TOC: J Econometrics
Introduction
Journal of Econometrics, 171(2)
Introduction for the annals issue of the Journal of Econometrics on “Bayesian Models, Methods and Applications”
–John Geweke, Gary Koop, Richard Paap [] []
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
–Lennart Hoogerheide, Anne Opschoor, Herman K. van Dijk [] []
Generalized smooth finite mixtures
–Mattias Villani, Robert Kohn, David J. Nott [] []
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
–Michael K. Pitt, Ralph dos Santos Silva, Paolo Giordani, Robert Kohn [] []
Evaluating DSGE model forecasts of comovements
–Edward Herbst, Frank Schorfheide [] []
Confronting model misspecification in macroeconomics
–Daniel F. Waggoner, Tao Zha [] []
Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments
–John Geweke [] []
A Bayesian analysis of payday loans and their regulation
–Mingliang Li, Kevin J. Mumford, Justin L. Tobias [] []
Probabilistic forecasts of volatility and its risk premia
–Worapree Maneesoonthorn, Gael M. Martin, Catherine S. Forbes, Simone D. Grose [] []
Bayesian model averaging in the instrumental variable regression model
–Gary Koop, Roberto Leon-Gonzalez, Rodney Strachan [] []
Mixtures of -priors for Bayesian model averaging with economic applications
–Eduardo Ley, Mark F.J. Steel [] []
Variable selection and functional form uncertainty in cross-country growth regressions
–Tim Salimans [] []
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