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1,904,459 Total downloads
Showing Papers 7,201 - 7,250 of 8,650
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Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models
IZA Discussion Paper No. 6544
Peter Haan
,
Daniel Kemptner
and
Arne Uhlendorff
DIW Berlin, German Institute for Economic Research
,
German Institute for Economic Research (DIW Berlin)
and
Institute for the Study of Labor (IZA)
Date Posted: May 19, 2012
Working Paper Series
9 downloads
Bayesian Prior Elicitation in DSGE Models: Macro- vs. Micro-Priors
ECB Working Paper No. 1289
Marco J. Lombardi and
Giulio Nicoletti
European Central Bank (ECB)
and
Bank of Italy
Date Posted: January 16, 2011
Working Paper Series
17 downloads
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
J. V. K. Rombouts and
Lars Stentoft
HEC Montreal
and
HEC Montréal - Department of Finance
Date Posted: December 12, 2008
Last Revised: February 24, 2009
Working Paper Series
213 downloads
Bayesian Option Pricing using Asymmetric GARCH Models
Journal of Empirical Finance, Vol. 9, No. 3, pp. 321-342
Luc Bauwens and
Michel Lubrano
Université catholique de Louvain
and
French National Center for Scientific Research (CNRS) - Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Date Posted: April 14, 2005
Accepted Paper Series
Bayesian Nonparametric Modelling of the Return Distribution with Stochastic Volatility
Eleni-Ioanna Delatola
and
Jim E. Griffin
University of Kent, Canterbury
and
University of Kent
Date Posted: August 25, 2010
Last Revised: September 26, 2011
Working Paper Series
174 downloads
Bayesian Multi-Period Model for Assessing Credit Loss Distributions vs. Basel II Model
Leonid V. Philosophov
Independent
Date Posted: January 26, 2006
Working Paper Series
550 downloads
Bayesian Monte Carlo Filtering for Stochastic Volatility Models
Cahier du CEREMADE No. 0415
Roberto Casarin
University of Brescia - Department of Economics
Date Posted: March 09, 2006
Working Paper Series
249 downloads
Bayesian Model Selection for Structural Break Models
Andrew T. Levin and
Jeremy Piger
Federal Reserve Board
and
University of Oregon - Department of Economics
Date Posted: May 15, 2008
Working Paper Series
129 downloads
Bayesian Model Selection for Heteroskedastic Models
Cathy W. S. Chen
,
Richard H. Gerlach
and
Mike K. P. So
Feng Chia University - Department of Statistics
,
University of Sydney
and
Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management
Date Posted: May 28, 2009
Last Revised: October 23, 2009
Working Paper Series
104 downloads
Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models
HECER Discussion Paper No. 273
Markku Lanne ,
Arto Luoma
and
Jani Luoto
University of Helsinki - Department of Political and Economic Studies
,
University of Tampere
and
University of Helsinki
Date Posted: October 16, 2009
Working Paper Series
30 downloads
Bayesian Model Averaging in the Presence of Structural Breaks
Francesco Ravazzolo ,
Dick J. C. van Dijk and
Philip Hans Franses
Norges Bank
,
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
and
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: April 01, 2007
Working Paper Series
237 downloads
Bayesian Model Averaging for Spatial Econometric Models
James P. LeSage and
Olivier Parent
Texas State University - McCoy College of Business Administration
and
University of Cincinnati - Department of Economics
Date Posted: August 17, 2006
Working Paper Series
355 downloads
Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues
CentER Working Paper Series No. 2011-082
Giuseppe De Luca
and
J.R. Magnus
ISFOL
and
Tilburg University, CentER
Date Posted: July 25, 2011
Working Paper Series
44 downloads
Bayesian Methods for Improving Credit Scoring Models
Gunter Löffler
,
Peter N. Posch and
Christiane Schone
University of Ulm - Department of Mathematics and Economics
,
University of Ulm
and
Independent
Date Posted: June 13, 2005
Last Revised: October 23, 2010
Working Paper Series
73 downloads
Bayesian Methods for Dynamic Multivariate Models
FRB Atlanta Working Paper No. 96-13
Christopher A. Sims and
Tao A. Zha
Princeton University - Department of Economics
and
Federal Reserve Bank of Atlanta
Date Posted: February 04, 1997
Working Paper Series
Bayesian Methods
Luc Bauwens and
Dimitris Korobilis
Université catholique de Louvain
and
University of Glasgow
Date Posted: March 18, 2012
Working Paper Series
59 downloads
Bayesian Markov Switching Stochastic Correlation Models
Roberto Casarin ,
Marco Tronzano and
Domenico Sartore
University of Brescia - Department of Economics
,
Università degli Studi di Genova
and
Ca Foscari University of Venice - Department of Economics
Date Posted: June 08, 2013
Working Paper Series
45 downloads
Bayesian Learning in Share Selection
Jan Walters Kruger
SBL
Date Posted: September 28, 2011
Working Paper Series
37 downloads
Bayesian Learning and Regulation of Greenhouse Gas Emissions
UC Berkeley Agricultural & Resource Econ. Working Paper No. 926
Larry S. Karp and
Jiangfeng Zhang
University of California, Berkeley
and
University of California, Berkeley
Date Posted: August 20, 2001
Working Paper Series
158 downloads
Bayesian Learning and its Impact on Market Pricing
Ron Guido
Solo Capital
Date Posted: March 02, 2007
Working Paper Series
190 downloads
Bayesian Integration of Large SNA Data Frameworks with an Application to Guatemala
CentER Discussion Paper No. 2011-022
Jan W. van Tongeren
and
J.R. Magnus
Tilburg University
and
Tilburg University, CentER
Date Posted: March 06, 2011
Last Revised: April 20, 2011
Working Paper Series
14 downloads
Bayesian Inference on GARCH Models Using the Gibbs Sampler
The Econometrics Journal, Vol. 1, 1998
Luc Bauwens and
Michel Lubrano
Université catholique de Louvain
and
French National Center for Scientific Research (CNRS) - Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Date Posted: April 06, 1999
Accepted Paper Series
Bayesian Inference on Dynamic Models with Latent Factors
University Ca' Foscari of Venice, Department of Economics Research Paper No. 34/07
Monica Billio ,
Roberto Casarin and
Domenico Sartore
Ca Foscari University of Venice - Department of Economics
,
University of Brescia - Department of Economics
and
Ca Foscari University of Venice - Department of Economics
Date Posted: January 28, 2008
Working Paper Series
97 downloads
Bayesian Inference of Long-Memory Stochastic Volatility via Wavelets
Missouri Economics Working Paper No. 01-02
Mark J. Jensen
Federal Reserve Bank of Atlanta
Date Posted: March 23, 2001
Working Paper Series
322 downloads
Bayesian Inference of General Linear Restrictions on the Cointegration Space
Riksbank Research Paper Series No. 24, Sveriges Riksbank Working Paper Series No. 189
Mattias Villani
Sveriges Riksbank - Research Division
Date Posted: April 24, 2007
Working Paper Series
32 downloads
Bayesian Inference of Asymmetric Stochastic Conditional Duration Models
Zhongxian Men
,
Adam W. Kolkiewicz
and
Tony S. Wirjanto
Independent
,
Independent
and
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Working Paper Series
Bayesian Inference in Multivariate Stable Distributions Using Copulae
Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Date Posted: February 10, 2013
Working Paper Series
12 downloads
Bayesian Inference in Multivariate Stable Distributions
Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Date Posted: February 10, 2013
Working Paper Series
10 downloads
Bayesian Inference in Dynamic Models with Latent Factors
Monography of Official Statistics, Forthcoming
Monica Billio ,
Roberto Casarin and
Domenico Sartore
Ca Foscari University of Venice - Department of Economics
,
University of Brescia - Department of Economics
and
Ca Foscari University of Venice - Department of Economics
Date Posted: January 21, 2005
Accepted Paper Series
Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market
CORE Discussion Paper No. 2006/50
Luc Bauwens and
Michel Lubrano
Université catholique de Louvain
and
French National Center for Scientific Research (CNRS) - Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Date Posted: August 22, 2006
Working Paper Series
56 downloads
Bayesian Inference in Cointegrated VAR Models: With Applications to the Demand for Euro Area M3
ECB Working Paper No. 692
Anders Warne
European Central Bank (ECB)
Date Posted: December 01, 2006
Working Paper Series
88 downloads
Bayesian Inference in a Simultaneous Equation Model with Limited Dependent Variables
Journal of Econometrics, Vol. 85, No. 2, 1998
Kai Li
University of British Columbia (UBC) - Sauder School of Business
Date Posted: August 24, 1998
Accepted Paper Series
Bayesian Inference for the Mixed Conditional Heteroskedasticity Model
CORE Discussion Paper No. 2005/85
Luc Bauwens and
J. V. K. Rombouts
Université catholique de Louvain
and
HEC Montreal
Date Posted: February 24, 2006
Working Paper Series
44 downloads
Bayesian Inference for Mixtures of Stable Distributions
Cahier du CEREMADE No. 0428
Roberto Casarin
University of Brescia - Department of Economics
Date Posted: March 09, 2006
Working Paper Series
119 downloads
Bayesian Inference for Logistic Regression Models using Sequential Posterior Simulation
John Geweke ,
Garland Durham
and
Huaxin Xu
University of Technology Sydney - Economics Discipline Group
,
Quantos Analytics
and
University of Technology, Sydney
Date Posted: April 04, 2013
Working Paper Series
17 downloads
Bayesian Inference for Issuer Heterogeneity in Credit Ratings Migration
Journal of Banking and Finance, Forthcoming
Ashay Kadam
Cass Business School Faculty of Finance
Date Posted: January 15, 2008
Accepted Paper Series
280 downloads
Bayesian Inference for Hedge Funds with Stable Distribution of Returns
RETHINKING RISK MEASURING AND REPORTING, Vol. 2, Klaus Bocker, ed., Risk Books, 2010
Svetlozar Rachev
,
Daniel Edelman and
Frank J. Fabozzi
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie
,
Alternative Investment Solutions
and
EDHEC Business School
Date Posted: June 02, 2011
Accepted Paper Series
Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models
CEREMADE Journal Working Paper No.0414
Roberto Casarin
University of Brescia - Department of Economics
Date Posted: March 13, 2006
Working Paper Series
294 downloads
Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application
IZA Discussion Paper No. 996
M. Daniele Paserman
Hebrew University of Jerusalem - Department of Economics
Date Posted: January 13, 2004
Working Paper Series
103 downloads
Bayesian Inference for Binomial Probability and Psychometrics Techniques
Paul I. Louangrath
Bangkok University
Date Posted: January 01, 2013
Working Paper Series
3 downloads
Bayesian Inference and Asset Pricing
Amlan Roy
Queen Mary, University of London - Department of Economics
Date Posted: August 10, 1999
Working Paper Series
Bayesian Inference about the Types of Structural Breaks When There Are Different Breaks in Many Parameters
Yunjong Eo
University of Sydney - School of Economics
Date Posted: February 27, 2012
Last Revised: April 22, 2012
Working Paper Series
21 downloads
Bayesian Graphical Models for Structural Vector Autoregressive Processes
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 36/WP/2012
Daniel Felix Ahelegbey
,
Monica Billio and
Roberto Casarin
Ca Foscari University of Venice - Department of Economics
,
Ca Foscari University of Venice - Department of Economics
and
University of Brescia - Department of Economics
Date Posted: January 11, 2013
Working Paper Series
69 downloads
Bayesian Forecasting with Highly Correlated Predictors
Dimitris Korobilis
University of Glasgow
Date Posted: October 19, 2012
Working Paper Series
26 downloads
Bayesian Forecasting of Value at Risk and Expected Shortfall Using Adaptive Importance Sampling
Tinbergen Institute Discussion Paper No. TI 2008-092/4
Lennart F. Hoogerheide
and
H. K. van Dijk
Vrije Universiteit Amsterdam - Dept. of Econometrics
and
Tinbergen Institute
Date Posted: October 03, 2008
Working Paper Series
166 downloads
Bayesian Forecasting of Prepayment Rates for Individual Pools of Mortgages
Ivilina Popova
,
Elmira Popova
and
Edward George
Texas State University - San Marcos
,
University of Texas at Austin
and
University of Pennsylvania - Statistics Department
Date Posted: March 20, 2008
Last Revised: May 22, 2012
Working Paper Series
270 downloads
Bayesian Forecasting of Federal Funds Target Rate Decisions
Tinbergen Institute Discussion Paper No. 11-093/4
Sjoerd van den Hauwe
,
Dick J. C. van Dijk and
Richard Paap
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
,
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
and
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: July 15, 2011
Working Paper Series
Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis
Journal of Forecasting, Forthcoming
Cathy W. S. Chen
,
Richard H. Gerlach
,
Edward M.H. Lin and
Wayne
Feng Chia University - Department of Statistics
,
University of Sydney
,
Graduate Institute of Applied Statistics, Feng Chia University
and
Feng Chia University - Graduate Institute of Statistics & Actuarial Science
Date Posted: April 21, 2011
Last Revised: May 29, 2011
Working Paper Series
124 downloads
Bayesian Forecast Combination for VAR Models
Riksbank Research Paper No. 216
Michael Andersson
and
Sune Karlsson
Sveriges Riksbank - Monetary Policy
and
University of Orebro - Department of Economics
Date Posted: December 20, 2007
Working Paper Series
167 downloads
Bayesian Estimation of the Multi-Factor Heston Stochastic Volatility Model
Sylvia Fruhwirth-Schnatter
and
Leopold Sögner
Johannes Kepler University - Department of Applied Statistics and Econometrics
and
Institute for Advanced Studies (IHS)
Date Posted: December 13, 2007
Last Revised: October 15, 2008
Working Paper Series
432 downloads
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