Pages that link to "Item:Q1867740"
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The following pages link to Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (Q1867740):
Displaying 26 items.
- Generalized reduced rank tests using the singular value decomposition (Q274909) (← links)
- Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (Q277157) (← links)
- Bayesian point estimation of the cointegration space (Q278200) (← links)
- Optimal estimation under nonstandard conditions (Q528003) (← links)
- Bayesian inference in a time varying cointegration model (Q738080) (← links)
- A numerical Bayesian test for cointegration of AR processes (Q1347107) (← links)
- Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (Q1810683) (← links)
- Bayesian and classical approaches to instrumental variable regression (Q1870095) (← links)
- Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox (Q1886282) (← links)
- Bayesian analysis of the error correction model (Q1886286) (← links)
- Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market (Q1927117) (← links)
- Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)
- Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space (Q3557578) (← links)
- Some recent developments in Markov Chain Monte Carlo for cointegrated time series (Q4606423) (← links)
- Cointegration: Bayesian Significance Test (Q4648647) (← links)
- Bayesian assessment of dimensionality in reduced rank regression (Q4671010) (← links)
- BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION (Q4680626) (← links)
- Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo (Q5080436) (← links)
- Bayesian Instrumental Variables: Priors and Likelihoods (Q5080439) (← links)
- Priors for the Long Run (Q5231487) (← links)
- Normalization in Econometrics (Q5292349) (← links)
- Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model (Q5292357) (← links)
- Bayesian analysis of static and dynamic factor models: an ex-post approach towards the rotation problem (Q5964758) (← links)
- A reduced-rank approach to predicting multiple binary responses through machine learning (Q6089192) (← links)
- A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank (Q6623180) (← links)
- Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions (Q6649311) (← links)
