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A Bayesian semiparametric analysis of ARCH models

Kozumi, Hideo; Polasek, Wolfgang - In: Optimization, dynamics, and economic analysis : essays …, (pp. 389-400). 2000

Persistent link: https://www.econbiz.de/10001497195

Semiparametric Bayesian inference in autoregressive panel data models

Hirano, Keisuke - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 2, pp. 781-799

Persistent link: https://www.econbiz.de/10001661280

Monotonic regression based on Bayesian P-splines : an application to estimating price response functions from store-level scanner data

Brezger, Andreas (contributor); … - 2003

Generalized additive models have become a widely used instrument for flexible regression analysis. In many practical situations, however, it is desirable to restrict the flexibility of nonparametric estimation in order to accommodate a presumed monotonic relationship between a covariate and the...

Persistent link: https://www.econbiz.de/10002623639

Bayesian inference for duration data with unobserved and unknown heterogeneity : Monte Carlo evidence and an application

Paserman, Marco Daniele (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001896054

Monotonic regression based on Bayesian P-splines : an application to estimating price response functions from store-level scanner data

Brezger, Andreas; Steiner, Winfried J. - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 90-104

Persistent link: https://www.econbiz.de/10003625268

Modeling US inflation dynamics : a Bayesian nonparametric approach

Jochmann, Markus - In: Econometric reviews 34 (2015) 1/5, pp. 537-558

Persistent link: https://www.econbiz.de/10011373257

A Bayesian semiparametric competing risk model with unobserved heterogeneity

Burda, Martin; Harding, Matthew C.; Hausman, Jerry A. - In: Journal of applied econometrics 30 (2015) 3, pp. 353-376

Persistent link: https://www.econbiz.de/10011327589

Empirical bayesball remixed : empirical Bayes methods for longitudinal data

Gu, Jiaying; Koenker, Roger - In: Journal of applied econometrics 32 (2017) 3, pp. 575-599

Persistent link: https://www.econbiz.de/10011694761

Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model

Çakmaklı, Cem - In: Econometric reviews 39 (2020) 1, pp. 71-91

Persistent link: https://www.econbiz.de/10012181542

Bayesian nonparametric methods for macroeconomic forecasting

Marcellino, Massimiliano; Pfarrhofer, Michael - 2024

Persistent link: https://www.econbiz.de/10015077624

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