Pages that link to "Item:Q4237828"

The following pages link to Using simulation methods for bayesian econometric models: inference, development,and communication (Q4237828):

Displaying 50 items.

• Non-separability and sectoral comovement in a sticky price model (Q1994272) (← links)
• Consumer misperceptions, uncertain fundamentals, and the business cycle (Q1994403) (← links)
• What (really) accounts for the fall in hours after a technology shock? (Q1994613) (← links)
• The effects of public spending externalities (Q1994628) (← links)
• Monetary policy strategies for the European Central Bank (Q2054810) (← links)
• Improving bridge estimators via \(f\)-GAN (Q2080347) (← links)
• The euro area's pandemic recession: a DSGE-based interpretation (Q2098007) (← links)
• A reconsideration of money growth rules (Q2115970) (← links)
• Business cycle implications of rising household credit market participation in emerging countries (Q2191515) (← links)
• Bounded rationality and heterogeneous expectations: Euler versus anticipated-utility approach (Q2195254) (← links)
• Investigating the two parameter analysis of Lipovetsky for simultaneous systems (Q2208412) (← links)
• Default recovery rates and aggregate fluctuations (Q2246750) (← links)
• Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density (Q2259756) (← links)
• Methods for computing marginal data densities from the Gibbs output (Q2440391) (← links)
• Forecasting electricity demand in Japan: a Bayesian spatial autoregressive ARMA approach (Q2445727) (← links)
• Modified harmonic mean method for spatial autoregressive models (Q2685450) (← links)
• Bayesian bandwidth estimation for local linear fitting in nonparametric regression models (Q2700530) (← links)
• Monetary policy and sunspot fluctuations in the United States and the euro area (Q2843397) (← links)
• A Bayesian simulation approach to inference on a multi-state latent factor intensity model (Q2892458) (← links)
• Markov switching stochastic frontier model (Q3023029) (← links)
• A Hybrid Approximation Bayesian Test of Variance Components for Longitudinal Data (Q3058392) (← links)
• Testing for the usefulness of forecasts (Q3088164) (← links)
• Inducing normality from non-Gaussian long memory time series and its application to stock return data (Q3103156) (← links)
• Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques* (Q3156190) (← links)
• Multivariate Pareto Distributions: Inference and Financial Applications (Q3566549) (← links)
• Detecting log-periodicity in a regime-switching model of stock returns (Q3605233) (← links)
• (Q4409930) (← links)
• BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL (Q4432539) (← links)
• What are the advantages of MCMC based inference in latent variable models? (Q4469540) (← links)
• Bayesian inference in the triangular cointegration model using a jeffreys prior (Q4541744) (← links)
• Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method (Q4610221) (← links)
• Quasi-Bayesian model selection (Q4625070) (← links)
• Induction: From Kolmogorov and Solomonoff to De Finetti and Back to Kolmogorov (Q4660036) (← links)
• Marginal Likelihood Estimation with the Cross-Entropy Method (Q5080510) (← links)
• Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval (Q5080515) (← links)
• Estimation of a functional single index model with dependent errors and unknown error density (Q5083928) (← links)
• Bayesian Approaches to Shrinkage and Sparse Estimation (Q5100721) (← links)
• Hidden Markov model in multiple testing on dependent count data (Q5107750) (← links)
• MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING (Q5114682) (← links)
• Bayesian Analysis of DSGE Models (Q5292342) (← links)
• Forecasting Performance of an Open Economy DSGE Model (Q5292351) (← links)
• Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter (Q5292355) (← links)
• Bayesian Inference Using Artificial Augmenting Regressions (Q5321937) (← links)
• Neural Network Models for Conditional Distribution Under Bayesian Analysis (Q5446247) (← links)
• The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis (Q5484691) (← links)
• Bayesian inference in models based on equilibrium search theory (Q5942685) (← links)
• Strategic interactions in U.S. monetary and fiscal policies (Q6067176) (← links)
• Bayesian Model Averaging: A Systematic Review and Conceptual Classification (Q6086545) (← links)
• Black Box Variational Bayesian Model Averaging (Q6100009) (← links)
• Comparing stochastic volatility specifications for large Bayesian VARs (Q6108307) (← links)