Liana Jacobi

University of Melbourne - Faculty of Business and Economics

Victoria , 3010

Australia

IZA Institute of Labor Economics

P.O. Box 7240

Bonn, D-53072

Germany

SCHOLARLY PAPERS

8

DOWNLOADS

251

SSRN CITATIONS
Rank 42,478

SSRN RANKINGS

Top 42,478

in Total Papers Citations

9

CROSSREF CITATIONS

3

Scholarly Papers (8)

1.

Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis

IZA Discussion Paper No. 5564
Number of pages: 27 Posted: 21 Mar 2011
Siddhartha Chib and Liana Jacobi
Washington University in St. Louis and University of Melbourne - Faculty of Business and Economics
Downloads 76 (317,044)

Abstract:

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Bayesian inference, causal effects, imperfect compliance, natural experiment, principal stratification, regression discontinuity, returns to schooling

2.

Automated Sensitivity Analysis for Bayesian Inference via Markov Chain Monte Carlo: Applications to Gibbs Sampling

Number of pages: 39 Posted: 12 Jun 2017 Last Revised: 09 Feb 2018
Liana Jacobi, Mark S. Joshi and Dan Zhu
University of Melbourne - Faculty of Business and Economics, University of Melbourne - Centre for Actuarial Studies (deceased) and Monash University - Department of Econometrics & Business Statistics
Downloads 58 (365,623)
Citation 4

Abstract:

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MCMC, Bayesian analysis, sensitivity computations, automatic differentiation

3.

Climbing the Drug Staircase: A Bayesian Analysis of the Initiation of Hard Drug Use

IZA Discussion Paper No. 3879
Number of pages: 41 Posted: 15 Dec 2008
Anne Line Bretteville-Jensen and Liana Jacobi
Norwegian Institute for Alcohol and Drug Research, SIRUS and University of Melbourne - Faculty of Business and Economics
Downloads 48 (398,402)
Citation 1

Abstract:

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accessibility, Bayesian prior-posterior analysis, Bayesian predictive analysis, cannabis gateway, cannabis use, hard drug use, Markov Chain Monte Carlo, policy, proneness

4.

Thomas Bayes Goes to the Virtual Supermarket: Combining Prior Food Price Elasticities and Experimental Data in a Large Demand System of Dietary Choices

Number of pages: 55 Posted: 13 Oct 2018
University of Otago - University of Otago Wellington, University of Melbourne - Faculty of Business and Economics, Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), University of Amsterdam and University of Melbourne
Downloads 30 (476,106)

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Bayesian Analysis, Laids Food Demand, Gibbs Sampler, Virtual Supermarket, New Zealand, Public Health

How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis

CAMA Working Paper No. 25/2018
Number of pages: 25 Posted: 03 Jun 2018
Joshua Chan, Liana Jacobi and Dan Zhu
University of Technology Sydney (UTS), University of Melbourne - Faculty of Business and Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 11 (604,991)

Abstract:

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vector autoregression, automatic differentiation, interval forecasts

How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis

Number of pages: 23 Posted: 12 Jun 2018
Joshua Chan, Liana Jacobi and Dan Zhu
University of Technology Sydney (UTS), University of Melbourne - Faculty of Business and Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 7 (633,402)
Citation 2

Abstract:

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vector autoregression, automatic differentiation, interval forecasts

6.

An Automated Prior Robustness Analysis in Bayesian Model Comparison

CAMA Working Paper No. 45/2019
Number of pages: 28 Posted: 25 Jun 2019
Joshua C. C. Chan, Liana Jacobi and Dan Zhu
University of Technology Sydney (UTS) - UTS Business School, University of Melbourne - Faculty of Business and Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 8 (600,196)

Abstract:

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automatic differentiation, model comparison, vector autoregression, factor models

7.

Automated Sensitivity Computations for Bayesian Markov Chain Monte Carlo Inference: A New Approach for Prior Robustness and Convergence Analysis

Number of pages: 35 Posted: 28 Mar 2019
Liana Jacobi, Mark S. Joshi and Dan Zhu
University of Melbourne - Faculty of Business and Economics, University of Melbourne - Centre for Actuarial Studies (deceased) and Monash University - Department of Econometrics & Business Statistics
Downloads 7 (606,776)

Abstract:

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MCMC, Prior Robustness, Convergence, Automatic Differentiation

8.

Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation

CAMA Working Paper No. 46/2019
Number of pages: 24 Posted: 25 Jun 2019
Joshua C. C. Chan, Liana Jacobi and Dan Zhu
University of Technology Sydney (UTS) - UTS Business School, University of Melbourne - Faculty of Business and Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 6 (613,484)
Citation 2

Abstract:

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automatic differentiation, model comparison, vector autoregression, factor models