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Schätzung von Anteilen aus fehlerhaften Daten

Wagner, Helga - 2001

Persistent link: https://www.econbiz.de/10013269072

Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques

Frühwirth-Schnatter, Sylvia - In: The econometrics journal 7 (2004) 1, pp. 143-167

Persistent link: https://www.econbiz.de/10002121994

Efficient Bayesian parameter estimation

Frühwirth-Schnatter, Sylvia - In: State space and unobserved component models : theory …, (pp. 123-151). 2004

Persistent link: https://www.econbiz.de/10009719927

Bayesian estimation of the Heston volatility model

Frühwirth-Schnatter, Sylvia; Sögner, Leopold - In: Operations research proceedings 2002 : selected papers …, (pp. 480-485). 2003

Persistent link: https://www.econbiz.de/10001752050

Markov chain Monte Carlo methods for parameter estimation in multidimensional continuous time Markov switching models

Hahn, Markus; Frühwirth-Schnatter, Sylvia; Sass, Jörn - In: Journal of financial econometrics : official journal of … 8 (2010) 1, pp. 88-121

Persistent link: https://www.econbiz.de/10003997336

Achieving shrinkage in a time-varying parameter model framework

Bitto, Angela; Frühwirth-Schnatter, Sylvia - In: Journal of econometrics 210 (2019) 1, pp. 75-97

Persistent link: https://www.econbiz.de/10012303379

When it counts : econometric identification of the basic factor model based on glt structures

Frühwirth-Schnatter, Sylvia; Hosszejni, Darjus; Lopes, … - In: Econometrics : open access journal 11 (2023) 4, pp. 1-30

Despite the popularity of factor models with simple loading matrices, little attention has been given to formally address the identifiability of these models beyond standard rotation-based identification such as the positive lower triangular (PLT) constraint. To fill this gap, we review the...

Persistent link: https://www.econbiz.de/10014507908