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Probability vector
Results: 116

#	Item
91	Estimating the Parameters of a Small Open Economy DSGE Model: Indentifiability and Inferential Validity Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2008-11-19 16:40:54 Econometrics Statistical theory Statistical inference Dynamic stochastic general equilibrium Vector autoregression Maximum likelihood Prior probability Bayesian inference Generalized method of moments Statistics Bayesian statistics Estimation theory
92	PDF Document Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2011-05-03 10:26:02 Econometrics Probability theory Data analysis Forecasting Conjugate prior Law of large numbers Vector autoregression Marginal likelihood Statistics Time series analysis Bayesian statistics
93	ECO 513 Fall 2005 C. Sims Add to Reading List Source URL: sims.princeton.edu Language: English - Date: 2010-11-18 17:01:47 Time series analysis Multivariate statistics Bayesian statistics Vector autoregression Prior probability Parameter Variance Unit root Seemingly unrelated regressions Statistics Econometrics Regression analysis
94	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
95	Stress Testing: The Impact of Shocks on the Capital Needs of the Luxembourg Banking Sector Abdelaziz Rouabah* John Theal* ABSTRACT Add to Reading List Source URL: www.bcl.lu Language: English - Date: 2010-05-03 10:02:11 Econometrics Basel II Software testing Stress testing Economic model Vector autoregression Macroeconomic model Credit risk Probability of default Statistics Economics Macroeconomics
96	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
97	WORKING PAPER SERIES NO[removed]november 2012 Prior Selection for Vector Autoregressions Domenico Giannone, Michele Lenza Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2012-11-16 11:11:49 Hyperprior Empirical Bayes method Hierarchical Bayes model Hyperparameter Prior probability Bayesian inference Bayesian VAR Marginal likelihood Likelihood function Bayesian statistics Statistics Conjugate prior
98	Global macro-financial shocks and expected default frequencies in the euro area Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2008-02-27 09:51:46 European Union Basel II Economy of the European Union Euro Economic model Probability of default Vector autoregression Macroeconomic model Credit risk Economics Statistics Macroeconomics
99	EMPCOV, Program empirical covariance functions. programmed by C.C.Tscherning, 30 oct. 73, version 27 jan[removed]Updated june 13, 1996 by cct. The program computes an empirical covariance function of scalar or vector quant Add to Reading List Source URL: cct.gfy.ku.dk Language: English - Date: 2008-06-06 17:18:28 Signal processing Algebra of random variables Probability theory Cross-covariance Covariance Variance Input Data file Statistics Covariance and correlation Data analysis
100	Bayesian analysis of recursive SVAR models with overidentifying restrictions Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2012-11-16 10:50:29 Time series analysis Vector autoregression Bayesian inference Constructible universe Probability space Statistics Bayesian statistics Econometrics

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