Federacja Bibliotek Cyfrowych

Homepage
Czasopisma PAN
A Bayesian Analysis of Exogeneity in Models with Latent Variables

Object's details: A Bayesian Analysis of Exogeneity in Models with Latent Variables

tile.noImage

Provider:Czasopisma PAN

Description

Title:
A Bayesian Analysis of Exogeneity in Models with Latent Variables
Creator:
Pajor, Anna
Description:
The Central European Journal of Economic Modelling and Econometrics (CEJEME) is a quarterly international journal. It aims to publish articles focusing on mathematical or statistical models in economic sciences. Papers covering the application of existing econometric techniques to a wide variety of problems in economics, in particular in macroeconomics and finance are welcome. Advanced empirical studies devoted to modelling and forecasting of Central and Eastern European economies are of particular interest. Any rigorous methods of statistical inference can be used and articles representing Bayesian econometrics are decidedly within the range of the Journal's interests.;
Submission Guidelines and Instructions for Authors of accepted papers please visit: http://cejeme.org/submissionguidelines.aspx
Object availability:
free access
Date:
2011.06.30
Type:
Artykuły / Articles
Source:
Central European Journal of Economic Modelling and Econometrics; 2011; No 2; 49-73
Coverage:
49-73
Publisher:
Oddział PAN w Łodzi
Subject:
exogeneity;
Bayesian cuts;
latent variables;
non-causality;
stochastic volatility;
Nauki Humanistyczne i Społeczne
Identifier:
ISSN - 2080-0886, ISSN online - 2080-119X
Data provider:
Czasopisma PAN

Similar objects

tile.noImage

A Bayesian Analysis of Exogeneity in Models with Latent Variables

Creator:Pajor, Anna

Date:2011.06.30

Type:image

tile.noImage

A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes

Creator:Pajor, Anna

Date:2009.03.31

Type:image

tile.noImage

Inverted gamma vs. log-normal innovations in MSFSBEKK models in the forecasting of selected Polish exchange rates

Creator:Pajor, Anna

Date:2020.12.31 | 2020

Type:image

tile.noImage

Bayesian analysis of the conditional correlation between stock index returns with Multivariate Stochastic Volatility models

Creator:Pajor, Anna

Date:2006

Type:other

tile.noImage

Bayesian Analysis for Hybrid MSF–SBEKK Models of Multivariate Volatility

Creator:Osiewalski, Jacek | Pajor, Anna

Date:2009.06.30

Type:image

tile.noImage

The short-term relationships among the U.S., German and Greek bond markets in times of financial crises. A Bayesian analysis of exogeneity in the VAR-SV model

Creator:Modrzejewska, Anita | Pajor, Anna

Date:2017.12.31 | 2017

Type:image

tile.noImage

A Note on Lenk’s Correction of the Harmonic Mean Estimator

Creator:Pajor, Anna | Osiewalski, Jacek

Date:2013.12.31

Type:image

tile.noImage

On Sensitivity of Inference in Bayesian MSF-MGARCH Models

Creator:Osiewalski, Jacek | Pajor, Anna

Date:2019.09.30

Type:image

FBC TeNe Project

Project co-financed by European Funds under the Operational Program Digital Poland for 2014-2020 (project no. POPC.02.04.00-00-0012 / 20-00)

More information about the project can be found at: https://tene.fbc.pionier.net.pl

European Funds. Digital Poland

Republic of Poland

Digital Libraries Federation

European Union - European Regional Development Fund

We use files, through the cookie quality improvement layer of our website.For more information, please read the document Privacy Policy