Innovation, growth and aggregate volatility from a Bayesian nonparametric perspective
From MaRDI portal
Publication:309573
DOI10.1214/16-EJS1165zbMath1346.62060MaRDI QIDQ309573
Pietro Muliere, Filippo Taddei, Igor Prünster, Antonio Lijoi
Publication date: 7 September 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1468954727
Nonparametric estimation (62G05) Bayesian inference (62F15) Economic growth models (91B62) Random measures (60G57)
Related Items (1)
Cites Work
- Dynamic density estimation with diffusive Dirichlet mixtures
- A Bayesian mixed logit-probit model for multinomial choice
- Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling
- Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models
- Stick-breaking autoregressive processes
- Thermodynamic limits of macroeconomic or financial models: one- and two-parameter Poisson-Dirichlet models
- Tempering stable processes
- Semiparametric Bayesian inference for stochastic frontier models
- On option pricing under a completely random measure via a generalized Esscher transform
- Bayesian nonparametric estimators derived from conditional Gibbs structures
- Exchangeable and partially exchangeable random partitions
- A Bayesian nonparametric approach to modeling market share dynamics
- The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference
- Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
- The sampling theory of selectively neutral alleles
- A Bayesian analysis of some nonparametric problems
- Modelling long-term investment returns via Bayesian infinite mixture time series models
- Bayesian Nonparametric Estimation of the Probability of Discovering New Species
- Random variate generation for exponentially and polynomially tilted stable distributions
- Combinatorial Methods in Discrete Distributions
- Financial Modelling with Jump Processes
- Semiparametric Bayesian Inference in Autoregressive Panel Data Models
- Stationary Autoregressive Models via a Bayesian Nonparametric Approach
- A Representation of Independent Increment Processes without Gaussian Components
- Hierarchical Mixture Modeling With Normalized Inverse-Gaussian Priors
- Order-Based Dependent Dirichlet Processes
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Innovation, growth and aggregate volatility from a Bayesian nonparametric perspective
