Access Statistics for Anastasios Nicholas Panagiotelis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Inference for a 1-Factor Copula Model 0 0 1 20 1 2 12 47
Bayesian Rank Selection in Multivariate Regression 0 0 0 49 1 1 8 65
Bayesian Weighted Inference from Surveys "Abstract: Data from large surveys are often supplemented with sampling weights that are designed to reflect unequal probabilities of response and selection inherent in complex survey sampling methods. We propose two methods for Bayesian estimation of parametric models in a setting where the survey data and the weights are available, but where information on how the weights were constructed is unavailable. The first approach is to simply replace the likelihood with the pseudo likelihood in the formulation of Bayes theorem. This is proven to lead to a consistent estimator but also leads to credible intervals that suffer from systematic undercoverage. Our second approach involves using the weights to generate a representative sample which is embedded within a Markov chain Monte Carlo (MCMC) or other simulation algorithm designed to estimate the parameters of the model. In extensive simulation studies, the latter methodology is shown to achieve performance comparable to the standard frequentist solution of pseudo maximum likelihood, with the added advantage of being applicable to models that require inference via MCMC. The methodology is demonstrated further by fitting a mixture of gamma densities to a sample of Australian household income." 0 0 6 9 3 12 62 81
From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior 1 1 6 97 2 2 11 219
Macroeconomic forecasting for Australia using a large number of predictors 1 1 4 170 5 12 21 254
Probabilisitic forecasts in hierarchical time series 1 2 6 39 4 13 30 43
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 36 2 2 3 52
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 1 2 20 4 9 12 36
Total Working Papers 3 5 25 440 22 53 159 797


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions 0 1 9 135 0 1 14 317
Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models 0 0 2 56 0 0 3 163
Bayesian skew selection for multivariate models 0 0 0 17 0 0 0 70
From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior 0 0 0 10 0 0 3 43
Model selection for discrete regular vine copulas 0 0 2 4 1 1 7 19
Pair Copula Constructions for Multivariate Discrete Data 0 0 3 33 0 0 6 88
Total Journal Articles 0 1 16 255 1 2 33 700


Statistics updated 2019-10-05