Results 241 to 250 of about 63,609 (288)

Topics in Bayesian econometrics

2020
Η παρούσα διπλωματική διατριβή αποτελείται από τέσσερα δοκίμια εφαρμογής της Μπεϋζιανής οικονομετρίας στα οικονομικά. Το πρώτο δοκίμιο, προτείνει μια νέα μέθοδο επαγωγής για τα Δυναμικά Στοχαστικά Μοντέλα Γενικής Ισορροπίας, χρησιμοποιώντας μια Μπεϋζιανή ήμι-παραμετρική προσέγγιση. Η μέθοδος θεωρεί ένα σύνολο από συνθήκες ροπής οι οποίες εμπεριέχουν μη
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Three essays on bayesian econometrics

2023
Η παρούσα διατριβή πραγματεύεται το θέμα των Μπεϋζιανών οικονομετρικών μεθόδων στην ανάλυση χρονοσειρών στον τομέα των οικονομικών και χρηματοοικονομικών. Κάθε κεφάλαιο αποτελεί μια ανεξάρτητη εμπειρική εφαρμογή που διεξάγεται σε ένα Μπεϋζιανό πλαίσιο.
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Introduction to Bayesian Econometrics

2007
This textbook explains the basic ideas of subjective probability and shows how subjective probabilities must obey the usual rules of probability to ensure coherency. It defines the likelihood function, prior distributions and posterior distributions. It explains how posterior distributions are the basis for inference and explores their basic properties.
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Bayesian applications in econometrics

1975
The thesis considers several related aspects of Bayesian inference in econometrics. Particular attention is given to model-comparisons, distributed lags, and the sampling properties of estimators. In Chapter III the natural-conjugate Bayes (β˜) and Ordinary Least Squares (βˆ) estimators for the linear model are compared, and a condition is derived and ...
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Bayesian Methods in Econometrics [PDF]

Applied Econometrics, 2008
This consultation deals with the Bayesian approach to econometric analysis. It is based on subjective probability methods of maximizing utilization of both the prior information and observations of a given process. Bayesian methods are generally used in the theory and practice of econometrics and included in the curriculum of master programs of the ...
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Three essays on Bayesian econometrics

2020
My dissertation consists of three essays which contribute new theoretical results to Bayesian econometrics. Chapter 2 proposes a new Bayesian test statistic to test a point null hypothesis based on a quadratic loss. The proposed test statistic may be regarded as the Bayesian version of the Lagrange multiplier test.
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Bayesian econometrics:

Journal of Econometrics, 2001
Peter Lenk, Michel Wedel
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Applications of Bayesian Analysis in Econometrics

The Statistician, 1983
It is an honour to present this paper at St John's College, Cambridge, Sir Harold Jeffreys' college. As you all probably know, Sir Harold has made outstanding, pioneering contributions to the development of Bayesian statistical methodology and applications of it to many problems.
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Bayesian Econometrics Methods

2021
Joshua Chan, Justin L. Tobias
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Bayesian statistics and modelling

Nature Reviews Methods Primers, 2021
Rens van de Schoot, Sarah A Depaoli, Ruth King   +2 more
exaly