Bayesian econometrics

Results: 430



#Item
391Regression analysis / Statistical theory / Quantile regression / Quantile / Normal distribution / Bayesian inference / Exponential distribution / Statistics / Econometrics / Bayesian statistics

Bayesian tail risk interdependence using quantile regression M. Bernardi† , G. Gayraud‡ and L. Petrella† † ‡

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Source URL: www.bancaditalia.it

Language: English - Date: 2014-04-10 13:23:52
392Statistical theory / Estimation theory / Econometrics / Confidence interval / Bayesian inference / Inference / Frequentist inference / Likelihood function / Prior probability / Statistics / Statistical inference / Bayesian statistics

SIGBOVIK[removed]BELIEF-SUSTAINING INFERENCE∗ By Alex Reinhart and Jerzy Wieczorek Department of Statistics, Carnegie Mellon University Two major paradigms dominate modern statistics: frequentist inference,

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Source URL: www.refsmmat.com

Language: English - Date: 2014-06-15 14:40:45
393Econometrics / Data analysis / Forecasting / Fan chart / Macroeconomic model / Macroeconomics / Economic model / Regression analysis / Forecast error / Statistics / Statistical forecasting / Time series analysis

Are Bayesian Fan Charts Useful? The Effect of Zero Lower Bound and Evaluation of Financial Stability Stress Tests∗ Michal Franta,a Jozef Barun´ık,b,c Roman Horv´ath,b and ˇ ıdkov´a,a,b Kateˇrina Sm´

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Source URL: www.ijcb.org

Language: English - Date: 2014-02-28 09:48:00
394Science / Econometrics / JEL classification codes / Journal of Economic Literature / Bayesian econometrics / Academic conference / Applied economics / Development economics / Mathematical economics / Economics / Economic methodology / Knowledge

Call for papers THE RIMINI CONFERENCE in ECONOMICS and FINANCE RCEF-2014 CONFERENCE TITLE: The Next Convergence CONFERENCE DATES: Monday, June 9, 2014 – Tuesday, June 10, 2014

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Source URL: www.rcfea.org

Language: English - Date: 2014-04-09 04:34:16
395Bayesian statistics / Analysis of algorithms / Chernoff bound / Naive Bayes classifier / Big O notation / Logistic regression / Feature selection / Errors-in-variables models / Normal distribution / Statistics / Econometrics / Regression analysis

Journal of Machine Learning Research v[removed]pp Submitted sub; Published pub On the Necessity of Irrelevant Variables David P. Helmbold

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Source URL: www.phillong.info

Language: English - Date: 2013-08-07 12:05:28
396Actuarial science / Bayesian statistics / Maximum likelihood / Regression analysis / Spatial analysis / Likelihood function / Statistics / Estimation theory / Econometrics

SPACESTATPACK: A Spatial Statistics Package in Fortran[removed]with PC executable code) Purpose This collection of files (Fortran 90 source code and PC executable files) implements the fast maximum likelihood computation

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Source URL: www.spatial-statistics.com

Language: English - Date: 2000-03-02 05:42:34
397Econometrics / Time series analysis / Dynamic stochastic general equilibrium / Vars / Vector autoregression / Bayesian VAR / Macroeconomic model / Value at risk / Futures and promises / Economics / Statistics / Macroeconomics

Panel vector autoregressive models: a survey

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Source URL: www.ecb.europa.eu

Language: English - Date: 2013-01-24 05:14:43
398Statistical methods / Parametric statistics / Bayesian statistics / Causality / Regression analysis / Granger causality / Linear regression / Bivariate analysis / Mutual information / Statistics / Multivariate statistics / Econometrics

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Source URL: www.science-of-medicine.netne.net

Language: English - Date: 2013-02-01 20:08:28
399Bayesian statistics / Econometrics / Maximum likelihood / Fisher information / Conjugate prior / Marginal likelihood / Asymptotic theory / NOνA / Likelihood function / Statistics / Estimation theory / Statistical theory

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Source URL: www.medicine-science.net23.net

Language: English - Date: 2013-02-01 02:13:12
400Econometrics / Statistical models / Bayesian statistics / Quantile regression / Joint probability distribution / Gibbs sampling / Mixture model / Normal distribution / Conditional probability distribution / Statistics / Probability and statistics / Regression analysis

Bayesian modeling of joint and conditional distributions by mixtures

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Source URL: www.economics.illinois.edu

Language: English - Date: 2013-10-16 15:09:59
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