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Scalable rejection sampling for Bayesian hierarchical models

Braun, Michael; Damien, Paul - In: Marketing science 35 (2016) 3, pp. 427-444

Persistent link: https://www.econbiz.de/10011498936

Estimation of coherent demand systems with many binding non-negativity constraints

Pitt, Mark Martin; Millimet, Daniel L. - 1999

Two econometric issues arise in the estimation of complete systems of producer or consumer demands when many non-negativity constraints are binding for a large share of observations, as frequently occurs with micro-level data. The first is computational. The econometric model is essentially an...

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A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns

Peluso, Stefano; Corsi, Fulvio; Mira, Antonietta - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 665-697

Persistent link: https://www.econbiz.de/10011339256

Estimating the value-at-risk from high-frequency data

Krasnovský, Pavol - In: European financial and accounting journal : EFAJ 10 (2015) 2, pp. 5-11

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Understanding repeat playing behavior in casual games using a Bayesian data augmentation approach

Hui, Sam K. - In: Quantitative marketing and economics : QME 15 (2017) 1, pp. 29-55

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A model for policy interest rates

Seibert, Armin; Sirchenko, Andrei; Müller, Gernot - In: Journal of economic dynamics & control 124 (2021), pp. 1-17

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Bayesian nonparametric covariance estimation with noisy and nonsynchronous asset prices

Liu, Jia - In: Journal of risk 24 (2021) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10012816791

Bayesian consumer profiling : how to estimate consumer characteristics from aggregate data

De Bruyn, Arnaud; Otter, Thomas - In: Journal of marketing research 59 (2022) 4, pp. 755-774

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Bayesian robust parameter design for ordered response

Yang, Shijuan; Wang, Jianjun; Tu, Yiliu - In: International journal of production research 60 (2022) 12, pp. 3630-3650

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Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes

Echenim, Mnacho; Gobet, Emmanuel; Maurice, Anne-Claire - In: Quantitative finance 23 (2023) 9, pp. 1285-1304

Persistent link: https://www.econbiz.de/10014339922