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Some New Semiparametric Panel Stochastic Frontier Models
Hajargasht, Gholamreza - Econometric Society - 2004
we use the Bayesian penalized approach to stochastic frontiers developed in Hajargasht et al. (2003). Finally we …
Persistent link: https://www.econbiz.de/10005130155
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Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data
Martin, Gael; Strickland, Chris; Forbes, Catherine - Econometric Society - 2004
A general Bayesian Markov Chain Monte Carlo methodology is utilized for conducting an analysis of the intensity process …
Persistent link: https://www.econbiz.de/10005170371
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A Nonlinear Model of the Business Cycle
Potter, Simon M.; Leamer, Edward E. - Econometric Society - 2004
The usual index of leading indicators has constant weights on its components and is therefore implicitly premised on the assumption that the dynamical properties of the economy remain the same over time and across phases of the business cycle. We explore the possibility that the business cycle...
Persistent link: https://www.econbiz.de/10005328932
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A Bayesian MCMC Algorithm for Markov Switching GARCH models
Das, Dhiman; Yoo, B. Hark - Econometric Society - 2004
can be handled easily in Bayesian inference. A new Markov Chain Monte Carlo algorithm is introduced and proves to work …
Persistent link: https://www.econbiz.de/10005063716
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Structural Error Correction Model: A Bayesian Perspective
Chua, Chew Lian; Summers, Peter - Econometric Society - 2004
parameters and analysis of cointegration. We amalgamate the Bayesian methods of Kleibergen and Paap (2002) for analysis of … cointegration in the ECM, and the Bayesian methods of Waggoner and Zha (2003) for estimating the structural parameters in BSVAR into …
Persistent link: https://www.econbiz.de/10005063745
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Uncertainty and the open economy: a view through two different lenses
Lees, Kirdan - Econometric Society - 2004
Under a Bayesian framework of model uncertainty, closed economy models of monetary policy typically suggest that policy …, qualitatively the models recommend standard results: policy attenuation if the policymaker maintains a Bayesian view of uncertainty …
Persistent link: https://www.econbiz.de/10005702534