| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bayesian Infinite Hidden Markov Vector Autoregressive Model |
0 |
0 |
0 |
60 |
0 |
4 |
7 |
71 |
| A Bayesian approach to two-mode clustering |
0 |
0 |
0 |
53 |
0 |
0 |
13 |
131 |
| A Dynamic Utility Maximization Model for Product Category Consumption |
0 |
0 |
0 |
209 |
0 |
1 |
5 |
804 |
| A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes |
0 |
0 |
0 |
107 |
1 |
3 |
16 |
398 |
| A Joint Framework for Category Purchase and Consumption Behavior |
0 |
0 |
0 |
130 |
0 |
0 |
11 |
533 |
| A Multivariate Model for Multinomial Choices |
0 |
1 |
1 |
67 |
0 |
5 |
12 |
139 |
| A hierarchical Bayes error correction model to explain dynamic effects |
0 |
1 |
1 |
17 |
0 |
2 |
14 |
99 |
| A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity |
0 |
2 |
3 |
25 |
0 |
6 |
25 |
68 |
| A nonlinear long memory model for US unemployment |
0 |
0 |
0 |
45 |
0 |
2 |
7 |
106 |
| A rank-ordered logit model with unobserved heterogeneity in ranking capabilities |
0 |
2 |
3 |
176 |
0 |
5 |
24 |
638 |
| A simple test for GARCH against a stochastic volatility |
0 |
0 |
0 |
35 |
0 |
4 |
15 |
115 |
| An Alternative Bayesian Approach to Structural Breaks in Time Series Models |
0 |
0 |
0 |
77 |
0 |
2 |
22 |
201 |
| An Empirical Study of Cash Payments |
0 |
0 |
0 |
149 |
0 |
2 |
8 |
394 |
| Analyzing the effects of past prices on reference price formation |
0 |
0 |
0 |
21 |
0 |
5 |
14 |
107 |
| Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income |
0 |
0 |
0 |
128 |
0 |
3 |
13 |
556 |
| Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income |
0 |
0 |
0 |
17 |
0 |
1 |
13 |
112 |
| Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts |
0 |
0 |
0 |
10 |
0 |
2 |
12 |
72 |
| Bayesian Forecasting of Federal Funds Target Rate Decisions |
0 |
0 |
0 |
27 |
1 |
3 |
21 |
416 |
| Bayesian Model Averaging in the Presence of Structural Breaks |
0 |
0 |
0 |
35 |
0 |
1 |
9 |
138 |
| Censored latent effects autoregression, with an application to US unemployment |
0 |
0 |
0 |
18 |
1 |
2 |
11 |
68 |
| Common large innovations across nonlinear time series |
0 |
0 |
1 |
6 |
0 |
1 |
9 |
56 |
| Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice |
0 |
0 |
0 |
9 |
0 |
3 |
8 |
98 |
| Deriving Target Selection Rules from Endogenously Selected Samples |
0 |
0 |
1 |
125 |
0 |
1 |
13 |
599 |
| Do Experts incorporate Statistical Model Forecasts and should they? |
0 |
0 |
0 |
28 |
0 |
2 |
11 |
112 |
| Do experts incorporate statistical model forecasts and should they? |
0 |
0 |
0 |
18 |
0 |
1 |
7 |
97 |
| Do leading indicators lead peaks more than troughs? |
0 |
1 |
1 |
93 |
0 |
2 |
18 |
263 |
| Do the US and Canada have a common nonlinear cycle in unemployment? |
0 |
0 |
0 |
6 |
1 |
3 |
11 |
67 |
| Does Africa grow slower than Asia and Latin America? |
0 |
0 |
0 |
12 |
0 |
14 |
34 |
88 |
| Dynamics in clickthrough and conversion probabilities of paid search advertisements |
0 |
0 |
0 |
17 |
0 |
5 |
15 |
54 |
| Econometric Analysis of the Market Share Attraction Model |
0 |
1 |
6 |
1,335 |
0 |
7 |
28 |
3,827 |
| Estimating Loss Functions of Experts |
0 |
0 |
0 |
13 |
1 |
2 |
6 |
49 |
| Estimating Loss Functions of Experts |
0 |
0 |
1 |
35 |
0 |
1 |
7 |
82 |
| Explaining individual response using aggregated data |
0 |
0 |
0 |
21 |
0 |
1 |
4 |
73 |
| Financial Development and Convergence Clubs |
0 |
0 |
0 |
54 |
0 |
6 |
14 |
168 |
| Forecasting with periodic autoregressive time series models |
0 |
1 |
3 |
73 |
1 |
6 |
17 |
162 |
| Generalized Reduced Rank Tests using the Singular Value Decomposition |
0 |
0 |
0 |
435 |
0 |
23 |
47 |
1,465 |
| Generalized Reduced Rank Tests using the Singular Value Decomposition |
0 |
0 |
0 |
160 |
1 |
4 |
11 |
804 |
| Generalized Reduced Rank Tests using the Singular Value Decomposition |
0 |
0 |
0 |
44 |
3 |
30 |
139 |
402 |
| Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice |
0 |
0 |
0 |
149 |
1 |
6 |
15 |
541 |
| Incorporating responsiveness to marketing efforts in brand choice modelling |
0 |
0 |
0 |
22 |
0 |
2 |
22 |
104 |
| Measuring and Predicting Heterogeneous Recessions |
0 |
0 |
0 |
76 |
0 |
3 |
14 |
296 |
| Measuring and Predicting Heterogeneous Recessions |
0 |
0 |
0 |
30 |
0 |
0 |
5 |
95 |
| Modeling Dynamic Effects of the Marketing Mix on Market Shares |
0 |
0 |
1 |
385 |
0 |
3 |
28 |
1,169 |
| Modeling Potentially Time-Varying Effects of Promotions on Sales |
0 |
0 |
0 |
289 |
1 |
9 |
15 |
879 |
| Modeling Unobserved Consideration Sets for Household Panel Data |
0 |
0 |
0 |
203 |
3 |
6 |
15 |
1,051 |
| Modeling and Estimation of Synchronization in Multistate Markov-Switching Models |
0 |
0 |
0 |
89 |
0 |
5 |
12 |
236 |
| Modeling and forecasting outliers and level shifts in absolute returns |
0 |
0 |
0 |
16 |
1 |
4 |
21 |
74 |
| Modeling category-level purchase timing with brand-level marketing variables |
0 |
0 |
0 |
23 |
0 |
4 |
19 |
160 |
| Modeling charity donations: target selection, response time and gift size |
0 |
0 |
0 |
133 |
3 |
5 |
16 |
384 |
| Modeling dynamic effects of promotion on interpurchase times |
0 |
0 |
1 |
25 |
0 |
2 |
14 |
117 |
| Modeling purchases as repeated events |
0 |
0 |
0 |
27 |
1 |
4 |
18 |
119 |
| Modeling regional house prices |
0 |
0 |
0 |
159 |
1 |
3 |
19 |
308 |
| Modeling the impact of forecast-based regime switches on macroeconomic time series |
0 |
0 |
0 |
126 |
0 |
2 |
13 |
121 |
| Modelling asymmetric persistence over the business cycle |
0 |
0 |
0 |
13 |
0 |
2 |
9 |
62 |
| Modelling latent and actual entrepreneurship |
0 |
0 |
0 |
107 |
0 |
0 |
5 |
272 |
| New Misspecification Tests for Multinomial Logit Models |
0 |
0 |
0 |
42 |
0 |
1 |
15 |
59 |
| Panel Forecasting with Asymmetric Grouping |
0 |
0 |
0 |
32 |
0 |
0 |
7 |
61 |
| Parameter Estimation in Multivariate Logit models with Many Binary Choices |
0 |
0 |
0 |
45 |
1 |
4 |
12 |
104 |
| Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results |
0 |
1 |
1 |
30 |
0 |
2 |
8 |
152 |
| Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration |
0 |
0 |
1 |
50 |
0 |
4 |
15 |
170 |
| Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration |
0 |
0 |
0 |
38 |
2 |
3 |
11 |
164 |
| Random-Coefficient periodic autoregression |
0 |
0 |
0 |
28 |
0 |
3 |
14 |
132 |
| Real-Time Inflation Forecasting in a Changing World |
0 |
0 |
0 |
73 |
0 |
2 |
12 |
172 |
| Real-time inflation forecasting in a changing world |
0 |
0 |
0 |
37 |
1 |
4 |
11 |
195 |
| Real-time inflation forecasting in a changing world |
0 |
0 |
0 |
80 |
1 |
6 |
20 |
293 |
| Retrieving unobserved consideration sets from household panel data |
0 |
0 |
0 |
62 |
0 |
4 |
18 |
173 |
| Structural Differences in Economic Growth |
0 |
0 |
0 |
121 |
1 |
4 |
11 |
278 |
| Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog |
0 |
0 |
0 |
46 |
1 |
6 |
14 |
169 |
| The Bayesian Score Statistic |
0 |
0 |
0 |
11 |
2 |
5 |
14 |
91 |
| The Bayesian Score Statistic |
0 |
1 |
1 |
135 |
1 |
3 |
8 |
1,227 |
| The Trade and FDI Effects of EMU Enlargement |
0 |
0 |
0 |
113 |
0 |
1 |
4 |
328 |
| The Trade and FDI Effects of EMU Enlargement |
0 |
0 |
0 |
267 |
0 |
2 |
14 |
774 |
| Trade Policy Options of Ukraine: East or West |
0 |
0 |
0 |
60 |
0 |
4 |
14 |
65 |
| We develop a Bayesian method for heterogeneous variable selection in both linear and nonlinear panel data models, where variable selection takes place at the individual level and non-zero parameters are allowed to differ across individuals. Each individual-specific parameter is either zero or comes from a Dirichlet process mixture of multivariate normals. For inference, we develop an efficient MCMC sampler. In a Monte Carlo study, we show that our method accurately captures complex continuous cross-sectional heterogeneity and individual-specific variable selection, features standard approaches fail to capture jointly. An application on data from a discrete choice experiment on food choices shows that accounting for heterogeneous variable selection and non-normal continuous heterogeneity uncovers substantial variable non-attendance and an improved out-of-sample fit |
0 |
0 |
0 |
30 |
0 |
3 |
18 |
64 |
| What Do Professional Forecasters Actually Predict? |
0 |
0 |
0 |
32 |
1 |
4 |
7 |
116 |
| Total Working Papers |
0 |
11 |
26 |
7,094 |
32 |
290 |
1,178 |
24,407 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A RANK‐ORDERED LOGIT MODEL WITH UNOBSERVED HETEROGENEITY IN RANKING CAPABILITIES |
0 |
0 |
0 |
0 |
1 |
3 |
17 |
178 |
| A Simple Test for GARCH Against a Stochastic Volatility Model |
0 |
1 |
1 |
56 |
1 |
2 |
10 |
144 |
| A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables |
1 |
1 |
6 |
1,046 |
2 |
3 |
23 |
2,895 |
| A nonlinear long memory model, with an application to US unemployment |
0 |
0 |
0 |
134 |
0 |
2 |
12 |
356 |
| An Empirical Study of Cash Payments |
0 |
0 |
0 |
12 |
0 |
2 |
9 |
76 |
| Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
266 |
| Bayesian analysis of seasonal unit roots and seasonal mean shifts |
0 |
0 |
0 |
25 |
0 |
5 |
21 |
131 |
| Bayesian forecasting of federal funds target rate decisions |
0 |
0 |
0 |
16 |
0 |
3 |
12 |
210 |
| Common large innovations across nonlinear time series |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
39 |
| Computational techniques for applied econometric analysis of macroeconomic and financial processes |
0 |
0 |
1 |
48 |
1 |
5 |
15 |
150 |
| Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice |
0 |
0 |
0 |
8 |
0 |
1 |
7 |
105 |
| Deriving target selection rules from endogenously selected samples |
0 |
0 |
0 |
56 |
0 |
7 |
19 |
269 |
| Deriving target selection rules from endogenously selected samples |
0 |
0 |
1 |
1 |
2 |
3 |
15 |
25 |
| Do Leading Indicators Lead Peaks More Than Troughs? |
0 |
0 |
0 |
58 |
1 |
3 |
23 |
260 |
| Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method |
0 |
0 |
1 |
167 |
0 |
2 |
20 |
405 |
| Does Seasonality Influence the Dating of Business Cycle Turning Points? |
0 |
0 |
0 |
35 |
0 |
1 |
12 |
150 |
| Estimating loss functions of experts |
0 |
0 |
0 |
4 |
0 |
5 |
15 |
30 |
| Explaining individual response using aggregated data |
0 |
0 |
0 |
19 |
3 |
3 |
10 |
138 |
| Forecasting carbon emissions using asymmetric grouping |
0 |
0 |
0 |
1 |
0 |
5 |
8 |
12 |
| Forecasting unemployment using an autoregression with censored latent effects parameters |
0 |
0 |
0 |
58 |
0 |
1 |
18 |
207 |
| Generalized reduced rank tests using the singular value decomposition |
1 |
3 |
14 |
1,070 |
5 |
34 |
111 |
2,706 |
| Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling |
0 |
0 |
0 |
17 |
1 |
2 |
7 |
101 |
| Introduction to the special issue on new econometric models in marketing |
0 |
0 |
0 |
6 |
0 |
2 |
11 |
59 |
| John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1 |
0 |
0 |
0 |
113 |
1 |
3 |
12 |
297 |
| MODEL SELECTION IN PERIODIC AUTOREGRESSIONS |
0 |
0 |
0 |
9 |
0 |
0 |
6 |
38 |
| Mean shifts, unit roots and forecasting seasonal time series |
0 |
0 |
0 |
23 |
0 |
3 |
7 |
147 |
| Measuring and predicting heterogeneous recessions |
0 |
0 |
0 |
16 |
0 |
1 |
10 |
110 |
| Model Selection in Periodic Autoregressions |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
184 |
| Modeling Purchases as Repeated Events |
0 |
0 |
0 |
39 |
0 |
2 |
10 |
177 |
| Modeling and estimation of synchronization in size-sorted portfolio returns |
0 |
0 |
0 |
1 |
1 |
1 |
12 |
13 |
| Modeling category‐level purchase timing with brand‐level marketing variables |
0 |
0 |
0 |
3 |
0 |
2 |
11 |
57 |
| Modeling dynamic effects of promotion on interpurchase times |
0 |
0 |
0 |
10 |
0 |
1 |
6 |
90 |
| Modeling the impact of forecast-based regime switches on US inflation |
0 |
0 |
0 |
6 |
0 |
2 |
5 |
45 |
| Modelling and forecasting level shifts in absolute returns |
0 |
0 |
0 |
111 |
0 |
3 |
19 |
505 |
| Modelling day-of-the-week seasonality in the S&P 500 index |
0 |
0 |
1 |
202 |
10 |
25 |
41 |
766 |
| Modelling regional house prices |
1 |
1 |
1 |
39 |
3 |
7 |
23 |
146 |
| Moving average filters and periodic integration |
0 |
0 |
0 |
2 |
1 |
3 |
17 |
35 |
| New misspecification tests for multinomial logit models |
0 |
0 |
0 |
0 |
0 |
3 |
15 |
16 |
| On trends and constants in periodic autoregressions |
0 |
0 |
0 |
11 |
2 |
2 |
11 |
126 |
| One size does not fit all: Selling firms to private equity versus strategic acquirers |
1 |
3 |
11 |
84 |
1 |
11 |
45 |
281 |
| Parameter estimation in multivariate logit models with many binary choices |
0 |
0 |
0 |
8 |
0 |
3 |
8 |
80 |
| Priors, posteriors and bayes factors for a Bayesian analysis of cointegration |
0 |
0 |
0 |
80 |
0 |
3 |
15 |
310 |
| Random‐coefficient periodic autoregressions |
0 |
0 |
0 |
5 |
0 |
1 |
11 |
49 |
| Real-Time Inflation Forecasting in a Changing World |
0 |
0 |
1 |
115 |
0 |
5 |
13 |
330 |
| Seasonal patterns in slot-machine gambling in Germany |
0 |
0 |
1 |
2 |
0 |
2 |
10 |
70 |
| Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 |
0 |
0 |
0 |
0 |
1 |
2 |
8 |
141 |
| Seasonality and non-linear price effects in scanner-data-based market-response models |
0 |
0 |
0 |
33 |
0 |
2 |
7 |
148 |
| Shrinkage estimators for periodic autoregressions |
1 |
1 |
2 |
3 |
1 |
6 |
29 |
32 |
| Structural differences in economic growth: an endogenous clustering approach |
0 |
0 |
0 |
42 |
1 |
3 |
16 |
187 |
| Testing for Bias in Forecasts for Independent Multinomial Outcomes |
0 |
0 |
0 |
0 |
0 |
3 |
10 |
11 |
| Testing non‐nested demand relations: linear expenditure system versus indirect addilog* |
0 |
0 |
0 |
9 |
0 |
3 |
15 |
63 |
| The trade and FDI effects of EMU enlargement |
0 |
0 |
0 |
124 |
0 |
3 |
12 |
398 |
| To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions? |
0 |
0 |
0 |
7 |
0 |
2 |
10 |
44 |
| What are the advantages of MCMC based inference in latent variable models? |
0 |
1 |
1 |
72 |
0 |
4 |
9 |
228 |
| What do professional forecasters actually predict? |
0 |
0 |
0 |
5 |
0 |
2 |
9 |
93 |
| Total Journal Articles |
5 |
11 |
42 |
4,011 |
39 |
208 |
849 |
14,129 |
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