Pages that link to "Item:Q5706500"
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The following pages link to Contemporary Bayesian Econometrics and Statistics (Q5706500):
Displaying 9 items.
- Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model (Q5860977) (← links)
- Forecasting with a panel Tobit model (Q6067208) (← links)
- Predictive Inference Based on Markov Chain Monte Carlo Output (Q6088268) (← links)
- Semiparametric Bayesian estimation of dynamic discrete choice models (Q6193082) (← links)
- UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY (Q6203447) (← links)
- Computing Bayes: from then `til now (Q6540226) (← links)
- An importance sampling approach for reliable and efficient inference in Bayesian ordinary differential equation models (Q6548872) (← links)
- Hybrid SV-GARCH, \(t\)-GARCH and Markov-switching covariance structures in VEC models -- which is better from a predictive perspective? (Q6580679) (← links)
- Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models (Q6626290) (← links)
