Search Results

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

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

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

Trade Openness and Environmental Pollution in Emerging Market Economies,
Yilmaz Bayar and Ömer Faruk Ozturk, in Eurasian Eononometrics, Statistics and Emprical Economics Journal (2016)
Keywords: Trade Openness, Economic Growth; Environmental Pollution; Panel Data Analysis

Geliþmiþ Ülkelerde Çevresel Kuznets Eðrisi Hipotezinin Test Edilmesi: Kyoto Protokolünün Rolü,
Cuma Bozkurt and Ilyas Okumuþ, in Isletme ve Iktisat Calismalari Dergisi (2017)
Keywords: Çevresel Kuznets Eðrisi, Kyoto Protokolü, Panel veri analizi

Global changes and new trends within the territorial structure of the oil, gas and coal industries,
Milan Vošta, in Acta Oeconomica Pragensia (2009)
Keywords: localization changes, oil, natural gas, coal, prospects, new trends

Rice Value Chain Analysis in the Philippines: Value Addition, Constraints, and Upgrading Strategies,
Alice Mataia, Jesusa Beltran, Rowena Manalili, Betzaida Catudan, Nefriend Francisco and Adrielle Flores, in Asian Journal of Agriculture and Development (2020)
Keywords: rice value chain, value addition, constraints, upgrading strategies, competitiveness

The benefits of storage and non-renewable resource price dynamics,
Jason Stevens, in Canadian Journal of Economics (2013)

Optiaml Resource Regime in Natural Resource Management: A revised economic theory of commons,
R. Berry, from University of Toronto, Department of Economics (1998)

The role of price expectations and legal uncertainties in ocean mineral, exploration activities,
Akbar Marvasti, in Resources Policy (2013)

Reconciling Diverging Views on Mineral Depletion: A Modified Cumulative Availability Curve Applied to Copper Resources,
Emilio Castillo and Roderick Eggert, from Colorado School of Mines, Division of Economics and Business (2019)
Keywords: peak minerals, mineral depletion, cumulative availability curve, copper

Financial development and environmental degradation: Do human capital and institutional quality make a difference?,
Ahmad Mahmood, Ahmed Zahoor, Yang Xiyue, Nazim Hussain and Avik Sinha, from University Library of Munich, Germany (2021)
Keywords: Financial development; Human capital; Institutional quality; Environmental degradation; CS-ARDL

Modeling the impact of climatic and non-climatic factors on cereal production: evidence from Indian agricultural sector,
Chandio Abbas Ali, Jiang Yuansheg, Amin Asad, Akram Waqar, Ilhan Ozturk, Avik Sinha and Ahmad Fayyaz, from University Library of Munich, Germany (2021)
Keywords: Agricultural output; Climate change; Cereal production; ARDL method; India

Chinese corporate biodiversity exposure,
Feng He, Longxuan Chen and Brian M. Lucey, in Finance Research Letters (2024)
Keywords: Biodiversity; Chinese corporate finance; Risk exposure;

Using Natural Resources for Development: Why Has It Proven So Difficult?,
Anthony Venables, from Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford (2016)
Keywords: Natural resources, non-renewable, depletion, resource curse, Dutch disease, revenue management, diversification, genuine saving

Using Natural Resources for Development: Why Has It Proven So Difficult?,
Anthony Venables, from C.E.P.R. Discussion Papers (2016)
Keywords: Depletion; Diversification; Dutch disease; Genuine saving.; Natural resources; Non-renewable; Resource curse; Revenue management

Differential Impacts of US-China Trade War and Outbreak of COVID-19 on Chinese Air Quality,
Muhammad Shahbaz, Avik Sinha and Muhammad Ibrahim Shah, from University Library of Munich, Germany (2021)
Keywords: China; Trade War; COVID-19; AQI; Convergence

On The Optimal Order of Natural Resourse Use When the Capacity of the Inexhaustible Substitute is Limited,
Jean-Pierre Amigues, Pascal Favard, Gérard Gaudet and Michel Moreaux, from Toulouse - GREMAQ (1996)
Keywords: RESOURCE ALLOCATION

AN ANALYSIS OF THE EVENTS THAT LED TO THE EXACERBATION OF THE BLACK SEA CRISIS IN THE LAST DECADE AND THE ROLE OF DISINFORMATION AND MISINFORMATION,
Adrian Viorel Dragomir, Robert-Claudiu Hellvig and Constantin-Adrian Blanaru, in Internal Auditing and Risk Management (2022)
Keywords: disinformation, information security, war, vulnerability, resilience

Econometric Models with Panel Data,
Václava Pánková, in Acta Oeconomica Pragensia (2007)
Keywords: panel data, random / fixed effects model, short time series, Hausman test

Non-linéarité entre inflation et croissance économique: quels enseignements pour la zone BEAC ?,
Itchoko Motande Mondjeli Mwa Ndjokou and Pierre Christian Tsopmo, in Revue d’économie du développement (2017)
Keywords: Inflation-growth relation, Optimal inflation threshold, PSTR model

Assessing the Twin Deficits Hypothesis in Selected OECD Countries: An Empirical Investigation,
Mehmet Nargelecekenler and Filiz Giray, in Business and Economics Research Journal (2013)
Keywords: Twin deficits; panel unit root; structural breaks; panel cointegration

Relación entre turismo internacional y el crecimiento económico a nivel mundial,
Christian González and Brayan Tillaguango, in Revista Económica (2020)
Keywords: Crecimiento económico; Turismo; Cointegración; Datos de panel; Causalidad

EXPLORACIÓN DE PETRÓLEO EN COLOMBIA: UNA APROXIMACIÓN EMPÍRICA,
Paulo Cesar Aguirre Galvez, from Universidad de los Andes, Facultad de Economía, CEDE (2003)
Keywords: Economía de los Recursos Naturales

FACTORES ASOCIADOS AL LOGRO EDUCATIVO A NIVEL MUNICIPAL,
Alejandro Mina, from Universidad de los Andes, Facultad de Economía, CEDE (2004)
Keywords: Calidad de la educación

Estimation of a panel stochastic frontier model with unobserved common shocks,
Chih-Chiang Hsu, Chang-Ching Lin and Shou-Yung Yin, from University Library of Munich, Germany (2012)
Keywords: fixed effects, common correlated effects, factor structure, cross-sectional dependence, stochastic frontier

On the C++ Object Programming for Time Series, in the Linux framework,
George Daniel Mateescu, from Institutul National de Cercetari Economice (INCE) (2012)
Keywords: Object Programming, Time Series

On the C++ Object Programming for Time Series, in the Linux framework,
George Mateescu, from Institutul National de Cercetari Economice (INCE) (2013)
Keywords: Object Programming, Time Series

Second-order corrected likelihood for nonlinear panel models with fixed effects,
Geert Dhaene and Yutao Sun, in Journal of Econometrics (2021)
Keywords: Nonlinear panel data models; Fixed effects; Incidental parameter problem; Bias correction;

Consumer purchasing behavior analysis using CVS POS data,
Kaoru Kuramoto, Yosuke Kurihara and Satoshi Kumagai, from International Institute of Social and Economic Sciences (2020)
Keywords: Simultaneous purchaseConsumer attributesmaximum likelihood methodlogit modelAIC

Dances with Chinese data: are the reform period Chinese provincial panel data reliable?,
Qichun He, from University Library of Munich, Germany (2011)
Keywords: Technology Diffusion, Convergence Equation, Panel Data, System GMM (Generelized method of moments)

WHAT PART OF THE INCOME DISTRIBUTION MATTERS FOR EXPLAINING PROPERTY CRIME? THE CASE OF COLOMBIA,
Jairo Nunez, Fabio Sanchez Torres and François Bourguignon, from Universidad de los Andes, Facultad de Economía, CEDE (2003)
Keywords: Crime economics

Optimal forecasting with heterogeneous panels: a Monte Carlo study,
Lorenzo Trapani and Giovanni Urga, from Department of Management, Information and Production Engineering, University of Bergamo (2006)
Keywords: Panel data; homogeneous, heterogeneous and shrinkage estimators; forecasting; cross dependence; Monte Carlo simulations

Moment Restrictions and Identification in Linear Dynamic Panel Data Models,
Tue Gørgens, Chirok Han and Sen Xue, in Annals of Economics and Statistics (2019)
Keywords: Dynamic Panel Data Models, Fixed Effects, Identification, Generalized Method of Moments, Arellano-Bond Estimator

Testing for the null of block zero restrictions in common factor models,
Chirok Han and Dukpa Kim, in Economics Letters (2020)
Keywords: Structural breaks in factor loadings; Number of factors;

IV Estimation of Panels with Factor Residuals,
Donald Robertson, Vasilis Sarafidis and James Symons, from University Library of Munich, Germany (2010)
Keywords: Method of Moments, Dynamic Panel Data, Factor Residuals.

The dynamics of capital structure: Panel data analysis. Evidence from New High-Tech German Firms,
Pr.Abdelwahed Trabelsi and Imen Bouallegui, from Econometric Society (2004)
Keywords: Capital structure, Optimal leverage, Panel data analysis, Dynamic models, Fixed effects, Random effects, Anderson and Hsiao estimators.

Likelihood Based Inference for amic Panel Data Models,
Gareth M. Thomas and Seung Ahn, from Econometric Society (2004)
Keywords: dynamic panel data mle

Productivity and Economic Growth in Latin America: The Stochastic Production Frontier Approach,
Almir Bittencourt, from Econometric Society (2004)
Keywords: Economic growth; stochastic production frontier; total factor productivity.

Models of Productivity in European Union, the USA and Japan,
Xosé Rodríguez and Pilar Exposito, in Applied Econometrics and International Development (2004)
Keywords: productivity models, European productivity, Japan productivity, USA productivity

Analytical bias correction for two-step fixed effects models with copula-distributed errors,
Costanza Naguib, in Economics Letters (2022)
Keywords: Two-step fixed effects; Analytical bias correction; Relative mobility;

Technical Efficiency of Microfinance Institutions in India- A Stochastic Frontier Approach,
Tariq Masood and Mohd. Izhar Ahmad, from University Library of Munich, Germany (2010)
Keywords: Microfinance Institutions, Technical Efficiency, Stochastic Frontier Method, India

On bootstrapping panel factor series,
Lorenzo Trapani, in Journal of Econometrics (2013)
Keywords: Bootstrap; Invariance principle; Factor series; Vector AutoRegression; Joint asymptotics;

Convergencia económica regional: el caso de los Departamentos colombianos,
Liliana Franco Vásquez and Josep Raymond, in Revista Ecos de Economía (2009)
Keywords: Crecimiento Económico; Clubs de Convergencia; Concentración

More Efficient Estimation of Multiplicative Panel Data Models in the Presence of Serial Correlation,
Nicholas Brown and Jeffrey Wooldridge, from Economics Department, Queen's University (2023)
Keywords: fixed effects Poisson, serial correlation, optimal instruments, generalized method of moments

Home Team Advantage in the NRL,
Thomas Longden, in Review of Environment, Energy and Economics - Re3 (2014)
Keywords: Sports Economics, Home Team Advantage, Rugby League

Anova-type consistent estimators of variance components in unbalanced multi-way error components models,
Giovanni Bruno, from KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy (2010)
Keywords: variance components, Anova-type estimators, multi-way error components models, unbalancedness, endogenous regressors

Approximating the Bias of the LSDV Estimator for Dynamic Unbalanced Panel Data Models,
Giovanni Bruno, from KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy (2004)
Keywords: Bias approximation; Unbalanced panels; Dynamic panel data; LSDV estimator; Monte Carlo experiment

Copula-based bivariate binary response models,
Rainer Winkelmann, from Socioeconomic Institute - University of Zurich (2009)
Keywords: Bivariate probit, binary endogenous regressor, Frank copula, Clayton copula

Further results on bias in dynamic unbalanced panel data models with an application to firm R&D investment,
Boris Lokshin, from United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) (2008)
Keywords: Bias Correction, Unbalanced Panel Data, GMM, Dynamic Models

Bias correction for within-group estimation of panel data models with fixed effects and sample selection,
Chirok Han and Goeun Lee, in Economics Letters (2022)
Keywords: Fixed effects; Sample selection; Within-group estimator; Weighted least squares; Pairwise differences;

Discrete Choices with Panel Data,
Manuel Arellano, from Centro de Estudios Monetarios Y Financieros- (2001)
Keywords: PANEL DATA ; DISTRIBUTION ; BINARY CHOICE

Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models,
Manuel Arellano and Stéphane Bonhomme, in Annual Review of Economics (2017)
Keywords: dynamic models, structural economic models, panel data, unobserved heterogeneity

Nonlinear Panel Data Analysis,
Manuel Arellano and Stéphane Bonhomme, in Annual Review of Economics (2011)
Keywords: incidental parameters, unobserved heterogeneity

Robust likelihood estimation of dynamic panel data models,
Javier Alvarez and Manuel Arellano, in Journal of Econometrics (2022)
Keywords: Autoregressive panel data models; Time series heteroskedasticity; Bias-corrected score; Random effects; Earnings process;

Binary Choice Panel Data Models with Predetermined Variables,
Manuel Arellano and Raquel Carrasco, from Centro de Estudios Monetarios Y Financieros- (1996)
Keywords: ECONOMIC MODELS;STATISTICAL ANALYSIS