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12 months |
Total |
Last month |
3 months |
12 months |
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| "Rotterdam Econometrics": an analysis of publications of the econometric institute 1956-2004 |
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0 |
7 |
0 |
0 |
1 |
34 |
| "Rotterdam econometrics": publications of the econometric institute 1956-2005 |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
34 |
| A BAYESIAN ANALYSIS OF THE UNIT ROOT HYPOTHESIS |
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0 |
1 |
2 |
0 |
0 |
4 |
16 |
| A BAYESIAN ANALYSIS OF THE UNIT ROOT IN REAL EXCHANGE RATES |
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0 |
0 |
2 |
0 |
1 |
2 |
23 |
| A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model |
0 |
0 |
0 |
97 |
0 |
1 |
2 |
435 |
| A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance |
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0 |
2 |
47 |
1 |
1 |
6 |
91 |
| A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance |
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0 |
0 |
7 |
0 |
2 |
3 |
31 |
| A Bayesian analysis of the PPP puzzle using an unobserved components model |
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0 |
0 |
7 |
0 |
0 |
0 |
53 |
| A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation |
0 |
0 |
0 |
25 |
1 |
1 |
1 |
96 |
| A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
100 |
| A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood |
0 |
1 |
1 |
33 |
0 |
1 |
2 |
136 |
| A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods |
0 |
0 |
0 |
15 |
1 |
1 |
2 |
11 |
| A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
10 |
| A Simple Strategy to prune Neural Networks with an Application to Economic Time Series |
0 |
0 |
0 |
83 |
0 |
0 |
0 |
215 |
| A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters |
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0 |
0 |
2 |
0 |
1 |
3 |
16 |
| A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters |
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0 |
0 |
0 |
0 |
0 |
1 |
39 |
| A reconsideration of the Angrist-Krueger analysis on returns to education |
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0 |
1 |
99 |
1 |
5 |
11 |
501 |
| A simple strategy to prune neural networks with an application to economic time series |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
50 |
| ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK |
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0 |
0 |
0 |
0 |
0 |
1 |
423 |
| AN ALGORITHM FOR THE COMPUTATION OF POSTERIOR MOMENTS AND DENSITIES USING SIMPLE IMPORTANCE SAMPLING |
0 |
0 |
1 |
3 |
0 |
0 |
4 |
18 |
| Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility |
0 |
0 |
4 |
5 |
0 |
1 |
8 |
10 |
| Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
192 |
| Adaptive Polar Sampling |
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0 |
0 |
0 |
0 |
0 |
0 |
162 |
| Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk |
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0 |
0 |
6 |
0 |
0 |
0 |
86 |
| Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk |
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0 |
0 |
182 |
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0 |
1 |
1,005 |
| Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces |
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0 |
0 |
24 |
0 |
0 |
0 |
516 |
| Adaptive polar sampling with an application to a Bayes measure of value-at-risk |
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0 |
0 |
10 |
0 |
0 |
2 |
532 |
| Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
64 |
| Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
51 |
| Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
16 |
| Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
107 |
| Asymmetric Gradualism in US Monetary Policy |
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1 |
11 |
11 |
1 |
3 |
25 |
25 |
| BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Application of Integration by Monte Carlo |
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0 |
1 |
3 |
1 |
2 |
6 |
39 |
| BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Unorthodox Application of Monte Carlo |
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0 |
1 |
1 |
0 |
0 |
1 |
9 |
| BAYESIAN SPECIFICATION ANALYSIS AND ESTIMATION OF SIMULTANEOUS EQUATION MODELS USING MONTE CARLO METHODS |
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0 |
0 |
0 |
0 |
0 |
1 |
839 |
| Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann |
0 |
0 |
0 |
81 |
0 |
0 |
1 |
106 |
| Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income |
0 |
0 |
0 |
128 |
0 |
0 |
1 |
543 |
| Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
99 |
| Bayes estimates of multimodal density features using DNA and Economic Data |
0 |
0 |
1 |
14 |
0 |
0 |
4 |
38 |
| Bayes estimates of the cyclical component in twentieth centruy US gross domestic product |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
104 |
| Bayes model averaging of cyclical decompositions in economic time series |
0 |
0 |
1 |
14 |
0 |
0 |
1 |
48 |
| BayesMultiMode: Bayesian Mode Inference in R |
0 |
0 |
0 |
9 |
0 |
0 |
5 |
15 |
| Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank |
0 |
0 |
0 |
52 |
0 |
0 |
2 |
35 |
| Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo |
0 |
0 |
0 |
41 |
0 |
0 |
2 |
199 |
| Bayesian Approaches to Cointegration |
0 |
0 |
2 |
280 |
0 |
0 |
6 |
631 |
| Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
135 |
| Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index |
0 |
0 |
0 |
45 |
1 |
1 |
1 |
150 |
| Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
73 |
| Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling |
0 |
0 |
0 |
84 |
0 |
0 |
0 |
252 |
| Bayesian Mode Inference for Discrete Distributions in Economics and Finance |
0 |
0 |
0 |
10 |
0 |
0 |
4 |
28 |
| Bayesian Mode Inference for Discrete Distributions in Economics and Finance |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
10 |
| Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan |
0 |
0 |
0 |
59 |
0 |
0 |
6 |
222 |
| Bayesian Model Selection with an Uninformative Prior |
0 |
0 |
1 |
254 |
0 |
0 |
2 |
921 |
| Bayesian Simultaneous Equations Analysis using Reduced Rank Structures |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
119 |
| Bayesian Simultaneous Equations Analysis using Reduced Rank Structures |
0 |
0 |
0 |
124 |
0 |
1 |
2 |
456 |
| Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
34 |
| Bayesian approaches to cointegratrion |
0 |
0 |
1 |
33 |
0 |
0 |
1 |
100 |
| Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan |
0 |
0 |
0 |
20 |
0 |
0 |
3 |
98 |
| Bayesian model selection for a sharp null and a diffuse alternative with econometric applications |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
61 |
| Bayesian near-boundary analysis in basic macroeconomic time series models |
0 |
0 |
1 |
90 |
0 |
0 |
1 |
177 |
| Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
29 |
| Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
80 |
| Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation |
0 |
0 |
0 |
50 |
1 |
1 |
2 |
101 |
| Combination Schemes for Turning Point Predictions |
0 |
0 |
0 |
67 |
1 |
1 |
1 |
147 |
| Combination schemes for turning point predictions |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
130 |
| Combination schemes for turning point predictions |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
117 |
| Combined Density Nowcasting in an Uncertain Economic Environment |
0 |
0 |
1 |
14 |
1 |
1 |
3 |
94 |
| Combined Density Nowcasting in an uncertain economic environment |
0 |
0 |
0 |
50 |
0 |
0 |
3 |
100 |
| Combined Forecasts from Linear and Nonlinear Time Series Models |
0 |
0 |
0 |
267 |
1 |
1 |
2 |
710 |
| Combined forecasts from linear and nonlinear time series models |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
77 |
| Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data |
0 |
0 |
0 |
41 |
1 |
3 |
3 |
90 |
| Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
69 |
| Combining predictive densities using Bayesian filtering with applications to US economic data |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
167 |
| Combining predictive densities using Bayesian filtering with applications to US economics data |
0 |
0 |
0 |
67 |
2 |
2 |
2 |
115 |
| Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration |
0 |
0 |
0 |
51 |
1 |
1 |
3 |
308 |
| Cyclical Components in Economic Time Series: a Bayesian Approach |
0 |
0 |
0 |
374 |
1 |
1 |
3 |
1,229 |
| Cyclical components in economic time series |
0 |
0 |
1 |
98 |
0 |
2 |
4 |
201 |
| Cyclical components in economic time series: A Bayesian approach |
0 |
0 |
0 |
160 |
0 |
0 |
1 |
570 |
| Daily Exchange Rate Behaviour and Hedging of Currency Risk |
0 |
0 |
0 |
168 |
0 |
0 |
0 |
495 |
| Daily Exchange Rate Behaviour and Hedging of Currency Risk |
0 |
0 |
0 |
516 |
1 |
1 |
1 |
2,410 |
| Daily Exchange Rate Behaviour and Hedging of Currency Risk |
0 |
0 |
0 |
480 |
0 |
0 |
1 |
1,649 |
| Daily exchange rate behaviour and hedging of currency risk |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
112 |
| Daily exchange rate behaviour and hedging of currency risk |
0 |
0 |
0 |
21 |
0 |
1 |
1 |
102 |
| Distributional Dynamics using Quartic-based State-Space models |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
13 |
| Distributional Dynamics using Quartic-based State-Space models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
| Distributional Dynamics using Quartic-based State-Space models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
18 |
| Distributional Dynamics using Quartic-based State-Space models |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
| Divergent Priors and well Behaved Bayes Factors |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
144 |
| Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
164 |
| Dynamic predictive density combinations for large data sets in economics and finance |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
110 |
| EXPERIMENTS WITH SOME ALTERNATIVES FOR SIMPLE IMPORTANCE SAMPLING IN MONTE CARLO INTEGRATION |
0 |
0 |
2 |
27 |
2 |
2 |
7 |
109 |
| Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
19 |
| Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
155 |
| Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
128 |
| Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging |
0 |
0 |
0 |
52 |
0 |
1 |
3 |
118 |
| Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging |
0 |
0 |
1 |
36 |
0 |
0 |
3 |
81 |
| Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging |
0 |
0 |
0 |
63 |
0 |
1 |
3 |
125 |
| Exceptions to Bartlett’s Paradox |
0 |
0 |
2 |
157 |
0 |
1 |
7 |
695 |
| Explaining Adaptive Radial-Based Direction Sampling |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
59 |
| FURTHER EXPERIENCE IN BAYESIAN ANALYSIS USING MONTE CARLO INTEGRATION |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
| Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics |
0 |
0 |
1 |
1 |
0 |
1 |
5 |
5 |
| Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights |
0 |
0 |
0 |
99 |
0 |
0 |
0 |
250 |
| Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies |
0 |
0 |
0 |
14 |
0 |
0 |
3 |
46 |
| Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
50 |
| Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance |
0 |
0 |
0 |
48 |
1 |
1 |
2 |
74 |
| Forecast accuracy and economic gains from Bayesian model averaging using time varying weight |
0 |
0 |
0 |
96 |
0 |
0 |
1 |
163 |
| Forecast density combinations with dynamic learning for large data sets in economics and finance |
0 |
0 |
0 |
32 |
1 |
1 |
1 |
55 |
| Functional approximations to posterior densities: a neural network approach to efficient sampling |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
39 |
| Gibbs sampling in econometric practice |
0 |
0 |
0 |
60 |
0 |
0 |
2 |
180 |
| Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14 |
0 |
0 |
0 |
17 |
2 |
2 |
4 |
95 |
| Improper priors with well defined Bayes Factors |
0 |
0 |
0 |
261 |
0 |
0 |
1 |
954 |
| Improper priors with well defined Bayes Factors |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
93 |
| Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
199 |
| Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model |
0 |
0 |
1 |
28 |
2 |
2 |
5 |
112 |
| Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model |
0 |
1 |
1 |
63 |
0 |
1 |
1 |
195 |
| Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model |
0 |
0 |
0 |
47 |
0 |
1 |
2 |
172 |
| Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model |
0 |
0 |
0 |
69 |
1 |
1 |
6 |
203 |
| Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode |
0 |
0 |
1 |
96 |
0 |
0 |
3 |
122 |
| Jan Tinbergen (1903-1994) |
0 |
0 |
0 |
29 |
1 |
1 |
2 |
134 |
| LIKELIHOOD DIAGNOSTICS AND BAYESIAN ANALYSIS OF A MICRO-ECONOMIC DISEQUILIBRIUM MODEL FOR RETAIL SERVICES |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
16 |
| Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions |
0 |
0 |
0 |
36 |
0 |
0 |
2 |
35 |
| MONTE CARLO ANALYSIS OF SKEW POSTERIOR DISTRIBUTIONS: AN ILLUSTRATIVE ECONOMETRIC EXAMPLE |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
7 |
| Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes |
0 |
0 |
1 |
191 |
0 |
0 |
1 |
462 |
| Model uncertainty and Bayesian model averaging in vector autoregressive processes |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
53 |
| Modelling option prices using neural networks |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
281 |
| Monetary policy shocks and exchange rate dynamics in small open economies |
0 |
0 |
1 |
2 |
0 |
1 |
3 |
6 |
| Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
92 |
| Neural network analysis of varying trends in real exchange rates |
0 |
0 |
1 |
20 |
0 |
0 |
2 |
53 |
| Neural network approximations to posterior densities: an analytical approach |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
38 |
| Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
54 |
| Neural networks as econometric tool |
0 |
0 |
1 |
207 |
0 |
0 |
2 |
659 |
| Neural networks as econometric tool |
0 |
0 |
1 |
47 |
0 |
0 |
2 |
128 |
| Note on neural network sampling for Bayesian inference of mixture processes |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
44 |
| Oil Price Shocks and Long Run Price and Import Demand Behavior |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
115 |
| On Bayesian routes to unit roots |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
281 |
| On Bayesian structural inference in a simultaneous equation model |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
49 |
| On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling |
0 |
0 |
0 |
139 |
0 |
0 |
3 |
486 |
| On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14 |
0 |
0 |
0 |
268 |
0 |
2 |
6 |
467 |
| On the Variation of Hedging Decisions in Daily Currency Risk Management |
0 |
0 |
0 |
281 |
0 |
0 |
0 |
938 |
| On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks |
0 |
1 |
1 |
22 |
0 |
1 |
1 |
147 |
| On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
53 |
| On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks |
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0 |
0 |
2 |
0 |
1 |
2 |
25 |
| On the variation of hedging decisions in daily currency risk management |
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0 |
0 |
13 |
0 |
0 |
0 |
81 |
| POSTERIOR ANALYSIS OF KLEIN'S MODEL |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
12 |
| POSTERIOR ANALYSIS OF POSSIBLY INTEGRATED TIME SERIES WITH AN APPLICATION TO REAL GNP |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
15 |
| POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
8 |
| POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
15 |
| POSTERIOR MOMENTS OF THE KLEIN-GOLDBERGER MODEL |
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0 |
0 |
2 |
0 |
0 |
0 |
9 |
| PREDICTIVE MOMENTS OF SIMULTANEOUS ECONOMETRIC MODELS A Bayesian Approach |
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0 |
0 |
0 |
0 |
0 |
0 |
7 |
| Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox |
0 |
0 |
0 |
119 |
0 |
0 |
2 |
481 |
| Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox |
0 |
0 |
0 |
34 |
1 |
1 |
1 |
121 |
| Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox |
0 |
0 |
0 |
79 |
0 |
0 |
1 |
178 |
| Parallelization Experience with Four Canonical Econometric Models using ParMitISEM |
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0 |
0 |
16 |
0 |
1 |
2 |
58 |
| Parallelization experience with four canonical econometric models using ParMitISEM |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
52 |
| Partially Censored Posterior for Robust and Efficient Risk Evaluation |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
35 |
| Partially Censored Posterior for robust and efficient risk evaluation |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
17 |
| Possibly Ill-behaved Posteriors in Econometric Models |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
263 |
| Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
120 |
| Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
218 |
| Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series |
0 |
1 |
1 |
84 |
0 |
1 |
2 |
257 |
| Predictive gains from forecast combinations using time-varying model weights |
0 |
0 |
0 |
29 |
2 |
2 |
2 |
111 |
| Quantifying time-varying forecast uncertainty and risk for the real price of oil |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
43 |
| Quantifying time-varying forecast uncertainty and risk for the real price of oil |
0 |
0 |
0 |
9 |
0 |
1 |
3 |
39 |
| Quantifying time-varying forecast uncertainty and risk for the real price of oil |
0 |
0 |
1 |
12 |
1 |
2 |
8 |
23 |
| Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices |
0 |
0 |
0 |
40 |
0 |
1 |
52 |
225 |
| Robust Optimization of the Equity Momentum Strategy |
0 |
1 |
1 |
107 |
0 |
2 |
2 |
364 |
| SOME ADVANCES IN BAYESIAN ESTIMATION METHODS USING MONTE CARLO INTEGRATION |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| Simulation based Bayesian econometric inference: principles and some recent computational advances |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
99 |
| Simulation based bayesian econometric inference: principles and some recent computational advances |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
59 |
| Some advances in Bayesian estimations methods using Monte Carlo Integration |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
| Taylor Rules with Endogenous Regimes |
0 |
1 |
16 |
16 |
0 |
6 |
15 |
15 |
| Taylor Rules with Endogenous Regimes |
0 |
0 |
4 |
4 |
1 |
3 |
17 |
17 |
| Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach |
0 |
0 |
0 |
99 |
0 |
0 |
0 |
327 |
| Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach |
0 |
0 |
0 |
117 |
0 |
0 |
0 |
643 |
| Testing for integration using evolving trend and seasonal models: A Bayesian approach |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
97 |
| The AdMit Package |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
71 |
| The Evolution of Forecast Density Combinations in Economics |
1 |
1 |
4 |
138 |
2 |
2 |
12 |
232 |
| The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
199 |
| The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference |
0 |
0 |
0 |
28 |
0 |
1 |
1 |
39 |
| The R package MitISEM: efficient and robust simulation procedures for Bayesian inference |
0 |
0 |
0 |
26 |
0 |
0 |
2 |
153 |
| The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
54 |
| The Value of Structural Information in the VAR Model |
0 |
0 |
0 |
77 |
0 |
0 |
0 |
267 |
| The Value of Structural Information in the VAR Model |
0 |
0 |
0 |
69 |
0 |
0 |
2 |
309 |
| The value of structural information in the VAR model |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
68 |
| Time-Varying Factor Model Components for Effective Momentum Strategy |
0 |
0 |
3 |
3 |
0 |
2 |
13 |
13 |
| Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies |
0 |
0 |
1 |
63 |
0 |
0 |
2 |
90 |
| Time-varying Combinations of Predictive Densities using Nonlinear Filtering |
0 |
0 |
0 |
79 |
2 |
2 |
3 |
147 |
| To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods |
0 |
0 |
1 |
52 |
0 |
0 |
4 |
199 |
| Trends and cycles in economic time series: A Bayesian approach |
0 |
0 |
1 |
225 |
0 |
0 |
2 |
429 |
| Twentieth century shocks, trends and cycles in industrialized nations |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
50 |
| Valuing structure, model uncertainty and model averaging in vector autoregressive processes |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
52 |
| Weakly informative priors and well behaved Bayes factors |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
81 |
| Total Working Papers |
1 |
8 |
81 |
9,848 |
39 |
94 |
451 |
35,810 |
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