5765 documents matched the search for C11 C13 C32 C53 E37 in JEL-codes.
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Estimation and Variance Decomposition in a Small-size DSGE Model, Oana Simona Hudea,
in Romanian Statistical Review Supplement
(2015)
Keywords: Bayes theorem, dynamic stochastic general equilibrium model, parameter estimation, posterior distribution, variance decomposition
Байесовский подход к оценке воздействия внешних шоков на макроэкономические показатели России. Bayesian approach to evaluate the impact of external shocks on russian macroeconomics indicators, Шевелев А. А.,
in Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки
(2017)
Keywords: BVAR, байесовская векторная авторегрессия, внешнеэкономические шоки, макроэкономика, распределение Миннесоты, BVAR, Bayesian methods, external shocks, macroeconomics, Minnesota prior.
Machine Learning on Stock Price Movement Forecast: The Sample of the Taiwan Stock Exchange, Chin-Sheng Huang and Yi-Sheng Liu,
in International Journal of Economics and Financial Issues
(2019)
Keywords: Naive-Bayes classification, Artificial neural networks, Support vector machine, Random forest, Machine learning, Forecast
ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold Price, Ozer Ozdemir, Memmedaga Memmedli and Akhlitdin Nizamitdinov,
in International Econometric Review (IER)
(2013)
Keywords: Artificial Neural Networks, Bayesian Spline Models, Exchange Rates
Investment Performance of Machine Learning: Analysis of S&P 500 Index, Chia-Cheng Chen, Chun-Hung Chen and Ting-Yin Liu,
in International Journal of Economics and Financial Issues
(2020)
Keywords: ANN, SVM, Random Forest, Machine Learning, Investment Performance
PRONÓSTICOS CON RESTRICCIONES EN SERIES DE TIEMPO UNIVARIADAS: APLICACIÓN AL SEGUIMIENTO DEL PIB DE MEXICO EN 2001, Víctor M. Guerrero,
in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance)
(2002)
Keywords: Modelos ARIMA, Pronósticos
Корректировка прогнозов курсов взаимосвязанных валютных пар на основе систем балансовых соотношений. Correction of forecasts of interrelated currency pairs in terms of systems of balance ratios, Герцекович Д.А.,
in Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки
(2015)
Keywords: валютный рынок, балансовые соотношения, прогноз валютного курса, модель авторегрессии, прогноз курсов взаимосвязанных валютных пар, корректировка прогнозов, exchange market, balance ratios, exchange rate forecast, autoregression model, forecast of interrelated currency pairs rates, correction of forecasts.
THE MAIN CONCEPTS OF THE EQCM MODEL AND DATA-BASED DVAR SYSTEMS, Madalina-Gabriela Anghel, Constantin Anghelache, Georgiana Nita and Gyorgy Bodo,
in Romanian Statistical Review Supplement
(2017)
Keywords: forecast, econometric model, price, indicator, macroeconomic balance
Inflation Forecasting Using Machine Learning Methods, Ivan Baybuza,
in Russian Journal of Money and Finance
(2018)
Keywords: inflation forecast, machine learning, boosting, random forest
TECHNICAL ANALYSIS OF FTSE 100 INDEX USING QUANTMOD PACKAGE, Sorin Marius Pirnac,
in Annals of University of Craiova - Economic Sciences Series
(2015)
Keywords: Technical Analysis, R, FTSE, quantmod, financial markets, volatility , algorithmic trading
A Simple GCV Method of Span Selection for Periodigram Smoothing, H.C. Ombao, J.A. Raz, R.L. Strawderman and R. von Sachs,
from Catholique de Louvain - Institut de statistique
(1999)
Keywords: TIME SERIES ; ESTIMATOR ; ECONOMETRICS
Missing Values in Vector Time Series, H. Mitchell,
from Melbourne - Centre in Finance
(1997)
Keywords: TIME SERIES ; ESTIMATOR
TIME VARYING AND ASYMMETRIC EFFECT BETWEEN OIL PRICES AND NOMINAL EXCHANGE RATE VOLATILITY: A MULTIVARIATE FIEGARCH-DCC APPROACH, Riadh El Abed,
in Journal of Academic Research in Economics
(2017)
Keywords: DCC-FIEGARCH, Asymmetries, Long memory, nominal exchange rate and Crude oil.
Implicit Volatility versus Statistical Volatility: an Exercise Using Options and Telemar S.A. Stock, João Gabe and Marcelo Savino Portugal,
in Brazilian Review of Finance
(2004)
Keywords: volatility, options, conditional variance, FIGARCH, Black-Scholes
Forecasting economic crisis using gradient measurement of development and log-logistic function, Rafal Siedlecki and Daniel Papla,
in Business and Economic Horizons (BEH)
(2013)
Keywords: Law of growth, forecasting, economic crisis, time series analysis, warning signals, S-curve Journal:Business and Economic Horizons (BEH)
DIGITAL DIVIDE GAP CONVERGENCE ACROSS EUROPEAN UNION: THE ROLE OF URBANISATION, Olimpia Neagu,
in Contemporary Economy Journal
(2019)
Keywords: digital divide, households, convergence, forecasting
ASYMMETRIC BUSINESS CYCLE: THEORY AND APPLICATION, Nebiye Yamak and Banu Tanriover,
in Anadolu University Journal of Social Sciences
(2012)
Keywords: Business Cycle Asymmetry, Steepness and Deepness Asymmetry, Hodrick-Presscot Filter, Newey-West Standard Error.
Ham Petrol Fiyatlarýndaki Deðiþim, Parasal Göstergeler, Enflasyon ve Büyüme Ýliþkisi: Türkiye Örneði, Ayþe ERGÝN Ünal,
in Isletme ve Iktisat Calismalari Dergisi
(2021)
Keywords: Ham Petrol Fiyatlarý, ARDL, Toda Yamamoto Nedensellik Testleri, Ekonomik Büyüme, Parasal Göstergeler
Байесовский подход к анализу влияния монетарной политики на макроэкономические показатели России. Bayesian approach to the analysis of monetary policy impact on Russian macroeconomics indicators, и управления Мир Экономики,
in Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки
(2017)
Keywords: макроэкономика, монетарная политика, ставка денежного рынка MIBOR, BVAR, байесовская векторная авторегрессия macroeconomics, monetary policy, MIBOR, BVAR, Bayesian methods
Aplicación de análisis multifractal de exponentes de Hölder en mercados financieros mexicanos: índice accionario IPC y tipo de cambio USD/MXN / A Multifractal Analysis Application of Hölder Exponents in Mexican Financial Markets: Mexican Stock Index and Foreign Exchange USD/MXN, Stephanie Rendón De la Torre,
in Estocástica: finanzas y riesgo
(2014)
Keywords: Exponentes de Hölder;Análisis Multifractal;Series de tiempo financieras / Hölder Exponents;Multifractal Analysis;Financial Time Series
Forecasting inflation in Montenegro using univariate time series models, Milena Lipovina-Bozovic, Julija Cerovic and Sasa Vujosevic,
in Business and Economic Horizons (BEH)
(2015)
Keywords: Price index, inflation forecasting, AR(I)MA model, forecast error
Analysis and Modeling of NYSE Arca Oil & Gas Stock Index Returns, Violeta Duta,
in Hyperion Economic Journal
(2017)
Keywords: returns, volatility, Garch model, stock index, prediction
Ex-Post and Ex-Ante Forecasts of Spot Prices in Bulk Shipping in a Period of Economic Crisis using Simultaneous Equation Models, Nikolaos D. Geomelos and Evangelos Xideas,
in SPOUDAI Journal of Economics and Business
(2014)
Keywords: econometric methodology; simultaneous equations models; spot prices; ex-post and ex-ante forecasts; forecasting uncertainty.
Common Factors of CPI Sub-aggregates and Forecast of Inflation, Seyed Mahdi Barakchian , Saeed Bayat and Hooman Karami ,
in Journal of Money and Economy
(2013)
Keywords: Forecasting, Inflation, CPI Sub-aggregates, Factor Models, ARMAX, FAVAR
Implications of Cointegration for Forecasting: A Review and an Empirical Analysis, Seyed Mahdi Barakchian ,
in Journal of Money and Economy
(2012)
Keywords: Cointegration, Forecasting using VECX, Rank restrictions
Which Pairs of Stocks should we Trade? Selection of Pairs for Statistical Arbitrage and Pairs Trading in Karachi Stock Exchange, Laila Taskeen Qazi, Atta Rahman and Saleem Gul,
in The Pakistan Development Review
(2015)
Keywords: Pairs Trading, Statistical Arbitrage, Engle-Granger 2-step Cointegration Approach, VECM.
Different indexes for forecasting economic activity in Russia (in Russian), Oleg Demidov,
in Quantile
(2008)
Keywords: index of economic activity, leading and coincident indicators, dynamic principal components, factor model, Russia
Dynamic Stochastic General Equilibrium (DSGE) Models. Errors of Numerical Methods, Sergey Ivashchenko,
in HSE Economic Journal
(2018)
Keywords: DSGE; approximation accuracy; QZ-decomposition
Evaluating the Performance of Autoregressive Model in Forecasting Iranian Inflation (in Persian), Hooman Karami and Mehdi Barakchian,
in Journal of Monetary and Banking Research (فصلنامه پژوهشهای پولی-بانکی)
(2015)
Modelling and Forecasting Recessions in Oil-exporting Countries: The Case of Iran, Shahram Fattahi, Kiomars Sohaili, Hamed Monkaresi and Fatemeh Mehrabi,
in International Journal of Economics and Financial Issues
(2017)
Keywords: Modelling, Recessions, Oil-exporting, Iran
Examining the Relationship between Supply Chain Relationships and Practice of Distributors (Case Study: NoshinCo), Hassan Mehrmanesh and Seyed Rahim Safavi Mirmahalleh,
in International Review of Management and Marketing
(2017)
Keywords: Supply Chain, Relationships, Supply Chain, Distributors’ Performance, NoshinCo
Studying the Relationship among Character, Phantasm and Environment with Customers’ Loyalty in Iran’s Hotel Industry (Case Study: Hotels of Ardabil), Hassan Mehrmanesh and Seyed Rahim Safavi Mirmahalleh,
in International Review of Management and Marketing
(2017)
Keywords: Character, Phantasm, Environment, Client’s Loyalty, Hotel, Ardabil
Compare Customer Satisfaction with the Quality of E-banking Services among State, Private and Altered Banks in Isfahan, Mahdi Rezapour and Mehraban Hadi Peykani,
in International Review of Management and Marketing
(2017)
Keywords: Customer Satisfaction, Service Quality, State Banks, Private Banks, Altered Banks
Forecasting Economic Variables Using Disaggregated Data for Consumer Expectations: A Comparison of Forecast Combination Methods (in Korean), Ha-Hyun Jo and Sun-Oong Hwang,
in Economic Analysis (Quarterly)
(2009)
Keywords: Consumer expectation index, Forecast combination, Clustering method, Bayesian method, Principal component method
The Predictive Power of Interest Rates Spread for Economic Activity, Raffaele Passaro,
in Rivista di Politica Economica
(2007)
Examining the Effect of Social and Intellectual Value on Organizational Performance Based on the Balanced Evaluation Method and Structural Equations in the Iranian Oil Terminals Company, Abbas Taleb Bidokhti and Ali Akbar Esmailpour,
in International Journal of Economics and Financial Issues
(2017)
Keywords: Social Value, Intellectual Value, Organizational Performance, Balanced Evaluation Card
Evaluation of the Performance of Combined Methods in Real-Time Forecasting of Inflation in Iran (in Persian), Hamed Atrianfar and ,,
in Journal of Monetary and Banking Research (فصلنامه پژوهشهای پولی-بانکی)
(2014)
(in Persian), Saeed Bayat and Seyed Mahdi Barakchian,
in Journal of Monetary and Banking Research (فصلنامه پژوهشهای پولی-بانکی)
(2014)
Threshold Effects in Sticky Information Philips Curve: Evidence from Iran, Maryam Hematy and Mehdi Pedram ,
in Journal of Money and Economy
(2015)
Keywords: Degree of information stickiness, Sticky information Philips Curve, Out of sample forecasting, Threshold model, Bootstrap
Stress Testing of the Montenegrin Banking System with Aggregated and Bank-Specific Data, Sanja Vuković,
in Journal of Central Banking Theory and Practice
(2014)
Keywords: stress testing, loan loss provisions, estimation, credit risk
Oil and S&P 500 Markets: Evidence from the Nonlinear Model, Yen-Hsien Lee and Fang Hao,
in International Journal of Economics and Financial Issues
(2012)
Keywords: Threshold Co-integration Test; Threshold Error-Correction Model; Stock Market; Oil Market; STECM-GARCH Model
Inflation and Economic Growth: An Empirical Evidence of Bangladesh (1986-2016), Khairul Kabir Sumon and Md. Sazib Miyan,
in International Journal of Economics and Financial Issues
(2017)
Keywords: Economic Growth, Inflation, Threshold Level Of Inflation, Co-Integration, Error Correction Model, Conditional Least Square
A semiparametric assessment of export-led growth in the Philippines, Lorna E. Amrinto and Hector O. Zapata,
in Philippine Review of Economics
(2006)
Keywords: export-led growth, semiparametric error-correction model, Granger causality
Interdependencies between Expected Default Frequency and the Macro Economy, Per Asberg Sommar and Hovick Shahnazarian,
in International Journal of Central Banking
(2009)
Growth effect of aid and its volatility: An individual country study in South Asian economies, Vesna Bucevska,
in Business and Economic Horizons (BEH)
(2011)
Keywords: Financial crisis, early warning system model, logit model, the EU candidate countries.
Comparing forecasts for tourism dynamics in Medellín, Colombia, Marisol Valencia Cárdenas, Juan Gabriel Vanegas López, Juan Carlos Correa Morales and Jorge Aníbal Restrepo Morales,
in Lecturas de Economía
(2017)
Keywords: tourism demand, model evaluation and selection, forecasting and prediction methods, Bayesian statistics, Medellín
Modelo ARIMA aplicado al tipo de cambio peso-dólar en el periodo 2016-2017 mediante ventanas temporales deslizantes, Rey Francisco Ayala Castrejon and Christian Bucio Pacheco,
in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance)
(2020)
Keywords: Tipo de Cambio Peso-Dólar; Pronóstico; Modelos ARIMA; Cambio Estructural
GARCH Family Models vs EWMA: Which is the Best Model to Forecast Volatility of the Moroccan Stock Exchange Market? || Modelos de la familia GARCH vs EWMA: ¿cuál es el mejor modelo para pronosticar la volatilidad del mercado de valores marroquí?, Ouael El Jebari and Abdelati Hakmaoui,
in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration
(2018)
Keywords: volatility forecasting; volatility modeling; stylized facts; GARCH family models; EWMA; pronósticos de volatilidad; modelización de volatilidad; hechos estilizados; modelos de la familia GARCH; EWMA
Determinants and Stability of Money Demand in Nigeria, E. Chuke Nwude, K. Onochie Offor and Sergius N. Udeh,
in International Journal of Economics and Financial Issues
(2018)
Keywords: Broad Money Demand, Autoregressive Distributed Lag, Monetary Policy, Stability, Nigeria
Bayesian Approach Of Decision Problems, Dragoş Stuparu, Tomiţă Vasile and Cora-Ionela Dăniasă,
in Annals of the University of Petrosani, Economics
(2010)
Keywords: certitude, uncertainty, risk, decision, probability, Bayesian theory
Factores asociados al emprendimiento de migrantes colombianos retornados: una aproximación Bayesiana, José Rafael Tovar Cuevas, Claudia Lorena Zúñiga Martínez and Luis Miguel Tovar Cuevas,
in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration
(2022)
Keywords: emprendimiento; migración de retorno; inferencia Bayesiana; GEM; métodos empíricos de Bayes; entrepreneurship; return migration; Bayesian inference; Global Entrepreneurship Monitor (GEM); Empirical Bayes Methods
BAYESIAN APPROACH TO RISK ASSESSMENT IN KNOWLEDGE BASED AUTHENTICATION, Dragos Palaghita and Bogdan Zurbagiu,
from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION
(2009)
Keywords: risk assessment, knowledge
Tratamiento de clases desbalanceadas con el método del cubo en problemas de credit scoring a través de la minería de datos, Mauricio Beltrán Pascual, Francisco Javier Martínez de Pisón Ascacíbar and uan Antonio Vicente Vírseda,
in Cuadernos de Economía - Spanish Journal of Economics and Finance
(2020)
Keywords: Método del cubo; Credit scoring; Minería de datos; Coste de clasificación
Redes bayesianas aplicadas a problemas de credit scoring. Una aplicación práctica, Mauricio Beltrán Pascual, Azahara Muñoz Martínez and Ángel Muñoz Alamillos,
in Cuadernos de Economía - Spanish Journal of Economics and Finance
(2014)
Keywords: Redes bayesianas; Manto de Markov; Credit scoring; Curva ROC; Multiclasificadores
A Note on Compatible Prior Distributions in Univariate Finite Mixture and Markov-Switching Models, Lukasz Kwiatkowski,
in Central European Journal of Economic Modelling and Econometrics
(2015)
Keywords: Bayesian inference, prior coherence, prior compatibility, exponential family
Rational Beliefs and Bayesian Learning: A Note, Carsten Nielsen,
in Rivista Internazionale di Scienze Sociali
(2007)
Keywords: Rational beliefs, Bayesian learning
Bayesian analysis in the case of an estimated parameter following a stochastic process, Lev Slutskin,
in Applied Econometrics
(2010)
Keywords: asymptotic covariance matrix; Bayes’ rule; Gaussian process; marginal posterior distribution
A new approach to construction of objective priors: Hellinger information, Arkady Shemyakin,
in Applied Econometrics
(2012)
Keywords: non-informative priors; reference priors; Jeffreys’ rule; Hellinger distance; Hellinger information.
Definition of a prior distribution in Bayesian analysis by minimizing Kullback–Leibler divergence under data availability, Lev Slutskin,
in Applied Econometrics
(2015)
Keywords: prior probability distributions; Bayesian methodology; Kullback–Leibler divergence; regression analysis
Using Bayesian networks to model the operational risk to information technology infrastructure in financial institutions, Martin Neil and Norman Fenton,
in Journal of Financial Transformation
(2008)
Keywords: Bayesian networks; operational risk
Statistical Analysis of Location Parameter of Inverse Gaussian Distribution Under Noninformative Priors, Nida Khan and Muhammad Aslam,
in Journal of Quantitative Methods
(2019)
Keywords: Bayesian estimation; noninformative prior; Jeffreys prior; loss function; Bayes estimator; Bayes risk; simulation study
Conceptos basicos de probabilidad, Ignacio Velez-Pareja,
from Master Consultores
(2009)
Keywords: Probability rules, induction, deduction, random variable, independence
Statistics as a tool for the development of speech recognition automatic systems, José Luciano Maldonado,
in Economía
(1998)
Keywords: Sistemass reconocedores del habla, tecnología del habla,modelos ocultos del Markov
Approximate Bayesian Computation for Partially Identified Models, Luis Antonio Alvarez,
from University Library of Munich, Germany
(2023)
Keywords: Approximate Bayesian Computation; Partial Identification; Tuning parameter selection
Preprocessing Technologies Of Retrospective Information As Forecasting Basis For Economic Processes, Oksana Snytuk and Lesia Berezhna,
in Business & Management Compass
(2010)
Earthquake parametric insurance with Bayesian spatial quantile regression, Jeffrey Pai, Yunxian Li, Aijun Yang and Chenxu Li,
in Insurance: Mathematics and Economics
(2022)
Keywords: Earthquake risk; Parametric insurance; Quantile regression; Spatial correlation; Bayesian approaches;
Baysian Flexible Mixture Distribution Modelling of Dichotomous Choice Contingent Valuation with Heterogeneity, Jorge Araña and Carmelo J. Leon,
from Econometric Society
(2004)
Keywords: Bayesian Econometrics; Mixture of Normals; Choice Experiments
Lifting, superadditivity, mixed integer rounding and single node flow sets revisited, Quentin Louveaux and Laurence Wolsey,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2003)
Keywords: lifting, mixed integer rounding, single node flow sets
Baysian seasonal analysis with robust priors, Rolando Gonzales,
in Investigación & Desarrollo
(2012)
Keywords: Seasonal analysis, Bayesian inference
Intercambio educativo virtual: Una clase virtual compartida Norte-Sud sobre desarrollo sostenible, Augusta Abrahamse, Carla Quiroga, Mathew Johnson and Ruth Scipione,
in Investigación & Desarrollo
(2012)
Keywords: Educación Internacional, Aprendizaje Virtual, Colaboración Intercultural, Competencias Globales, Aprendizaje Activo
Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference, Andrzej Kocięcki,
from University Library of Munich, Germany
(2011)
Keywords: invariant models; coherence; strong inconsistency; groups
Choosing Prior Hyperparameters: With Applications To Time-Varying Parameter Models, Mu-Chun Wang,
from Verein für Socialpolitik / German Economic Association
(2018)
Keywords: Bayesian inference, Bayesian VAR, Time variation
A Bayesian MCMC Algorithm for Markov Switching GARCH models, Dhiman Das and Byoung Hark Yoo,
from Econometric Society
(2004)
Keywords: Markov Switching, GARCH, Bayesian
Likelihood-based estimation of latent generalised ARCH structures, Gabriele Fiorentini, Enrique Sentana and Neil Shephard,
from London School of Economics and Political Science, LSE Library
(2003)
Keywords: Bayesian inference; dynamic heteroskedasticity; factor models; Markov chain Monte Carlo; simulated EM algorithm; volatility
Honorary Lecture on S. James Press and Bayesian Analysis, Arnold Zellner,
in Review of Economic Analysis
(2009)
Keywords: S. James Press, Bayesian analysis, statistical inference, optimal learning models, Bayes' theorem
A Finer Point in Forensic Identification, Halvor Mehlum,
from Oslo University, Department of Economics
(2003)
Keywords: Bayesian analysis; Forensic statistics
Nested Designs with AR Errors via MCMC, Mahdi Alkhamisi,
from Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics
(2007)
Keywords: Bayesian statistics; Metropolis-Hastings algorithm; Markov chain Monte Carlo methods; repeated measurements; autoregressive process; Gibbs sampling
Bayesian analysis of verbal autopsy data using factor models with age- and sex-dependent associations between symptoms, Tsuyoshi Kunihama, Zehang Richard Li, Samuel J. Clark and Tyler H. McCormick,
from School of Economics, Kwansei Gakuin University
(2024)
Keywords: Bayesian factor models, Causes of death distribution, Multivariate data, Verbal autopsies, Survey data
BAYESIAN ANALYSIS OF THE COMPOUND COLLECTIVE MODEL: THE NET PREMIUM PRINCIPLE WITH EXPONENTIAL POISSON AND GAMMA–GAMMA DISTRIBUTIONS, A. Hernández-Bastida, J.m Pérez–Sánchez and E. Gómez-Deniz,
from Faculty of Economics and Business (University of Granada)
(2007)
Keywords: Compound collective model; Bayesian analysis; Robustness analysis.
Welfare Reform and Children's Health, Badi Baltagi and Yin-Fang Yen,
from Center for Policy Research, Maxwell School, Syracuse University
(2014)
Keywords: Maternal Employment, Children's Health, Welfare, Fixed Effects
Bayesian inference of a smooth transition dynamic almost ideal model of food demand in the US, Kelvin Balcombe and Alastair Bailey,
from University Library of Munich, Germany
(2006)
Keywords: Consumption Bayesian
Bayesian methods, Luc Bauwens and Dimitris Korobilis,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2011)
Keywords: Bayesian inference, dynamic regression model, prior distributions, MCMC methods
Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors, Daniel Friesner, Ron Mittelhammer and Robert Rosenman,
from School of Economic Sciences, Washington State University
(2006)
Keywords: Data Envelopment Analysis, latent inefficiency, Bayesian inference,Beta priors, posterior incidence of inefficiency
Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors, Daniel Friesner, Ron Mittelhammer and Robert Rosenman,
from School of Economic Sciences, Washington State University
(2006)
Keywords: repeated auction; Data Envelopment Analysis, latent inefficiency, Bayesian inference,Beta priors, posterior incidence of inefficiency
Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables, John Chao and Peter Phillips,
from Cowles Foundation for Research in Economics, Yale University
(1998)
Keywords: Cauchy tails, exact finite sample distributions, Jeffreys prior, just identification, limited information, posterior density, simultaneous equations model
Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression, Brian Hanlon and Catherine Forbes,
from Monash University, Department of Econometrics and Business Statistics
(2002)
Keywords: Complexity theory; segmentation; break points; change points; model selection; model choice.
Bayesian Estimation of Atkinson Inequality Measures, Duangkamon Chotikapanich and John Creedy,
from The University of Melbourne
(2000)
Keywords: DISTRIBUTION ; INCOME ; INFORMATION
Manipulation Robustness of Collaborative Filtering Systems, Benjamin Van Roy and Xiang Yan,
from NET Institute
(2009)
Keywords: recommendation system, collaborative filtering, manipulation, information theory, statistics
Fractional bayes factors for the analysis of autoregressive models with possible unit roots, Maria Maddalena Barbieri and Caterina Conigliani,
from Department of Economics - University Roma Tre
(2000)
Keywords: Autoregressive model, fractional Bayes factor, model selection, time series, unit root
An alternative bayes factor for testing for unit autoregressive roots, Caterina Conigliani and F. Spezzaferri,
from Department of Economics - University Roma Tre
(2002)
Keywords: Autoregressive model, bayes factor, model selection, noninformative prior distributions time series, unit root
Semi-parametric modelling for costs of helt care technologies, Caterina Conigliani and Andrea Tancredi,
from Department of Economics - University Roma Tre
(2003)
Keywords: Healthcare cost data, semiparametric modelling, mixture models, generalised Pareto distribution.
A bayesian semi-parametric approach for cost-effectiveness analysis in health economics, Caterina Conigliani and Andrea Tancredi,
from Department of Economics - University Roma Tre
(2005)
Keywords: Healthcare cost data, cost-effectiveness analysis, mixture models, semiparametric modelling.
Comparing parametric and semi-parametric approaches for bayesian cost-effectiveness analyses in health economics, Caterina Conigliani and Andrea Tancredi,
from Department of Economics - University Roma Tre
(2006)
Keywords: Healthcare cost data, cost-effectiveness analysis, mixture models, Bayesian model averaging
Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?, Yuan Liao and Anna Simoni,
from Rutgers University, Department of Economics
(2016)
Keywords: partial identication, Bayesian credible sets, support function, moment inequality models, Bernstein-von Mises theorem
Sticking It Out: Entrepreneurial Survival and Liquidity Constraints, Douglas Holtz-Eakin, David Joulfaian and Harvey Rosen,
from Princeton University, Department of Economics, Industrial Relations Section.
(1993)
Keywords: entrepreneurship, liquidity constraints
MUSE: The Bank of Canada's New Projection Model of the U.S. Economy, Marc-André Gosselin and René Lalonde,
from Bank of Canada
(2005)
Keywords: Economic models; Business fluctuations and cycles
Adaptive Trees: a new approach to economic forecasting, Nicolas Woloszko,
from OECD Publishing
(2020)
Keywords: business cycles, concept drift, feature engineering, forecasting, GDP growth, interpretable AI, machine learning, short-term forecasts, structural change
Consistent Parameter Estimation for Lagged Multilevel Models, N.H. Spencer,
from University of Hertfordshire - Business Schoool
(1998)
Keywords: ESTIMATOR ; STATISTICAL ANALYSIS
Forecasting Seasonal Factors Method Vs. Regression Method With MS Excel, Petru Balogh and Pompiliu Golea,
in Knowledge Horizons - Economics
(2015)
Keywords: Forecasting, Seasonal factor, Regression, Comparative analysis
The Efficiency Of An Estimator. Application, Cristina-Ioana Fatu,
in Knowledge Horizons - Economics
(2017)
Keywords: Statistical Estimation, Efficient Estimator, Random Variable, Relative Efficiency, Absolute Correct Estimator
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