Bayesian Inference in Dynamic Disequilibrium Models
An Application to the Polish Credit Market
Datos Bibliográficos
| ID | 19056830 |
|---|---|
| Autores | Luc Bauwens (0000-0002-2045-1234, autor de correspondencia), Michel Lubrano (0000-0003-0448-0307) |
| Año | 2006 |
| Fecha de publicación | 2006-01-01 |
| Peer Reviewed | Sí |
| Open Access | Sí |
| Tipo | ARTICLE |
| Revista | SSRN Electronic Journal (REPOSITORY) |
| Identificadores de la revista | ISSN: 1556-5068 • E-ISSN: 1556-5068 |
| Editorial | RELX Group (Netherlands) (PUBLISHER • NL) |
| DOI | 10.2139/ssrn.925677 |
| OpenAlex | W2090145277 |
| Idioma | EN |
| Referencias citadas | 27 |
Bayesian inference · Bayesian probability · Disequilibrium · Econometrics · Economics · Inference · Bayesian Methods and Mixture Models · Computer Science · Monetary Policy and Economic Impact · Statistical Methods and Inference · Artificial Intelligence
Stochastic Volatility
The Calculation of Posterior Distributions by Data Augmentation
Estimation of Relationships for Limited Dependent Variables
Bayesian Measures of Model Complexity and Fit
Bayesian Analysis of Stochastic Volatility Models
Deviance Information Criterion for Comparing Stochastic Volatility Models
Europe's unemployment problem
| Velocidad de citación | historical |
|---|---|
| Altamente citado | No |