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Bayesian econometrics
Results: 430

#	Item
371	SVERIGES RIKSBANK WORKING PAPER SERIES 150 Bayes Estimators of the Add to Reading List Source URL: www.riksbank.se Language: English - Date: 2004-03-18 16:22:10 Statistical theory Bayesian inference Econometrics Estimator Bayes estimator Maximum likelihood Point estimation Cointegration Maximum a posteriori estimation Statistics Estimation theory Statistical inference
372	Autoregressions in small samples, priors about observables and initial conditions Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2010-11-03 08:20:47 Estimation theory Econometrics Statistical theory Bayesian inference Ordinary least squares Prior probability Bayes estimator Loss function Frequentist inference Statistics Bayesian statistics Statistical inference
373	Wo r k i n g Pa p e r S e r i e S NO[removed]o c t o b e r 2013 Granger-Causal-Priority and Choice of Variables in Vector Autoregressions Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-10-16 04:45:39 Bayesian statistics Philosophy of science Bayesian VAR Vector autoregression Causality Regression analysis Bayesian inference Gibbs sampling Marginal likelihood Statistics Econometrics Time series analysis
374	Bayesian Inference in Cointegrated VAR Models: With Applications to the Demand for Euro Area M3 Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2006-11-17 11:41:34 Econometrics Mathematical finance Statistical theory Cointegration Vector autoregression Prior probability Johansen test Hyperparameter Bayesian inference Statistics Bayesian statistics Time series analysis
375	WORKING PAPER NO[removed]BAYESIAN ESTIMATION OF DSGE MODELS Pablo A. Guerrón-Quintana Federal Reserve Bank of Philadelphia James M. Nason Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2012-02-03 13:28:03 Statistical inference Econometrics New Keynesian economics Dynamic stochastic general equilibrium Macroeconomic model Maximum likelihood Loss function Bayes factor Generalized method of moments Statistics Estimation theory Statistical theory
376	Evaluating Real-Time VAR Forecasts with an Informative Democratic Prior Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2010-05-19 14:17:16 Statistical forecasting Bayesian statistics Data analysis Forecasting Vector autoregression Bayesian VAR Prior probability Bayesian inference Regression analysis Statistics Econometrics Time series analysis
377	Statistics Seminar for Graduate Students Prof. Felix Abramovich[removed], Fall term Topics[removed]Model selection in linear regression: formulation of the problem; complexity Add to Reading List Source URL: www.math.tau.ac.il Language: English - Date: 2013-10-21 07:18:10 Econometrics Statistical inference Estimation theory Machine learning Bayesian inference Linear regression Gibbs sampling Interval estimation Statistics Regression analysis Statistical theory
378	A Quantitative Comparison of Sticky-Price and Sticky-Information Models of Price Setting Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2006-12-11 12:24:54 Inflation Vector autoregression Phillips curve Economic model Bayesian information criterion Parameter identification problem Maximum likelihood Structural estimation Sticky Statistics Economics Econometrics
379	Bayesian Inference for Ordinal Data Using Multivariate Probit Models Earl Lawrence ∗, Derek Bingham †, Chuanhai Liu ‡, Vijayan N. Nair § Add to Reading List Source URL: www.stat.lanl.gov Language: English - Date: 2006-11-21 13:22:40 Estimation theory Data analysis Multivariate normal distribution Normal distribution Conjugate prior Wishart distribution Linear regression Expectation–maximization algorithm Covariance matrix Statistics Econometrics Regression analysis
380	Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2006-12-20 11:29:02 Time series analysis Bayesian statistics Statistical forecasting Linear regression Bayesian VAR Principal component regression Bayesian linear regression Bayesian inference Forecasting Statistics Regression analysis Econometrics

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