Search Results

Using Bayesian networks to model the operational risk to information technology infrastructure in financial institutions,
Martin Neil and Norman Fenton, in Journal of Financial Transformation (2008)
Keywords: Bayesian networks; operational risk

Statistical Analysis of Location Parameter of Inverse Gaussian Distribution Under Noninformative Priors,
Nida Khan and Muhammad Aslam, in Journal of Quantitative Methods (2019)
Keywords: Bayesian estimation; noninformative prior; Jeffreys prior; loss function; Bayes estimator; Bayes risk; simulation study

Conceptos basicos de probabilidad,
Ignacio Velez-Pareja, from Master Consultores (2009)
Keywords: Probability rules, induction, deduction, random variable, independence

Statistics as a tool for the development of speech recognition automatic systems,
José Luciano Maldonado, in Economía (1998)
Keywords: Sistemass reconocedores del habla, tecnología del habla,modelos ocultos del Markov

Approximate Bayesian Computation for Partially Identified Models,
Luis Antonio Alvarez, from University Library of Munich, Germany (2023)
Keywords: Approximate Bayesian Computation; Partial Identification; Tuning parameter selection

Preprocessing Technologies Of Retrospective Information As Forecasting Basis For Economic Processes,
Oksana Snytuk and Lesia Berezhna, in Business & Management Compass (2010)

Earthquake parametric insurance with Bayesian spatial quantile regression,
Jeffrey Pai, Yunxian Li, Aijun Yang and Chenxu Li, in Insurance: Mathematics and Economics (2022)
Keywords: Earthquake risk; Parametric insurance; Quantile regression; Spatial correlation; Bayesian approaches;

Baysian Flexible Mixture Distribution Modelling of Dichotomous Choice Contingent Valuation with Heterogeneity,
Jorge Araña and Carmelo J. Leon, from Econometric Society (2004)
Keywords: Bayesian Econometrics; Mixture of Normals; Choice Experiments

Lifting, superadditivity, mixed integer rounding and single node flow sets revisited,
Quentin Louveaux and Laurence Wolsey, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2003)
Keywords: lifting, mixed integer rounding, single node flow sets

Bayesian inference of a smooth transition dynamic almost ideal model of food demand in the US,
Kelvin Balcombe and Alastair Bailey, from University Library of Munich, Germany (2006)
Keywords: Consumption Bayesian

Baysian seasonal analysis with robust priors,
Rolando Gonzales, in Investigación & Desarrollo (2012)
Keywords: Seasonal analysis, Bayesian inference

Intercambio educativo virtual: Una clase virtual compartida Norte-Sud sobre desarrollo sostenible,
Augusta Abrahamse, Carla Quiroga, Mathew Johnson and Ruth Scipione, in Investigación & Desarrollo (2012)
Keywords: Educación Internacional, Aprendizaje Virtual, Colaboración Intercultural, Competencias Globales, Aprendizaje Activo

Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference,
Andrzej Kocięcki, from University Library of Munich, Germany (2011)
Keywords: invariant models; coherence; strong inconsistency; groups

Choosing Prior Hyperparameters: With Applications To Time-Varying Parameter Models,
Mu-Chun Wang, from Verein für Socialpolitik / German Economic Association (2018)
Keywords: Bayesian inference, Bayesian VAR, Time variation

Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors,
Daniel Friesner, Ron Mittelhammer and Robert Rosenman, from School of Economic Sciences, Washington State University (2006)
Keywords: Data Envelopment Analysis, latent inefficiency, Bayesian inference,Beta priors, posterior incidence of inefficiency

Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors,
Daniel Friesner, Ron Mittelhammer and Robert Rosenman, from School of Economic Sciences, Washington State University (2006)
Keywords: repeated auction; Data Envelopment Analysis, latent inefficiency, Bayesian inference,Beta priors, posterior incidence of inefficiency

BAYESIAN ANALYSIS OF THE COMPOUND COLLECTIVE MODEL: THE NET PREMIUM PRINCIPLE WITH EXPONENTIAL POISSON AND GAMMA–GAMMA DISTRIBUTIONS,
A. Hernández-Bastida, J.m Pérez–Sánchez and E. Gómez-Deniz, from Faculty of Economics and Business (University of Granada) (2007)
Keywords: Compound collective model; Bayesian analysis; Robustness analysis.

Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables,
John Chao and Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (1998)
Keywords: Cauchy tails, exact finite sample distributions, Jeffreys prior, just identification, limited information, posterior density, simultaneous equations model

Bayesian methods,
Luc Bauwens and Dimitris Korobilis, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011)
Keywords: Bayesian inference, dynamic regression model, prior distributions, MCMC methods

Manipulation Robustness of Collaborative Filtering Systems,
Benjamin Van Roy and Xiang Yan, from NET Institute (2009)
Keywords: recommendation system, collaborative filtering, manipulation, information theory, statistics

A Bayesian MCMC Algorithm for Markov Switching GARCH models,
Dhiman Das and Byoung Hark Yoo, from Econometric Society (2004)
Keywords: Markov Switching, GARCH, Bayesian

Likelihood-based estimation of latent generalised ARCH structures,
Gabriele Fiorentini, Enrique Sentana and Neil Shephard, from London School of Economics and Political Science, LSE Library (2003)
Keywords: Bayesian inference; dynamic heteroskedasticity; factor models; Markov chain Monte Carlo; simulated EM algorithm; volatility

Honorary Lecture on S. James Press and Bayesian Analysis,
Arnold Zellner, in Review of Economic Analysis (2009)
Keywords: S. James Press, Bayesian analysis, statistical inference, optimal learning models, Bayes' theorem

Sticking It Out: Entrepreneurial Survival and Liquidity Constraints,
Douglas Holtz-Eakin, David Joulfaian and Harvey Rosen, from Princeton University, Department of Economics, Industrial Relations Section. (1993)
Keywords: entrepreneurship, liquidity constraints

Fractional bayes factors for the analysis of autoregressive models with possible unit roots,
Maria Maddalena Barbieri and Caterina Conigliani, from Department of Economics - University Roma Tre (2000)
Keywords: Autoregressive model, fractional Bayes factor, model selection, time series, unit root

An alternative bayes factor for testing for unit autoregressive roots,
Caterina Conigliani and F. Spezzaferri, from Department of Economics - University Roma Tre (2002)
Keywords: Autoregressive model, bayes factor, model selection, noninformative prior distributions time series, unit root

Semi-parametric modelling for costs of helt care technologies,
Caterina Conigliani and Andrea Tancredi, from Department of Economics - University Roma Tre (2003)
Keywords: Healthcare cost data, semiparametric modelling, mixture models, generalised Pareto distribution.

A bayesian semi-parametric approach for cost-effectiveness analysis in health economics,
Caterina Conigliani and Andrea Tancredi, from Department of Economics - University Roma Tre (2005)
Keywords: Healthcare cost data, cost-effectiveness analysis, mixture models, semiparametric modelling.

Comparing parametric and semi-parametric approaches for bayesian cost-effectiveness analyses in health economics,
Caterina Conigliani and Andrea Tancredi, from Department of Economics - University Roma Tre (2006)
Keywords: Healthcare cost data, cost-effectiveness analysis, mixture models, Bayesian model averaging

Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?,
Yuan Liao and Anna Simoni, from Rutgers University, Department of Economics (2016)
Keywords: partial identication, Bayesian credible sets, support function, moment inequality models, Bernstein-von Mises theorem

A Finer Point in Forensic Identification,
Halvor Mehlum, from Oslo University, Department of Economics (2003)
Keywords: Bayesian analysis; Forensic statistics

Nested Designs with AR Errors via MCMC,
Mahdi Alkhamisi, from Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics (2007)
Keywords: Bayesian statistics; Metropolis-Hastings algorithm; Markov chain Monte Carlo methods; repeated measurements; autoregressive process; Gibbs sampling

Bayesian analysis of verbal autopsy data using factor models with age- and sex-dependent associations between symptoms,
Tsuyoshi Kunihama, Zehang Richard Li, Samuel J. Clark and Tyler H. McCormick, from School of Economics, Kwansei Gakuin University (2024)
Keywords: Bayesian factor models, Causes of death distribution, Multivariate data, Verbal autopsies, Survey data

Welfare Reform and Children's Health,
Badi Baltagi and Yin-Fang Yen, from Center for Policy Research, Maxwell School, Syracuse University (2014)
Keywords: Maternal Employment, Children's Health, Welfare, Fixed Effects

Bayesian Estimation of Atkinson Inequality Measures,
Duangkamon Chotikapanich and John Creedy, from The University of Melbourne (2000)
Keywords: DISTRIBUTION ; INCOME ; INFORMATION

Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression,
Brian Hanlon and Catherine Forbes, from Monash University, Department of Econometrics and Business Statistics (2002)
Keywords: Complexity theory; segmentation; break points; change points; model selection; model choice.

A Bayesian Analysis of Unobserved Heterogeneity for Unemployment Duration Data in the Presence of Interval Censoring,
Mojtaba Ganjali, T. Baghfalaki and D. Berridge, in International Econometric Review (IER) (2014)
Keywords: Accelerated Failure Time Model, Bayesian Analysis, Interval Censoring, Kaplan-Meier Method, MCMC.

Nonparametric Bayesian Survival Analysis,
J-M Rolin, from Catholique de Louvain - Institut de statistique (1997)
Keywords: STATISTICS

Bayesian Evaluation of a Semi-Parametric Binary Response Model,
E. Scheihing and M. Mouchart, from Catholique de Louvain - Institut de statistique (1998)
Keywords: ECONOMETRICS ; STATISTICAL ANALYSIS ; ESTIMATION OF PARAMETERS ; TESTING

MCMC in econometrics,
Dani Gamermam, in Economia (2000)
Keywords: Bayesian, Dynamic, Hiperparameters, Gibbs Sampling, Markov Chain Monte Carlo, Metropolis-Hastings Algorithm, Spatial Models

BayesRandomForest: An R implementation of Bayesian Random Forest for Regression Analysis of High-dimensional Data,
Oyebayo Ridwan Olaniran and Mohd Asrul Affendi Bin Abdullah, in Romanian Statistical Review (2018)
Keywords: Random Forest, Bayesian Additive Regression Trees, High-dimensional, R

Bayesian Method with Clustering Algorithm for Credit Card Transaction Fraud Detection,
Luis Jose S. Santos and Shirlee R. Ocampo, in Romanian Statistical Review (2018)
Keywords: credit card transaction, fraud detection, Naive Bayes Classifier, clustering algorithms, Markov Modulated Poisson Process data simulation

Modeling ISIL terror attacks and their fatality rates with a Bayesian reversible jump marked point process,
Andrew G. Chapple, in Journal of Economics and Econometrics (2018)
Keywords: Marked Point Process, Bayesian Analysis, Reversible Jump, ISIL.

Interest Rate Channel and Real Economy in Nigeria: A Bayesian Vector Autoregression Approach,
Kemisola Christianah Osundina, Sheriffdeen A. Tella and Bolaji A. Adesoye, in International Journal of Economics and Financial Issues (2018)
Keywords: Minnesota/Litterman Prior, Bayesian.

The Role of Unobservable Fundamentals in Korea Exchange Rate Fluctuations: Bayesian Approach,
Young Min Kim and Seojin Lee, in Economic Analysis (Quarterly) (2017)
Keywords: Bayesian MCMC algorithm, Exchange rate, Unobservable fundamentals, Currency risk premium, Capital flows

Robust Bayesian Inference,
John Kenny, in Journal of Economics and Econometrics (2019)
Keywords: Model error, Model misspecification, Clustering, Power likelihood

Variational Bayesian Methods and Frequentist Consistency,
Cliff Severin and Katie Sierminski, in Journal of Economics and Econometrics (2019)
Keywords: Asymptotic normality, Bayesian inference, Consistency

Meta-Analysis of Diagnostic Tests,
Douglas MacLean, in Journal of Economics and Econometrics (2019)
Keywords: Diagnostic tests, Bayesian hierarchical model, Missing data, Multiple tests, Meta-analysis

Bayesian Uncertainty Directed Designs,
Stephen Madsen, in Journal of Economics and Econometrics (2019)
Keywords: Information theory, Decision theory, Trials, Response-adaptive designs

Estimación de la distribución multivariada de los rendimientos de los tipos de cambio contra el dólar de las criptomonedas Bitcoin, Ripple y Ether,
Beatriz Mota Aragón and José Antonio Núñez Mora, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2019)
Keywords: leptokurtosis, skewness, Variance-Gamma, Multivariate

Probabilistic aspects of risk management (Probabilistyczne aspekty zarz¹dzania ryzykiem),
Miros³aw Szreder, in Problemy Zarzadzania (2015)
Keywords: probability, interpretation of probability, risk

Multiple Hypotheses Testing with Partial Prior Information,
J. Zhang, from Catholique de Louvain - Institut de statistique (1998)
Keywords: TESTING ; INFORMATION

Una nota sobre un procedimiento bayesiano para meta-análisis con datos binarios con alta presencia de ceros || A note on a Bayesian procedure for meta-analysis of rare data,
Miguel A. Negrín, María Martel and Francisco J. Vázquez-Polo, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2015)
Keywords: análisis bayesiano, Farlie-Gumbel-Morgenstern link, meta-análisis, Bayesian analysis, Farlie-Gumbel-Morgenstern link, meta-analysis

Eventology versus contemporary theories of uncertainty,
Oleg Yu. Vorobyev, from University Library of Munich, Germany (2009)
Keywords: uncertainty, probability, event, co-being, eventology, imprecise event

Causation, Prediction, and Search, 2nd Edition,
Peter Spirtes, Clark Glymour and Richard Scheines, from The MIT Press (2001)
Keywords: Bayes networks, causal models, Simpson's paradox, regressions models

Bayesian inference does not lead you astray…on average,
Alejandro Francetich and David Kreps, in Economics Letters (2014)
Keywords: Bayesian inference; Submartingale; Log Posterior;

Classroom Games: Understanding Bayes' Rule,
Charles Holt and Lisa Anderson, in Journal of Economic Perspectives (1996)

Hierarchical Bayes prediction for the 2008 US Presidential election,
Pankaj Sinha and Ashok Bansal, from University Library of Munich, Germany (2008)

Cutting planes in integer and mixed integer programming,
Hugues Marchand, Alexander Martin, Robert Weismantel and Laurence Wolsey, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1999)
Keywords: Mixed Integer Programming, Cutting Planes

Bayesian Model Averaging and Identification of Structural Breaks in Time Series,
Iain Fraser, Kelvin Balcombe and Abhijit Sharma, from University Library of Munich, Germany (2007)
Keywords: Bayesian Model Averaging, Structural Breaks, Unit Root, Macro- economic Data, Natural Resource data

Understanding Fundamentalist Belief Through Bayesian Updating,
Srijit Mishra, from East Asian Bureau of Economic Research (2003)
Keywords: Bayesian updating, fundamentalist belief, interaction, variation

Credit loss modelling using beta distribution in a Bayesian approach,
Aneta Ptak-Chmielewska and Paweł Kopciuszewski, in Bank i Kredyt (2024)
Keywords: Loss Given Default (LGD), Bayesian approach, beta regression, unresolved cases, small sample

Application of the Bayesian approach in loss given default modelling,
Aneta Ptak-Chmielewska and Paweł Kopciuszewski, in Bank i Kredyt (2023)
Keywords: small samples, LGD, Bayesian approach, logistic and linear regression, unresolved cases

The Evolution of Forecast Density Combinations in Economics,
Knut Are Aastveit, James Mitchell, Francesco Ravazzolo and Herman van Dijk, from Tinbergen Institute (2018)
Keywords: Forecasting; Model Uncertainty; Density Combinations

Global Stability in Spite of "Local Instability" with Learning in General Equilibrium Models: A Generalization,
Shurojit Chatterji and Subir Chattopadhyay, from Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (1996)
Keywords: LINEAR MODELS

Perfect Baysian Implementation in Economic Environments,
Sandro Brusco, from Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (1995)
Keywords: INFORMATION;ECONOMIC EQUILIBRIUM

The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models,
N.E. Savin and Allan Würtz, from University of Iowa, Department of Economics (1996)
Keywords: ECONOMIC MODELS;ECONOMETRICS

Power of tests in Binary Response Models,
N.E. Savin and Allan Würtz, from University of Iowa, Department of Economics (1996)
Keywords: ECONOMIC MODELS;ECONOMETRICS

Subjective Probability Does Not Exist,
Asad Zaman, from Pakistan Institute of Development Economics (2017)

Constructing of network from topics and their temporal change in the Nikkei newspaper articles,
Shinya Kawata and Yoshi Fujiwara, in Evolutionary and Institutional Economics Review (2016)
Keywords: LDA, Machine learning, Bayesian statistics, Network

Predictive distributions that mimic frequencies over a restricted subdomain,
Frank Lad and Giuseppe Sanfilippo, in Decisions in Economics and Finance (2020)
Keywords: Probability elicitation, Conditional probability, Probability bounds, Extendable exchangeability, $$A_n$$ A n and $$H_n$$ H n distributions

Understanding fundamentalist belief through Bayesian updating,
Srijit Mishra, from Indira Gandhi Institute of Development Research, Mumbai, India (2002)
Keywords: Bayesian updating, fundamentalist belief, interaction, variation

Conflict resolution through mutuality: Lessons from Bayesian updating,
Srijit Mishra, from Indira Gandhi Institute of Development Research, Mumbai, India (2011)
Keywords: Bayesian updating, belief polarization, conflict resolution, fundamentalist belief, interaction, mutual respect, reasonable pluralism

bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions,
Rodney Strachan, from Monash University, Department of Econometrics and Business Statistics (1998)
Keywords: COINTEGRATION ; BAYESIAN ANALYSIS ; ECONOMIC MODELS

Community-Led Coastal Development and the Relationship between Human Activities and Ecosystem Services,
Luca Mulazzani, Rosa Manrique and Giulio Malorgio, from Nisea (2015)

Bayes and Empirical Bayes Estimators with Their Unique Simpler Forms and Their Superiorities over BLUE in Two Seemingly Unrelated Regressions,
Radhey S. Singh and Lichun Wang, in Journal of Quantitative Economics (2011)
Keywords: Bayesian and empirical Bayesian methods, estimations, seemingly unrelated regressions, covariance-adjusted approach, MSEM criterion, superiorities over BLUE, unique simpler forms

A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data,
C.J. Romeo, from U.S. Department of Justice - Antitrust Division (2000)
Keywords: MARKET STRUCTURE ; ENTERPRISES ; SIMULATION ; STATISTICS ; ECONOMIC MODELS

Games with Incomplete Information,
O. Nomia, from Université Panthéon-Sorbonne (Paris 1) (1998)
Keywords: ECONOMETRICS ; INFORMATION ; GAME THEORY

Recent Developments in Productivity and the Role of Entrepreneurship in Italy: An Industry View,
Andrea Brasili and Loredana Federico, in Rivista di Politica Economica (2008)
Keywords: entrepreneurship, productivity growth, stochastic frontiers, Bayesian analysis, Gibbs sampling.

Estimation and Variance Decomposition in a Small-size DSGE Model,
Oana Simona Hudea, in Romanian Statistical Review Supplement (2015)
Keywords: Bayes theorem, dynamic stochastic general equilibrium model, parameter estimation, posterior distribution, variance decomposition

New Bayesian Lasso in Tobit Quantile Regression,
Fadel Hamid Hadi Alhusseini, in Romanian Statistical Review Supplement (2017)
Keywords: New Bayesian lasso, MCMC, Tobit Quantile Regression, scale mixture uniform , variable selection

This paper examines the effect of message characteristics on donation behavior using an economic,
Moon Young Kang, Byungho Park, Sanghak Lee, Jaehwan Kim and Greg Allenby, in Journal of Marketing and Consumer Behaviour in Emerging Markets (2016)
Keywords: direct utility model, hierarchical Bayes, altruism, non-profi t marketing convenience stores, Malaysian retail

1994 ve 2000-2001 krizlerinin çoklu denge açısından değerlendirilmesi,
Nasip Bolatoğlu, in Iktisat Isletme ve Finans (2006)
Keywords: para krizleri, çoklu denge, markov dönüşüm, gibbs örneklemesi.

EMPIRICAL ANALYSIS OF REAL CREDIT RISK DATA,
Giuseppe Di Biase, in Accounting & Taxation (2017)
Keywords: Standard and Poor's Rating Data, Empirical Model; Default Rate; Rating Transitions

Identify Relative importance of covariates in Bayesian lasso quantile regression via new algorithm in statistical program R,
Fadel Hamid Hadi Alhusseini, Taha al Shaybawee and Fedaa Abd Almajid Sabbar Alaraje, in Romanian Statistical Review (2017)
Keywords: Bayesian lasso quantile regression, Prior distributions, posterior distributions, MCMC algorithm, Relative importance

SOME METHODS OF QUANTILE REGRESSION FOR ANALYSIS OF THE POVERTY IN IRAQ,
Fadel HAMID HADI Alhusseini, in Journal of Social and Economic Statistics (2016)
Keywords: poverty line, quantile regression model, Bayesian Lasso quantile regression, average number of poor Iraqi households

Volatility estimation based on extremes of the bridge (in Russian),
Svetlana Lapinova, Alexander Saichev and Maria Tarakanova, in Quantile (2012)
Keywords: volatility, volatility estimators, efficiency, bias, extremes of Brownian motion

Analysis of the monetary policy transmission mechanism in the Republic of Belarus: Bayesian approach (in Russian),
Aleksandra Bezborodova and Yuri Mihalenok, in Quantile (2015)
Keywords: Republic of Belarus, transmission mechanism of the monetary policy, vector autoregressive model, Bayesian approach

SELECTION OF VARIABLES INFLUENCING IRAQI BANKS DEPOSITS BY USING NEW BAYESIAN LASSO QUANTILE REGRESSION,
Fadel Hamid Hadi Alhusseini, in Journal of Social and Economic Statistics (2017)
Keywords: Bayesian approach, Lasso quantile regression, scale mixture uniform, deposits of Iraqi banks, variables selection Journal: Journal of Social and Economic Statistics

The application of data envelopment analysis method in managing companies' credit risk,
Anna Ferus, in Business and Economic Horizons (BEH) (2014)
Keywords: Credit scoring, credit risk, creditworthiness, Data Envelopment Analysis, technical efficiency