Similar Search Results

Bayesian causality measures for multiple ARCH models using marginal likelihoods

Polasek, Wolfgang - 2000

Persistent link: https://www.econbiz.de/10001537676

Forecast evaluations for volatile time series : a generalized Theil decomposition

Polasek, Wolfgang - 1999

Persistent link: https://www.econbiz.de/10001433671

Gibbs sampling in VAR models with tightness priors

Polasek, Wolfgang - 1994

Persistent link: https://www.econbiz.de/10000897045

Gibbs sampling in B-VAR models with latent variables

Polasek, Wolfgang - 1994

Persistent link: https://www.econbiz.de/10000897046

Factor analysis and outliers : a Bayesian approach

Polasek, Wolfgang - 1997

Persistent link: https://www.econbiz.de/10000976799

Bayesian generalized errors in variables (GEIV) models for censored regressions

Polasek, Wolfgang - 1993

Persistent link: https://www.econbiz.de/10000874339

Joint sensitivity analysis for covariance matrices in Bayesian linear regression : 2. draft

Polasek, Wolfgang - 1992

Persistent link: https://www.econbiz.de/10000853336

Improving time series forecasts with expert information

Polasek, Wolfgang - 1992

Persistent link: https://www.econbiz.de/10000853560

Variance diagnostics for classical and Bayesian linear regression

Polasek, Wolfgang - 1993

Persistent link: https://www.econbiz.de/10000853729

The Hodrick-Prescott (HP) filter as a Bayesian regression model

Polasek, Wolfgang - 2011

The Hodrick-Prescott (HP) method is a popular smoothing method for economic time series to get a smooth or long-term component of stationary series like growth rates. We show that the HP smoother can be viewed as a Bayesian linear model with a strong prior using differencing matrices for the...

Persistent link: https://www.econbiz.de/10009388146