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Bayesian analysis of econometric time series models using hybrid integration rules
Moreira, Ajax; Gamerman, Dani - 2001
This paper is concerned with the study of Bayesian inference procedures to commonly used time series models. In … are analytically integrated and hyperparameters are integrated by Markov chain Monte Carlo methods. Credibility regions …
Persistent link: https://www.econbiz.de/10011762920
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Bayesian analysis of econometric time series models using hybrid integration rules
Moreira, Ajax; Gamerman, Dani - 2015
This paper is concerned with the study of Bayesian inference procedures to commonly used time series models. In … are analytically integrated and hyperparameters are integrated by Markov chain Monte Carlo methods. Credibility regions …
Persistent link: https://www.econbiz.de/10012018632
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Multivariate spatial regression models
Gamerman, Dani; Moreira, Ajax - 2015
This paper describes the inference procedures required to perform Bayesian inference to some multivariate econometric …
Persistent link: https://www.econbiz.de/10012019328
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Space-varying regression models : specifications and simulation
Gamerman, Dani; Moreira, Ajax; Rue, Håvard - 2015
Space-varying regression models are generalizations of standard linear models where the regression coefficients are allowed to change in space. The spatial structure is specified by a multivariate extension of pairwise difference priors thus enabling incorporation of neighboring structures and...
Persistent link: https://www.econbiz.de/10012007896
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Bayesian nonparametric vector autoregressive models
Kalli, Maria; Griffin, Jim E. - In: Journal of econometrics 203 (2018) 2, pp. 267-282
Persistent link: https://www.econbiz.de/10011974694
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Large Bayesian VARMAs
Chan, Joshua; Eisenstat, Eric; Koop, Gary - In: Journal of econometrics 192 (2016) 2, pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
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Markov chain Monte Carlo in Bayesian models for testing gamma and lognormal S-type process qualities
Liao, Mou-Yuan - In: International journal of production research 54 (2016) 23/24, pp. 7491-7503
Persistent link: https://www.econbiz.de/10011566617
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Bayesian estimation of the GARCH(1,1) model with student-t innovations
Ardia, David; Hoogerheide, Lennart F. - 2010
This note presents the R package bayesGARCH (Ardia, 2007) which provides functions for the Bayesian estimation of the …
Persistent link: https://www.econbiz.de/10011380176
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A generalized linear mixed model for data breaches and its application in cyber insurance
Sun, Meng; Yi, Lu - In: Risks : open access journal 10 (2022) 12, pp. 1-23
Clearinghouse (PRC) since 2001 and propose a Bayesian generalized linear mixed model for data breach incidents. Our model captures … under Bayesian framework using a combination of Gibbs sampler and Metropolis–Hastings algorithm. Predictions and …
Persistent link: https://www.econbiz.de/10014230858
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Evaluating the performance of US manufacturing and service operations in the presence of IT : a Bayesian stochastic production frontier approach
Kim, Gilwhan; Lin, Winston T.; Simpson, N. C. - In: International journal of production research 53 (2015) 18, pp. 5500-5523
Persistent link: https://www.econbiz.de/10011391664