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State Price Densities implied from weather derivatives
Härdle, Wolfgang Karl; López-Cabrera, Brenda; Teng, … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2013
available. For this situation, we employ a Bayesian quadrature method because it allows us to incorporate prior assumptions on …
Persistent link: https://www.econbiz.de/10010658762
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A flexible approach to parametric inference in nonlinear and time varying time series models
Koop, Gary; Potter, Simon - HAL - 2010
transition autoregressive models or time varying parameter models). Bayesian econometric methods for inference are developed for …
Persistent link: https://www.econbiz.de/10010570531
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A flexible approach to parametric inference in nonlinear and time varying time series models
Koop, Gary; Potter, Simon - HAL - 2010
transition autoregressive models or time varying parameter models). Bayesian econometric methods for inference are developed for …
Persistent link: https://www.econbiz.de/10010821083
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Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality
Reichmuth, Wolfgang; Sarferaz, Samad - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
Carlo algorithm to estimate the parameters and the latent variables in an efficient one-step procedure. Via the Bayesian …
Persistent link: https://www.econbiz.de/10005784846
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Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model
Leon-Gonzalez, Roberto; Yang, Fuyu - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2010
We develop Bayesian techniques for estimation and model comparison in a novel Generalised Stochastic Unit Root (GSTUR …
Persistent link: https://www.econbiz.de/10008513138