
Persistent link: https://www.econbiz.de/10011592388
Saved in:
26
Modeling US inflation dynamics : a Bayesian nonparametric approach
Jochmann, Markus
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 537-558
Persistent link: https://www.econbiz.de/10011373257
Saved in:
27
Bayesian approaches to nonparametric estimation of densities on the unit interval
Li, Song
;
Silvapulle, Mervyn J.
;
Silvapulle, Paramsothy
; …
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 394-412
Persistent link: https://www.econbiz.de/10011373275
Saved in:
28
Bayesian analysis of instrumental variable models : acceptance-rejection within Direct Monte Carlo
Zellner, Arnold
;
Ando, Tomohiro
;
Baştürk, Nalan
; …
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 3-35
Persistent link: https://www.econbiz.de/10010357826
Saved in:
29
Special issue: Bayesian inference and information : in memory of Arnold Zellner
Soofi, Ehsan S.
(
contributor
);
Zellner, Arnold
(
honouree
)
-
2014
Persistent link: https://www.econbiz.de/10010357833
Saved in:
30
DSGE models with student-t errors
Chib, Siddhartha
;
Ramamurthy, Srikanth
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 152-171
Persistent link: https://www.econbiz.de/10010358321
Saved in:
31
Two-stage Bayesian model averaging in endogenous variable models
Lenkoski, Alex
;
Eicher, Theo S.
;
Raftery, Adrian E.
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 122-151
Persistent link: https://www.econbiz.de/10010358357
Saved in:
32
Bayesian instrumental variables : priors and likelihoods
Lopes, Hedibert Freitas
;
Polson, Nicholas G.
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 100-121
Persistent link: https://www.econbiz.de/10010358369
Saved in:
33
Treatment effects : a Bayesian perspective
Heckman, James J.
;
Lopes, Hedibert Freitas
;
Piatek, Rémi
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 36-67
Persistent link: https://www.econbiz.de/10010358478
Saved in:
34
On some optimal Bayesian nonparametric rules for estimating distribution functions
Ruggeri, Fabrizio
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 289-304
Persistent link: https://www.econbiz.de/10010359801
Saved in:
35
Analysis of variance for Bayesian inference
Geweke, John
;
Amisano, Gianni
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 270-288
Persistent link: https://www.econbiz.de/10010359805
Saved in:
36
Posterior odds with a generalized hyper-g-prior
George, Edward I.
;
Maruyama, Yuzo
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 251-269
Persistent link: https://www.econbiz.de/10010359808
Saved in:
37
Statistical problem classes and their links to information theory
Clarke, Bertrand
;
Clarke, Jennifer
;
Yu, Chi Wai
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 337-371
Persistent link: https://www.econbiz.de/10010360499
Saved in:
38
Normality of posterior distribution under misspecification and nonsmoothness, and Bayes factor for Davies' problem
Yang, Minxian
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 305-336
Persistent link: https://www.econbiz.de/10010360511
Saved in:
39
A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series
Meligkotsidou, Loukia
;
Tzavalis, Elias
;
Vrontos, Ioannis D.
- In:
Econometric reviews
30
(
2011
)
2
,
pp. 208-249
Persistent link: https://www.econbiz.de/10008990443
Saved in:
40
Bayesian interpretations of heteroskedastic consistent covariance estimators using the informed Bayesian bootstrap
Poirier, Dale J.
- In:
Econometric reviews
30
(
2011
)
4
,
pp. 457-468
Persistent link: https://www.econbiz.de/10009130231
Saved in:
41
Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
Saved in:
42
Performance of model selection criteria in Bayesian threshold VAR (TVAR) models
Kwon, Yongjae
;
Bozdogan, Hamparsum
;
Bensmail, Halima
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 83-101
Persistent link: https://www.econbiz.de/10003800662
Saved in:
43
Bayes estimate and inference for entropy and information index of fit
Mazzuchi, Thomas A,
;
Soofi, Ehsan S.
;
Soyer, Refik
- In:
Econometric reviews
27
(
2008
)
4/6
,
pp. 428-456
Persistent link: https://www.econbiz.de/10003761309
Saved in:
44
Bayesian proportional hazard analysis of the timing of high school dropout decisions
Li, Mingliang
- In:
Econometric reviews
26
(
2007
)
5
,
pp. 529-556
Persistent link: https://www.econbiz.de/10003549305
Saved in:
45
Editors' introduction to the special issue of Econometrics reviews on Bayesian dynamic econometrics
Koop, Gary
;
Dijk, Herman K. van
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 107-112
Persistent link: https://www.econbiz.de/10003509066
Saved in:
46
Bayesian analysis of DSGE models
An, Sungbae
;
Schorfheide, Frank
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 113-172
Persistent link: https://www.econbiz.de/10003509078
Saved in:
47
Bayesian analysis of DSGE models : some comments
Adolfson, Malin
;
Lindé, Jesper
;
Villani, Mattias
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 173-185
Persistent link: https://www.econbiz.de/10003509082
Saved in:
48
Bayesian analysis of DSGE models by S. An and F. Schorfheide
Canova, Fabio
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 187-192
Persistent link: https://www.econbiz.de/10003509086
Saved in:
49
Econometric issues in DSGE models
Milani, Fabio
;
Poirier, Dale J.
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 201-204
Persistent link: https://www.econbiz.de/10003509094
Saved in:
50
Comment on An and Schorfheide's Bayesian analysis of DSGE models
Zha, Tao
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 205-210
Persistent link: https://www.econbiz.de/10003509107
Saved in:
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