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Bayesian semiparametric estimation of discrete duration models : an application of the Dirichlet process prior

Campolieti, Michele - In: Journal of applied econometrics 16 (2001) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10001557362

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

Selfinformative limits of bayes estimates and generalized maximum likelihood

Bunke, Olaf (contributor); Johannes, Jan (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919013

Fitting a distribution to survey data for the half-life of deviations from PPP

Fisher, Mark - 2015

This note presents a nonparametric Bayesian approach to fitting a distribution to the survey data provided in Kilian and Zha (2002) regarding the prior for the half-life of deviations from purchasing power parity (PPP). A point mass at infinity is included. The unknown density is represented as...

Persistent link: https://www.econbiz.de/10011403123

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

Accelerated MM algorithms for inference of ranking scores from comparison data

Vojnović, Milan; Yun, Se-Young; Zhou, Kaifang - In: Operations research 71 (2023) 4, pp. 1318-1342

Persistent link: https://www.econbiz.de/10014338197

Estimating the model for seasoned equity offering underpricing : application to the Chinese financial market

Chung, Chune Young; Liu, Chang - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1472-1480

Persistent link: https://www.econbiz.de/10011563542

Model-based estimation in monetary policy inertia and it's another possibility

Cha, H. E.; Lim, Raymond Jay - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2077-2094

Persistent link: https://www.econbiz.de/10014533396

Identification versus misspecification in new keynesian monetary policy models

Lindé, Jesper; Laséen, Stefan; Ratto, Marco - 2019

Persistent link: https://www.econbiz.de/10012060953

Record data from Kies distribution and related statistical inferences

Al-Olaimat, Nesreen M.; Bayoud, Husam A.; Raqab, Mohammad Z. - In: Statistics in transition : an international journal of … 22 (2021) 4, pp. 153-170

The Kies probability model was proposed as an alternative to the extended Weibull models as it provides a more efficient fit to some real-life data sets in comparison to the aforementioned models. The paper proposes classical and Bayesian inferences for the Kies distribution based on records....

Persistent link: https://www.econbiz.de/10012818209