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Bayesian computational methods and applications

Hill, Rufus Carter (ed.) - 1996

Persistent link: https://www.econbiz.de/10009731808

Koop, Gary - 2003

Bayesian Econometrics introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced … undergraduate or graduate level. The book is self-contained and does not require previous training in econometrics. The focus is on … computational skills of modern Bayesian econometrics can be found at: www.wiley.co.uk/koopbayesian …

Persistent link: https://www.econbiz.de/10001728002

Combining large numbers of density predictions with Bayesian predictive synthesis

Chernis, Tony - 2023 - Last updated: August 21, 2023

Bayesian predictive synthesis is a flexible method of combining density predictions. The flexibility comes from the ability to choose an arbitrary synthesis function to combine predictions. I study the choice of synthesis function when combining large numbers of predictions-a common occurrence...

Persistent link: https://www.econbiz.de/10014456598

An introduction to modern Bayesian econometrics

Lancaster, Tony - 2004

Persistent link: https://www.econbiz.de/10001795425

Finding relevant variables in sparse Bayesian factor models : economic applications and simulation results

Kaufmann, Sylvia; Schumacher, Christian - 2012

This paper considers factor estimation from heterogenous data, where some of the variables are noisy and only weakly informative for the factors. To identify the irrelevant variables, we search for zero rows in the loadings matrix of the factor model. To sharply separate these irrelevant...

Persistent link: https://www.econbiz.de/10009674269