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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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