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Residual Diagnostic Methods for Bayesian Structural Equation Models

Stokes-Riner, Abbie; Thurston, Sally W.

condition measured with multiple outcomes. Adjusting for all exposures as separate covariates in a multiple linear regression … model assumptions. Individual-level residuals are easy to estimate in the Bayesian SEM and are used to dene posterior … predictive checks for model assumptions. The empirical cumulative distribution function of the residuals is used to test the …

Persistent link: https://www.econbiz.de/10009483015

A Bayesian network approach to explaining time series with changing structure

Tucker, A; Liu, X - 2004

Many examples exist of multivariate time series where dependencies between variables change over time. If these changing dependencies are not taken into account, any model that is learnt from the data will average over the different dependency structures. Paradigms that try toexplain underlying...

Persistent link: https://www.econbiz.de/10009465363

Improving the Accuracy of Outlook Price Forecasts: An Application to Livestock Markets

Colino, Evelyn Del Valle - 2009

The performance and economic value of public outlook forecasts has been of continuing interest to agricultural economists and market participants. This dissertation provide new and powerful evidence on the performance of outlook forecasts relative to futures prices in hog and cattle markets over...

Persistent link: https://www.econbiz.de/10009477928

How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market

Colino, Evelyn V.; Irwin, Scott H.; Garcia, Philip - 2008

This study investigates the predictability of outlook hog price forecasts released by Iowa State University relative to alternative market and time-series forecasts. The findings suggest that predictive performance of the outlook hog price forecasts can be improved substantially. Under RMSE,...

Persistent link: https://www.econbiz.de/10009443351

The State-by-State Effects of Mad Cow Disease Using a New MRIO Model

Park, Jiyoung; Park, Changkeun; Nam, Sangjeong - 2006

Until recently, it is hard to find studies to estimate how much the total economic losses for U.S. or other states by the BSE incidents except one dominant study by Devadoss et al (2005), which used CGE (Computable Generalized Equations) model for U.S. However, they are not reporting the direct...

Persistent link: https://www.econbiz.de/10009443483

Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts?

Colino, Evelyn V.; Irwin, Scott H.; Garcia, Philip - 2009

This paper investigates whether the accuracy of outlook hog price forecasts can be improvedusing composite forecasts in an out-of-sample context. Price forecasts from four wellrecognizedoutlook programs are combined with futures-based forecasts, ARIMA, andunrestricted Vector Autoregressive (VAR)...

Persistent link: https://www.econbiz.de/10009446396

Nonstationary brand variables in category management: A cointegration perspective

Jiang, James J.; Zhong, Maosen; Klein, Gary; Chen, H. G. - 2004

regression problems due to nonstationary time-series data. Improperly stated nonstationary systems can reduce the accuracy of the …

Persistent link: https://www.econbiz.de/10009447905

Modelling the Behaviour of the New Issue Market

Brailsford, Tim; Heaney, R.A; Shi, Jing - 2001

This paper analyses the time-series behaviour of the new issue market in the context of an equilibrium model of demand and supply for IPOs. The model produces testable equations examining the relationship between the number of new issues and the average level of under-pricing, and also...

Persistent link: https://www.econbiz.de/10009451608

Has the Experience Economy Arrived Yet?

Morgan, Michael; Elbe, J.; Esteban, J. - 2008

detriment of established European destinations. Coastal resorts and rural recreation areas providing services aimed at people on … different types of case study regions by geography and market, the rural recreation region of the Siljan Lake District in Sweden …

Persistent link: https://www.econbiz.de/10009429704

The Recreational Value of Coral Reefs: Classical and Bayesian Meta-Analytic Approaches to Benefit Transfer

Londono Diaz, Luz Marelvis - 2010

of observations, and the implementation of a computational approach that allows tailoring of meta-regression models (MRMs …

Persistent link: https://www.econbiz.de/10009429961