Search Results

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

Conservación de la naturaleza: una reflexión desde la economía,
José Maria Usategui, in EKONOMIAZ. Revista vasca de Economía (1990)
Keywords: Espacio natural, medio ambiente, política medioambiental

Economic Effects of an Ocean Acidification Catastrophe,
Stephen G. Colt and Gunnar P. Knapp, in American Economic Review (2016)

Lisrel ile Yapisal Esitlik Modelleri: Tuketici Sikayetlerine Uygulanmasi,
Veysel Yilmaz, in Anadolu University Journal of Social Sciences (2004)
Keywords: Stuructural equation modeling, Latent variables, Consumer complaints.

SERV‹CE QUAL‹TY MEASUREMENTIN THE TURKISH HIGHER EDUCATION SYSTEM W‹TH SERVQUAL METHOD,
Veysel Yilmaz, Zeynep Filiz and Betul Yaprak, in Anadolu University Journal of Social Sciences (2007)
Keywords: SERVQUAL, Quality in higher education, Service quality

Central and east European social policy and European union accession - time for reflections,
Noemi Lendvai, in Financial Theory and Practice (2005)
Keywords: European Union Accession, social policy, institutionalism

Validation of SERVQUAL Model in Relation to Customer Loyalty: Evidence from FMCGs in Pakistan,
Ammar Ahmed, Faiz Muhammad Khuwaja, Ismail Bin Lebai Othman, Muhammad Asif Qureshi and Rao Akmal Ali, in Sukkur IBA Journal of Management and Business (2017)
Keywords: SERVQUAL; Service Quality; Customer Loyalty; Fast Moving Consumer Goods; PLS-SEM.

Discrete multivariate distributions,
Oleg Yu. Vorobyev, from University Library of Munich, Germany (2008)
Keywords: multivariate discrete distribution; multivariate Binomial distribution; multivariate Poisson distribution; eventology; dependence of events

A Mean Probability Event for a Set of Events,
Oleg Yu. Vorobyev and Natalia A. Lukyanova, from University Library of Munich, Germany (2013)
Keywords: eventology, probability, universal probability space, universal elementary outcome, universal event, set of universal events, mean measure set, mean probability event, mean probability terrace partition.

The Poisson random effect model for experience ratemaking: Limitations and alternative solutions,
Woojoo Lee, Jeonghwan Kim and Jae Youn Ahn, in Insurance: Mathematics and Economics (2020)
Keywords: Poisson random-effect model; Claim frequency; Dependence; Experience ratemaking; Negative binomial distribution;

Double-counting problem of the bonus–malus system,
Rosy Oh, Kyung Suk Lee, Sojung C. Park and Jae Youn Ahn, in Insurance: Mathematics and Economics (2020)
Keywords: Bonus–malus system; Ratemaking; Double counting; Optimization; Auto insurance;

Testing of a Structures Covariance Matrix for Three-Level Repeated Measures Data,
Anuradha Roy and Ricardo Leiva, from College of Business, University of Texas at San Antonio (2008)
Keywords: Kronecker product covariance structure, maximum likelihood estimates, equicorrelated partitioned matrix, three-level multivariate data.

An Extension of the Traditional Classi cation Rules: the Case of Non-Random Samples,
Anuradha Roy and Ricardo Leiva, from College of Business, University of Texas at San Antonio (2008)
Keywords: Classi cation rules; Non-random samples; Jointly equicorrelated training vectors

Threshold Effects of Institutional Quality in the Infrastructure-Growth Nexus,
Eyitayo O. Ogbaro, in Journal of Quantitative Methods (2019)
Keywords: infrastructure; institutions and growth; sub-Saharan Africa; principal components; threshold regression model; first-differenced General Method of Moments

On the ordering of credibility factors,
Jae Youn Ahn, Himchan Jeong and Yang Lu, in Insurance: Mathematics and Economics (2021)
Keywords: Dependence; Posterior ratemaking; Credibility; Auto insurance; Time series; Dynamic random effects;

Denis Sargan: some perspectives,
Peter M. Robinson, from London School of Economics and Political Science, LSE Library (2002)
Keywords: Denis Sargan; Tooke Chair of Economic Science and Statistics; asymptotic theory and large models; semiparametric econometrics.

An econometric analysis of volatility discovery,
Gustavo Fruet Dias, Fotis Papailias and Cristina Scherrer, from London School of Economics and Political Science, LSE Library (2023)
Keywords: double asymptotics; fractionally cointegrated vector autoregressive model; high-frequency data; long memory; market microstructure; price discovery; realized measures

A note on the double k-class estimator in simultaneous equations,
Kajal Lahiri and Chuanming Gao, from University Library of Munich, Germany (2002)
Keywords: Limited Information; Simultaneous Equations; Finite Sample; Mean Squared Error.

Mismeasured Variables in Econometric Analysis: Problems from the Right and Problems from the Left,
Jerry Hausman, in Journal of Economic Perspectives (2001)

A Monte Carlo study on two methods of calculating the MLEs covariance matrix in a seemingly unrelated nonlinear regression,
Mark Jensen, from University Library of Munich, Germany (1995)
Keywords: nonlinear SURE models, covariance estimates, hypothesis testing of neoclassical theory

Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments,
Joshua Angrist and Alan Krueger, in Journal of Economic Perspectives (2001)

Stima delle equazioni simultanee non-lineari: una rassegna,
Giorgio Calzolari, from University Library of Munich, Germany (1992)
Keywords: Econometric models; simultaneous equations; nonlinear models; estimation methods; survey

Conjugate Gradient methods for solving sparse Simultaneous Equations Models,
Paolo Foschi and Erricos Kontoghiorghes, from Society for Computational Economics (2002)
Keywords: Simultaneous Equations Models, 3SLS, Conjugate Gradient methods

A Model of Energy Demand in the U.S. Commercial Sector with Declining Rate Schedules,
Frank Denton, Dean Mountain and Byron Spencer, from McMaster University (2000)
Keywords: energy demand; declining rate schedules

Split Sample Instrumental Variables,
Joshua Angrist and Alan Krueger, from National Bureau of Economic Research, Inc (1995)

Exact Small Sample Properties of the Instrumental Variable Estimator. A View From a Different Angle,
Halvor Mehlum, from Oslo University, Department of Economics (2004)
Keywords: Instrument; variable; estimator

A polar confidence curve applied to Fieller’s ratios,
Halvor Mehlum, from Oslo University, Department of Economics (2017)
Keywords: Confidence curve; Fieller solution; test

Understanding Post-War Changes in U.S. Household Production: A Full-Income Demand-System Perspective,
Wallace Huffman, from Iowa State University, Department of Economics (2006)
Keywords: complete-demand system; household production; housework; price elasticities; income elasticities; post-World War II

Estimating Demand Systems when Outcomes Are Correlated Count,
Joseph Herriges, Daniel Phaneuf and Justin Tobias, from Iowa State University, Department of Economics (2008)
Keywords: recreation demand; Demand systems; counts; Bayesian analysis

A Poisson Ridge Regression Estimator,
Kristofer Månsson and Ghazi Shukur, from HUI Research (2010)
Keywords: Poisson regression; maximum likelihood; ridge regression; MSE; Monte Carlo simulations; Multicollinearity

Modified Ridge Parameters for Seemingly Unrelated Regression Model,
Zangin Zeebari, Ghazi Shukur and B. M. Golam Kibria, from HUI Research (2010)
Keywords: Multicollinearity; modified SUR ridge regression; Monte Carlo simulations; TMSE

A New Asymmetric Interaction Ridge (AIR) Regression Method,
Kristofer Månsson, Ghazi Shukur and Pär Sjölander, from HUI Research (2012)
Keywords: OLS; multicollinearity; regression analysis

Graphical Interpretations of Rank Conditions For Identification of Linear Gaussian Models,
Nikolay Arefiev, from National Research University Higher School of Economics (2016)
Keywords: graphical models, identi cation, rank condition

The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing,
R Scott Hacker and Abdulnasser Hatemi-J, from Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies (2010)
Keywords: Unit Roots; Deterministic Components; Model Selection

Measuring Income-Related Health Inequalities in Sweden,
Ulf-G. Gerdtham and Gun Sundberg, from Stockholm School of Economics (1996)
Keywords: Equity; distribution; inequalities; health

Combining cluster analysis with synthetic control for evaluating economic impacts of the dam breach in Mariana, Brazil,
Leonardo Biazoli, Ednilson Sebastião Ávila and Izabela Regina Cardoso Oliveira, in Empirical Economics (2024)
Keywords: Causal inference, Dynamic time warping, Sociotechnical disasters, Cluster analysis

Inference in partially identified heteroskedastic simultaneous equations models,
Helmut Lütkepohl, George Milunovich and Minxian Yang, in Journal of Econometrics (2020)
Keywords: Heteroskedasticity; Simultaneous equations models; Testing for identification; Davies’ problem;

An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Sumultaneous Equation Models,
Garry Phillips, from University of Exeter, Department of Economics (1999)
Keywords: REGRESSION ANALYSIS ; ECONOMETRICS

Simultaneous Equation Econometrics: The Missing Example,
Dennis Epple and Bennett McCallum, in Economic Inquiry (2006)

The non-parametric identification of the mixed proportional hazards competing risks model,
Jaap H. Abbring and Gerard J. van den Berg, from VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics (2000)
Keywords: competing risks; mixed proportional hazard; non-parametric identification; frailty; duration model; multiple spells.

Inference in Partially Identified Heteroskedastic Simultaneous Equations Models,
Helmut Lütkepohl, George Milunivich and Minxian Yang, from DIW Berlin, German Institute for Economic Research (2016)
Keywords: Heteroskedasticity, simultaneous equations models, testing for identification, Davies' problem

A Semi-Parametric Bayesian Generalized Least Square Estimator,
Ruochen Wu and Melvyn Weeks, from Faculty of Economics, University of Cambridge (2020)
Keywords: Bayesian semi-parametric, generalized lease square estimator, Dirichlet process, equation system, seemingly unrelated regression, panel data, random effects model, correlated random effects model.

Exact Distribution Theory in Structural Estimation with an Identity,
Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (2007)
Keywords: Exact distribution, Identity, IV estimation, LIML, Structural equation, Uniform asymptotic expansion

A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation,
Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (2005)
Keywords: Attraction, Bimodality, Concentration parameter, Identity, Inverse normal, Point of compression, Structural Equation, Weak instrumentation

Are Nearly “Exogenous Instruments” Reliable?,
Daniel Berkowitz, Mehmet Caner and Ying Fang, from Wang Yanan Institute for Studies in Economics (WISE), Xiamen University (2013)
Keywords: Valid Instruments, Weak Identification, Inference.

Tournaments with prize-setting agents,
Kristoffer W. Eriksen, Ola Kvaløy and Trond Olsen, from Norwegian School of Economics, Department of Business and Management Science (2008)
Keywords: Rank-order tournament; prize spread; ability-difference

On the Bimodality of the Exact Distribution of the TSLS Estimator,
Giovanni Forchini, from Monash University, Department of Econometrics and Business Statistics (2005)
Keywords: Bimodality, Identification, Structural equation, Two Stage Least Squares.

Bayesian Model Averaging in the Instrumental Variable Regression Model*,
Gary Koop, Roberto Leon-Gonzalez and Rodney Strachan, from University of Strathclyde Business School, Department of Economics (2011)
Keywords: Bayesian, endogeneity, simultaneous equations, reversible jump Markov chain Monte Carlo.

Inference in Partially Identified Heteroskedastic Simultaneous Equations Models,
Helmut Lütkepohl, George Milunovich and Minxian Yang, from School of Economics, The University of New South Wales (2016)
Keywords: Heteroskedasticity, simultaneous equations models, testing for identification, Davies' problem

On Estimating Multiple Treatment Effects with Regression,
Paul Goldsmith-Pinkham, Peter Hull and Michal Kolesár, from Princeton University. Economics Department. (2021)
Keywords: regressions, treatment effect

Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments,
Joshua Angrist and Alan Krueger, from Princeton University, Department of Economics, Industrial Relations Section. (2001)
Keywords: instrumental variables, natural experiment