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Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix; Billio, Monica; Casarin, Roberto - 2012
Persistent link: https://www.econbiz.de/10011629070
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Bias in instrumental-variable estimators of fixed-effect models for count data
Jochmans, Koen; Weidner, Martin - 2021 - This version: October 29, 2021
Persistent link: https://www.econbiz.de/10012698513
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Copula directed acyclic graphs
Pircalabelu, E.; Claeskens, G.; Gijbels, Irène - 2015
Persistent link: https://www.econbiz.de/10011646396
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Nonparametric identification and estimation of stochastic bloch models from many small networks
Jochmans, Koen - 2024 - This version: February 19, 2024
Persistent link: https://www.econbiz.de/10014490875
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A Bayesian covariance graph and latent position model for multivariate financial time series
Ahelegbey, Daniel Felix; Carvalho, Luis; Kolaczyk, Eric D. - 2020
Persistent link: https://www.econbiz.de/10012322265
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High-dimensional macroeconomic forecasting using message passing algorithms
Korobilis, Dimitris - 2019
Persistent link: https://www.econbiz.de/10012601794
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Filtering and forecasting with misspecified ARCH models II : making the right forecast with the wrong model
Nelson, Daniel B.; Foster, Dean P. - 1992
Persistent link: https://www.econbiz.de/10000849719
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Forecasting, misspecification and unit roots : the case of AR(1) versus ARMA(1,1)
Magnus, Jan R.; Pesaran, Bahram - 1990
Persistent link: https://www.econbiz.de/10000782912
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Frequent problems of model specification and forecasting of time series in goods management systems
Arminger, Gerhard; Schneider, Carsten - 1999
Persistent link: https://www.econbiz.de/10001387598
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Iterative plug-in algorithms for SEMIFAR models : definition, convergence and asymptotic properties
Beran, Jan; Feng, Yuanhua - 2001
In this paper data-driven algorithms for fitting SEMIFAR models (Beran, 1999) are proposed. The algorithms combine the data-driven estimation of the nonparametric trend and maximum likelihood estimation of the parameters. Convergence and asymptotic properties of the proposed algorithms are...
Persistent link: https://www.econbiz.de/10011544511