Bayesian econometrics

Results: 430



#Item
151Statistical inference / Econometrics / Statistical theory / Expectation–maximization algorithm / Confidence interval / Maximum likelihood / Conjugate prior / Gibbs sampling / Variational Bayesian methods / Statistics / Bayesian statistics / Estimation theory

Composite Likelihood Data Augmentation for Within-Network Statistical Relational Learning Joseph J. Pfeiffer III Jennifer Neville

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Source URL: research.microsoft.com

Language: English - Date: 2015-01-17 04:41:12
152Markov models / Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Computational statistics / Gamma distribution / Prior probability / Markov chain Monte Carlo / Estimation theory / Statistics / Probability and statistics / Bayesian statistics

C ONTRIBUTED R ESEARCH A RTICLES 41 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations

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Source URL: journal.r-project.org

Language: English - Date: 2010-12-30 17:20:09
153Time series analysis / Econometrics / Mathematical finance / Cointegration / Singular value decomposition / Matrix / Rank / Orthogonal matrix / Singular value / Algebra / Linear algebra / Mathematics

Melbourne Institute Working Paper Series Working Paper No[removed]A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank Chew Lian Chua and Sarantis Tsiaplias

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Source URL: melbourneinstitute.com

Language: English - Date: 2014-12-11 19:01:20
154Econometrics / Statistical theory / Philosophy of science / Linear regression / Regression analysis / Bayesian inference / Confidence interval / Estimation theory / Prior probability / Statistics / Statistical inference / Bayesian statistics

20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Physical Statistics or Statistical Physics? A Brief Overview of Bayesian Melding G.S. Chiu a

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-11-19 22:01:30
155Philosophy of science / Bayesian statistics / Linear regression / Bayesian probability / Logistic regression / Regression / Statistics / Regression analysis / Econometrics

OCTOBER[removed]ROZOFF AND KOSSIN 677

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Source URL: www.ssec.wisc.edu

Language: English - Date: 2011-10-17 17:12:28
156Statistical theory / Econometrics / Bayesian inference / Bayesian linear regression / Polynomial regression / Linear regression / Statistical inference / Normal distribution / Conjugate prior / Statistics / Bayesian statistics / Regression analysis

Simplicity Bias in the Estimation of Causal Functions Daniel R. Little ([removed]) Richard M. Shiffrin ([removed]) Department of Psychological and Brain Sciences, Indiana University 1101 E. 10th St,

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Source URL: psych.unimelb.edu.au

Language: English - Date: 2013-03-22 00:17:04
157Vector autoregression / Bayesian VAR / Economic model / Trend estimation / Forecasting / Unit root / Macroeconomic model / Regression analysis / Time series / Statistics / Time series analysis / Econometrics

VAR Forecasting Models of the Australian Economy: A Preliminary Analysis

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Source URL: www.rba.gov.au

Language: English - Date: 2012-11-19 01:25:43
158Mathematical sciences / Data / Scientific method / Statistics / Technometrics / Econometrics / Time series / Operations research / Comparison of statistics journals / Science / Information / Knowledge

Department of Systems Engineering and Engineering Management & Department of Management Sciences Seminar Series Bayesian Modeling of Time Series of Counts

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Source URL: www.cityu.edu.hk

Language: English - Date: 2015-02-26 21:57:33
159Econometrics / New Keynesian economics / Time series analysis / Statistical inference / Dynamic stochastic general equilibrium / Macroeconomic model / General equilibrium theory / Vector autoregression / Bayesian VAR / Statistics / Economics / Macroeconomics

Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies

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Source URL: www.rba.gov.au

Language: English - Date: 2015-02-02 16:44:26
160Statistical theory / Estimation theory / Econometrics / Confidence interval / Bayesian inference / Prior probability / Posterior probability / Probability distribution / Statistical hypothesis testing / Statistics / Bayesian statistics / Statistical inference

Microsoft Word - bayes1_v3.doc

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Source URL: www.rsc.org

Language: English - Date: 2014-08-20 04:20:17
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