1 |
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A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank
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Chua, Chew Lian; Tsiaplias, Sarantis
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American Statistical Association
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2018
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2 |
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A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets
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Casarin, Roberto; Sartore, Domenico; Tronzano, Marco
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American Statistical Association
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2018
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3 |
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A Bootstrap Stationarity Test for Predictive Regression Invalidity
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Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert
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American Statistical Association
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2019
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4 |
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Bank Business Models at Zero Interest Rates
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Lucas, André; Schaumburg, Julia; Schwaab, Bernd
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American Statistical Association
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2019
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5 |
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Bayesian Analysis of Spatial Panel Autoregressive Models With Time-Varying Endogenous Spatial Weight Matrices, Common Factors, and Random Coefficients
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Han, Xiaoyi; Lee, Lung-Fei
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American Statistical Association
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2016
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6 |
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Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models
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Cheng, Tingting; Gao, Jiti; Zhang, Xibin
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American Statistical Association
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2019
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7 |
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Bayesian Inference for Assessing Effects of Email Marketing Campaigns
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Wu, Jiexing; Li, Kate J.; Liu, Jun S.
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American Statistical Association
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2018
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8 |
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Bayesian Inference in Regime-Switching ARMA Models With Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Regime Shifts
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Kim, Chang-Jin; Kim, Jaeho
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American Statistical Association
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2015
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9 |
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Bayesian Nonparametric Instrumental Variables Regression Based on Penalized Splines and Dirichlet Process Mixtures
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Wiesenfarth, M.; Hisgen, C.M.; Kneib, T.; Cadarso-Suarez, C.
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American Statistical Association
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2014
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10 |
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Behavioral Heterogeneity in U.S. Inflation Dynamics
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Cornea-Madeira, Adriana; Hommes, Cars; Massaro, Domenico
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American Statistical Association
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2019
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11 |
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Booms, Busts, and Normal Times in the Housing Market
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Agnello, L.; Castro, V.; Sousa, R.M.
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American Statistical Association
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2015
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12 |
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Bootstrap Prediction Intervals for Factor Models
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Gonçalves, Sílvia; Perron, Benoit; Djogbenou, Antoine
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American Statistical Association
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2017
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13 |
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Bounds on Treatment Effects in the Presence of Sample Selection and Noncompliance: The Wage Effects of Job Corps
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Chen, Xuan; Flores, Carlos A.
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American Statistical Association
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2015
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14 |
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Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates
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Zhu, Ke; Li, Wai Keung; Yu, Philip L. H.
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American Statistical Association
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2017
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