| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bayesian note on competing correlation structures in the dynamic linear regression model |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
17 |
| A Bayesian note on competing correlation structures in the dynamic linear regression model |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
| A Baysian Note on Competing Correlation Structures in the Dynamic Linear Regression Model |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
517 |
| Bayesian Analysis of Multivariate Count Data |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |
| Bayesian Analysis of Multivariate Probit Models |
0 |
0 |
0 |
1,666 |
0 |
0 |
9 |
4,293 |
| Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models |
0 |
0 |
0 |
29 |
0 |
1 |
16 |
137 |
| Bayesian Estimation and Comparison of Conditional Moment Models |
0 |
0 |
1 |
2 |
1 |
1 |
9 |
13 |
| Bayesian Estimation and Comparison of Conditional Moment Models |
0 |
0 |
0 |
32 |
0 |
1 |
15 |
40 |
| Bayesian Estimation and Comparison of Conditional Moment Models |
0 |
0 |
0 |
4 |
0 |
0 |
15 |
21 |
| Bayesian Estimation and Comparison of Moment Condition Models |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
12 |
| Bayesian Estimation of Cohort-Time-Stratum Specific Effects in Staggered Difference-in-Differences |
0 |
0 |
1 |
14 |
2 |
4 |
22 |
27 |
| Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes" |
0 |
0 |
0 |
139 |
0 |
0 |
5 |
651 |
| DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
33 |
| Factor Selection and Structural Breaks |
0 |
0 |
1 |
5 |
2 |
7 |
29 |
39 |
| High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗ |
0 |
0 |
0 |
17 |
0 |
0 |
15 |
38 |
| Learning the Macroeconomic Language |
0 |
0 |
67 |
67 |
0 |
1 |
32 |
32 |
| Likelihood INference for Discretely Observed Non-linear Diffusions |
0 |
0 |
0 |
1 |
0 |
0 |
12 |
1,329 |
| Likelihood based inference for diffusion driven models |
0 |
0 |
0 |
183 |
0 |
0 |
15 |
474 |
| Likelihood based inference for diffusion driven models |
0 |
0 |
0 |
114 |
0 |
0 |
5 |
303 |
| Likelihood based inference for diffusion driven models |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
56 |
| Likelihood inference for discretely observed non-linear diffusions |
0 |
0 |
0 |
141 |
1 |
3 |
9 |
436 |
| MCMC Methods for Fitting and Comparing Multinomial Response Models |
0 |
1 |
2 |
1,408 |
1 |
2 |
16 |
3,628 |
| Markov Chain Monte Carlo Simulation Methods in Econometrics |
1 |
1 |
2 |
3,597 |
3 |
3 |
18 |
7,883 |
| Markov Chain Monte Carlo Technology |
0 |
0 |
0 |
27 |
0 |
0 |
15 |
146 |
| Multivariate stochastic volatility |
0 |
0 |
2 |
265 |
1 |
4 |
25 |
588 |
| Multivariate stochastic volatility (Revised in May 2007, Handbook of Financial Time Series (Published in "Handbook of Financial Time Series" (eds T.G. Andersen, R.A. Davis, Jens-Peter Kreiss and T. Mikosch), 365-400. Springer-Verlag: New York. April 2009. ) |
0 |
0 |
1 |
69 |
2 |
2 |
24 |
225 |
| NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
| Non-Markovian regime switching with endogenous states and time-varying state strengths |
0 |
0 |
0 |
121 |
0 |
0 |
13 |
282 |
| POSTERIOR INFERENCE ON THE DEGREES OF FREEDOM PARAMETER IN MULTIVARIATE-T REGRESSION MODELS |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
644 |
| Posterior Simulation and Bayes Factors in Panel Count Data Models |
0 |
0 |
0 |
504 |
0 |
1 |
12 |
2,030 |
| Posterior Simulation and Model Choice in Longitudinal Generalized Linear Models |
0 |
0 |
2 |
2 |
0 |
0 |
5 |
5 |
| Posterior inference on the degrees of freedom parameter in multivariate-t regression models |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
8 |
| Posterior inference on the degrees of freedom parameter in multivariate-t regression models |
0 |
0 |
0 |
4 |
1 |
1 |
3 |
19 |
| Posterior inference on the degrees of freedom parameter in multivariate-t regression models |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
8 |
| Regression models under competing covariance matrices: A Bayesian perspective |
0 |
0 |
0 |
1 |
0 |
0 |
7 |
17 |
| Regression models under competing covariance matrices: A Bayesian perspective |
0 |
0 |
0 |
1 |
0 |
1 |
8 |
10 |
| Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis |
0 |
0 |
0 |
32 |
0 |
0 |
6 |
90 |
| STOCHASTIC VOLATILITY: LIKELIHOOD INFERENCE AND COMPARISON WITH ARCH MODELS |
0 |
0 |
1 |
1,721 |
3 |
4 |
28 |
4,429 |
| Scalable Estimation of Multinomial Response Models with Random Consideration Sets |
0 |
0 |
4 |
15 |
0 |
0 |
26 |
53 |
| Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler |
0 |
0 |
0 |
1 |
1 |
2 |
13 |
26 |
| Stochastic Volatility with Leverage: Fast Likelihood Inference |
0 |
0 |
1 |
172 |
0 |
0 |
16 |
397 |
| Stochastic Volatility with Leverage: Fast Likelihood Inference (Revised in April 2006, subsequently published in "Journal of Econometrics", 140, 425-449, 2007. ) |
0 |
0 |
0 |
18 |
0 |
0 |
12 |
110 |
| Stochastic volatility with leverage: fast likelihood inference |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
83 |
| Stochastic volatility with leverage: fast likelihood inference |
0 |
0 |
0 |
336 |
1 |
2 |
18 |
934 |
| Stochastic volatility: likelihood inference and comparison with ARCH models |
0 |
1 |
2 |
676 |
0 |
3 |
30 |
1,460 |
| Structural Breaks in Estimated DSGE Models with Indeterminacy |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
346 |
| Testing for Endogeneity: A Moment-Based Bayesian Approach |
0 |
0 |
0 |
12 |
0 |
1 |
14 |
24 |
| Testing for Endogeneity: A Moment-Based Bayesian Approach |
0 |
0 |
4 |
4 |
2 |
2 |
7 |
7 |
| Windows Software for Bayesian MCMC Computations |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
1,179 |
| Total Working Papers |
1 |
3 |
92 |
11,403 |
23 |
51 |
629 |
33,109 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A new definition of the predictive likelihood |
0 |
0 |
0 |
11 |
0 |
0 |
3 |
47 |
| Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation |
0 |
0 |
0 |
60 |
0 |
2 |
7 |
153 |
| Additive cubic spline regression with Dirichlet process mixture errors |
0 |
0 |
1 |
49 |
0 |
1 |
17 |
245 |
| Analysis of Multifactor Affine Yield Curve Models |
0 |
0 |
0 |
20 |
0 |
1 |
8 |
71 |
| Analysis of high dimensional multivariate stochastic volatility models |
0 |
0 |
0 |
278 |
0 |
1 |
16 |
674 |
| Analysis of treatment response data from eligibility designs |
0 |
0 |
0 |
20 |
0 |
0 |
16 |
117 |
| Analysis of treatment response data without the joint distribution of potential outcomes |
0 |
0 |
0 |
90 |
0 |
3 |
11 |
194 |
| Assessing the role of option grants to CEOs: How important is heterogeneity? |
0 |
0 |
0 |
15 |
0 |
0 |
6 |
64 |
| Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts |
0 |
0 |
0 |
0 |
0 |
0 |
24 |
2,150 |
| Bayes Prediction Density and Regression Estimation--A Semiparametric Approach |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
127 |
| Bayes inference in regression models with ARMA (p, q) errors |
0 |
0 |
0 |
1,161 |
1 |
2 |
14 |
2,069 |
| Bayes inference in the Tobit censored regression model |
0 |
0 |
2 |
809 |
0 |
0 |
18 |
1,438 |
| Bayes prediction in regressions with elliptical errors |
0 |
0 |
0 |
24 |
0 |
0 |
25 |
89 |
| Bayes prediction in the linear model with spherically symmetric errors |
0 |
0 |
0 |
11 |
0 |
1 |
7 |
39 |
| Bayes regression with autoregressive errors: A Gibbs sampling approach |
0 |
0 |
1 |
385 |
1 |
1 |
10 |
795 |
| Bayesian Estimation and Comparison of Moment Condition Models |
0 |
1 |
2 |
6 |
0 |
3 |
20 |
35 |
| Bayesian Fuzzy Regression Discontinuity Analysis and Returns to Compulsory Schooling |
0 |
0 |
1 |
20 |
1 |
2 |
10 |
72 |
| Bayesian analysis of cross-section and clustered data treatment models |
0 |
0 |
2 |
83 |
1 |
2 |
12 |
228 |
| Bayesian estimation and comparison of conditional moment models |
0 |
0 |
0 |
2 |
0 |
0 |
24 |
34 |
| Bayesian model selection for join point regression with application to age‐adjusted cancer rates |
0 |
0 |
0 |
88 |
0 |
1 |
10 |
467 |
| Calculating posterior distributions and modal estimates in Markov mixture models |
0 |
0 |
3 |
606 |
1 |
1 |
26 |
1,227 |
| Change-Points in Affine Arbitrage-Free Term Structure Models |
0 |
1 |
2 |
19 |
1 |
2 |
12 |
62 |
| DSGE Models with Student- t Errors |
0 |
0 |
0 |
40 |
0 |
2 |
12 |
149 |
| DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors |
0 |
0 |
1 |
6 |
0 |
2 |
17 |
32 |
| Equity premium in a production economy: A parametric example |
0 |
0 |
0 |
16 |
0 |
0 |
4 |
50 |
| Estimation and comparison of multiple change-point models |
1 |
1 |
2 |
453 |
2 |
3 |
23 |
927 |
| Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models |
0 |
0 |
1 |
283 |
0 |
0 |
17 |
595 |
| Inference in Semiparametric Dynamic Models for Binary Longitudinal Data |
0 |
0 |
0 |
26 |
1 |
1 |
10 |
74 |
| Likelihood Inference for Discretely Observed Nonlinear Diffusions |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
408 |
| Marginal Likelihood From the Metropolis-Hastings Output |
0 |
1 |
1 |
115 |
2 |
4 |
16 |
394 |
| Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models |
0 |
0 |
0 |
124 |
1 |
1 |
7 |
255 |
| Markov Chain Monte Carlo Analysis of Correlated Count Data |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
1,050 |
| Markov Chain Monte Carlo Simulation Methods in Econometrics |
0 |
0 |
1 |
179 |
1 |
3 |
78 |
548 |
| Markov chain Monte Carlo and models of consideration set and parameter heterogeneity |
0 |
0 |
0 |
131 |
2 |
3 |
15 |
313 |
| Markov chain Monte Carlo methods for stochastic volatility models |
0 |
1 |
2 |
660 |
1 |
4 |
33 |
1,392 |
| Modeling and calculating the effect of treatment at baseline from panel outcomes |
0 |
0 |
0 |
28 |
0 |
1 |
10 |
94 |
| Models of Multi-Category Choice Behavior |
0 |
0 |
0 |
58 |
0 |
0 |
4 |
218 |
| NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS |
0 |
0 |
0 |
1 |
2 |
4 |
13 |
20 |
| Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
151 |
| On Comparing Asset Pricing Models |
1 |
1 |
1 |
44 |
1 |
2 |
25 |
173 |
| Outlier detection in the state space model |
0 |
0 |
0 |
30 |
0 |
0 |
2 |
89 |
| Posterior simulation and Bayes factors in panel count data models |
0 |
0 |
0 |
76 |
0 |
0 |
15 |
271 |
| Predictive efficiency for simple non-linear models |
0 |
0 |
0 |
8 |
0 |
0 |
5 |
75 |
| Semiparametric Bayes analysis of longitudinal data treatment models |
0 |
0 |
0 |
118 |
0 |
0 |
6 |
344 |
| Sequential Ordinal Modeling with Applications to Survival Data |
0 |
0 |
0 |
3 |
0 |
0 |
12 |
39 |
| Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models |
4 |
10 |
20 |
855 |
8 |
21 |
84 |
2,137 |
| Stochastic volatility with leverage: Fast and efficient likelihood inference |
1 |
1 |
2 |
214 |
2 |
5 |
29 |
598 |
| Tailored randomized block MCMC methods with application to DSGE models |
0 |
1 |
2 |
336 |
1 |
4 |
19 |
1,112 |
| Which Factors are Risk Factors in Asset Pricing? A Model Scan Framework |
0 |
0 |
0 |
11 |
1 |
3 |
9 |
56 |
| Winners from Winners: A Tale of Risk Factors |
0 |
0 |
4 |
11 |
0 |
2 |
19 |
36 |
| Total Journal Articles |
7 |
18 |
51 |
7,583 |
32 |
91 |
811 |
21,997 |
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