Computational Complexity and Parallelization in Bayesian Econometric Analysis

JOURNAL ARTICLE published 22 February 2016 in Econometrics

Authors: Nalan Baştürk | Roberto Casarin | Francesco Ravazzolo | Herman van Dijk

Estimation of Realized Asymmetric Stochastic Volatility Models Using Kalman Filter

JOURNAL ARTICLE published 31 July 2023 in Econometrics

Research funded by Japan Society for the Promotion of Science (22K01429)

Authors: Manabu Asai

The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections

JOURNAL ARTICLE published 30 May 2018 in Econometrics

Research funded by ANR (ANR-11-IDEX-0001-02)

Authors: Tareq Sadeq | Michel Lubrano

The Specification of Dynamic Discrete-Time Two-State Panel Data Models

JOURNAL ARTICLE published 24 December 2018 in Econometrics

Authors: Tue Gørgens | Dean Hyslop

Evolutionary Sequential Monte Carlo Samplers for Change-Point Models

JOURNAL ARTICLE published 8 March 2016 in Econometrics

Authors: Arnaud Dufays

A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise

JOURNAL ARTICLE published 21 July 2015 in Econometrics

Authors: Yang Zu

Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach

JOURNAL ARTICLE published 6 December 2021 in Econometrics

Authors: Xin Jin | Jia Liu | Qiao Yang

A Semi-Parametric Approach to the Oaxaca–Blinder Decomposition with Continuous Group Variable and Self-Selection

JOURNAL ARTICLE published 21 June 2019 in Econometrics

Authors: Fernando Rios-Avila

Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature

JOURNAL ARTICLE published 2 November 2020 in Econometrics

Authors: Eric Hillebrand | Søren Johansen | Torben Schmith

Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term

JOURNAL ARTICLE published 26 February 2015 in Econometrics

Authors: Osman Doğan

Social Networks and Choice Set Formation in Discrete Choice Models

JOURNAL ARTICLE published 27 October 2016 in Econometrics

Authors: Bruno Wichmann | Minjie Chen | Wiktor Adamowicz

Two-Part Models for Fractional Responses Defined as Ratios of Integers

JOURNAL ARTICLE published 19 September 2014 in Econometrics

Authors: Harald Oberhofer | Michael Pfaffermayr

Structural Compressed Panel VAR with Stochastic Volatility: A Robust Bayesian Model Averaging Procedure

JOURNAL ARTICLE published 12 July 2022 in Econometrics

Authors: Antonio Pacifico

Polarization and Rising Wage Inequality: Comparing the U.S. and Germany

JOURNAL ARTICLE published 11 April 2018 in Econometrics

Research funded by Deutsche Forschungsgemeinschaft (SPP 1169 and SPP 1764)

Authors: Dirk Antonczyk | Thomas DeLeire | Bernd Fitzenberger

Selection Criteria in Regime Switching Conditional Volatility Models

JOURNAL ARTICLE published 11 May 2015 in Econometrics

Authors: Thomas Chuffart

Towards a New Paradigm for Statistical Evidence in the Use of p-Value

JOURNAL ARTICLE published 31 December 2020 in Econometrics

Authors: Muhammad Bhatti | Jae Kim

A Spectral Model of Turnover Reduction

JOURNAL ARTICLE published 29 July 2015 in Econometrics

Authors: Zura Kakushadze

Local Gaussian Cross-Spectrum Analysis

JOURNAL ARTICLE published 21 April 2023 in Econometrics

Authors: Lars Arne Jordanger | Dag Tjøstheim

Teaching Graduate (and Undergraduate) Econometrics: Some Sensible Shifts to Improve Efficiency, Effectiveness, and Usefulness

JOURNAL ARTICLE published 7 September 2020 in Econometrics

Authors: Jeremy Arkes

A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models

JOURNAL ARTICLE published 9 April 2015 in Econometrics

Authors: Umberto Triacca