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Forecasting Czech GDP using Bayesian Dynamic Model Averaging
Main topics of the document: Bayesian dynamic model averaging; Minnesota prior; Bayesian Vector Autoregressive model; GDP forecasting......
Statistics and probability
- 2018 •
- Jost •
- Link
Rok uplatnění
Jost - Ostatní články v recenzovaných periodicích
Výsledek na webu
Forecasting Czech GDP using Bayesian dynamic model averaging EL Classification
. Bayesian dynamic model averaging (DMA) then makes it possible to account for model is to demonstrate the benefits of the Bayesian dynamic averaging and Bayesian Vector Autoregressive
Finance
- 2018 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Likelihood tempering in dynamic model averaging
We study the problem of online prediction with a set of candidate models using dynamic model averaging procedures. The standard assumptions of model averaging state to inference. The method is compared to ...
Statistics and probability
- 2017 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Determinants of Deposit and Credit Euroization in Eastern Europe: A Bayesian Model Averaging Evidence
The paper investigates the motives for deposit and credit euroization in Eastern Europe employing Bayesian empirical methodology. We analyse an extensive dataset of macroeconomic fundamentals, perception surveys and institutional quality ind...
Finance
- 2019 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Research & development and growth: A Bayesian model averaging analysis
We examine the effect of research and development (R&D) on long-term economic growth using the Bayesian model averaging (BMA) to deal rigorously with model uncertainty. Previous empirical studies, which applied BMA...
AH - Ekonomie
- 2011 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Informed Bayesian Survival Analysis
We overview Bayesian estimation, hypothesis testing, and model-averaging. We compare the Bayesian parametric survival analysis and frequentist models with sequential designs, the Bayesian framewor...
Statistics and probability
- 2022 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Online Prediction under Model Uncertainty Via Dynamic Model Averaging: Application to a Cold Rolling Mill
prediction model to use is. We develop a method called Dynamic Model Averaging (DMA) in which a state space model for the parameters of each model is combined with a Markov do not change, DMA is a recursi...
BC - Teorie a systémy řízení
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Research and development and growth: a Bayesian model averaging analysis
We examine the effect of research and development (R&D) on long-term economic growth using the Bayesian model averaging (BMA) to deal rigorously with model uncertainty. Previous empirical studies, which app...
AH - Ekonomie
- 2011 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Determinants of Non-price Competitiveness of New EU Member States: Bayesian Model Averaging Approach
This paper examines the determinants of non-price competitiveness using Bayesian model averaging. over the past twenty years, the EU New Member States have experienced improvements in export performance. This development ha...
Public administration
- 2018 •
- D
Rok uplatnění
D - Stať ve sborníku
Which Institutions Are Important for Firms Performance? Evidence from Bayesian Model Averaging Analysis
firm financial developments and thus the long-run growth. Using Bayesian model averaging analysis, we discuss the importance of different types of economic, financial......
Business and management
- 2017 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
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