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Asymmetrische Effekte der Geldpolitik auf die Industrie in der Bundesrepublik Deutschland - eine Untersuchung auf Branchenebene

Hock, Thorsten - 2003

subsectors, at least not given the used identification strategy. This could be due to the fact that this theory regards the …

Persistent link: https://www.econbiz.de/10009433722

Network effects, compatibility, and adoption of standards

Grajek, Michał - 2005

standard and international trade. The estimation results allow us to formulate some interesting policy conclusions. …

Persistent link: https://www.econbiz.de/10009467122

Spatial Modeling for Capturing the Effects of Point Sources

Heo, Tae-Young - 2005

The point source is the most common type of source to be modeled for its effect on air pollution. Point sources provide auxiliary information that may impact both the mean and covariance structure of measured responses, but these possible impacts are often overlooked by spatial modelers. In this...

Persistent link: https://www.econbiz.de/10009431162

Bayesian Regression Methods for Crossing Survival Curves

DiCasoli, Carl Matthew - 2009

study the estimation procedure in the Yang-Prentice model with regards to the two-sample case. We propose two different …

Persistent link: https://www.econbiz.de/10009431193

Labor market policies in an equilibrium matching model with heterogeneous agents and on-the-job search

Stavrunova, Olena - 2007

This dissertation quantitatively evaluates selected labor market policies in a search-matching model with skill heterogeneity where high-skilled workers can take temporary jobs with skill requirements below their skill levels. The joint posterior distribution of structural parameters of the...

Persistent link: https://www.econbiz.de/10009466063

Time-varying covariates and semi-parametric regression in capture-recapture: an adaptive spline approach

Bonner, SJ; Thomson, DL; Schwarz, CJ - 2009

Advances in capture–recapture methodology have allowed the inclusion of continuous, time-dependent individual-covariates as predictors of survival and capture probabilities. The problem posed by these covariates is that they are only observed for an individual when that individual is captured....

Persistent link: https://www.econbiz.de/10009471487

Three Essays on Bayesian Factor Models

Piatek, Rémi - 2010

The present dissertation consists of three stand-alone research papers that all deal with factor models from a Bayesian perspective, both in a theoretical and an empirical setup. More precisely, the thesis is organized in a progressive way as follows: Chapter 1 briefly presents the general...

Persistent link: https://www.econbiz.de/10009471699

Bayesian inference for finite mixtures of generalized linear models with random effects

DeSarbo, Wayne S.; Lenk, Peter J. - 2000

We present an hierarchical Bayes approach to modeling parameter heterogeneity in generalized linear models. The model assumes that there are relevant subpopulations and that within each subpopulation the individual-level regression coefficients have a multivariate normal distribution. However,...

Persistent link: https://www.econbiz.de/10009476617

Applications of quantile regression to estimation and detection of some tail characteristics

Hsu, Ya-Hui - 2010

confidence level. Accurate VaR estimation can help financial institutions maintain appropriate capital levels to cover the risk …. Using the S&P 500 index as an example, we show that the proposed Bayesian approach adds value to the original estimation … method of Engle and Manganelli in terms of both estimation and prediction. …

Persistent link: https://www.econbiz.de/10009477869

Applying Bayesian Forecasting to Predict New Customers' Heating Oil Demand

Sakauchi, Tsuginosuke - 2011

This thesis presents a new forecasting technique that estimates energy demand by applying a Bayesian approach to forecasting. We introduce our Bayesian Heating Oil Forecaster (BHOF), which forecasts daily heating oil demand for individual customers who are enrolled in an automatic delivery...

Persistent link: https://www.econbiz.de/10009484448