J Econometrics
Introduction
Journal of Econometrics, 230(1)
INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs
ANNALS ISSUE IN “BAYESIAN METHODS IN ECONOMICS AND FINANCEâ€
Bayesian Methods in Economics and Finance: Editor’s Introduction
—Jun Yu []
Bayesian factor-adjusted sparse regression
—Jianqing Fan, Bai Jiang, Qiang Sun []
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
—Tomohiro Ando, Jushan Bai, Kunpeng Li []
Parsimony inducing priors for large scale state–space models
—Hedibert F. Lopes, Robert E. McCulloch, Ruey S. Tsay []
Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
—Andriy Norets, Justinas Pelenis []
Posterior-based Wald-type statistics for hypothesis testing
—Xiaobin Liu, Yong Li, Jun Yu, Tao Zeng []
Real-time Bayesian learning and bond return predictability
—Runqing Wan, Andras Fulop, Junye Li []
Bayesian nonparametric learning of how skill is distributed across the mutual fund industry
—Mark Fisher, Mark J. Jensen []
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models
—Katerina Petrova []
Factor investing: A Bayesian hierarchical approach
—Guanhao Feng, Jingyu He []
Affine arbitrage-free yield net models with application to the euro debt crisis
—Zhiwu Hong, Linlin Niu, Chen Zhang []