Poirier, D.J., 1995. Intermediate Statistics and Econometrics: A Comparative Approach. MIT Press, Cambridge, Massachusetts. Home/Search Document Not in Database Summary Related Articles Check |
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Applied Econometrics - Course Outline - Bergland (1998) (Correct)
.... Higgins, 1993) and another is the emerging field of simulation based estimation and inference (McFadden and Ruud, 1994; Hajivassiliou and Ruud, 1994; Efron, 1987; Stine, 1990) I feel some regret, as in previous years, that I have not adopted a Bayesian approach to the material (Berger, 1985; Poirier, 1995). ....
Poirier, D. J. (1995): Intermediate Statistics and Econometrics: A Comparative Approach. MIT Press, Cambridge, MA.
Variance Reduction - Any (Correct)
.... 2s v 2 [ if the prior probability distribution has the conventional improper kernel p b , a,d , s v ( s v 1 . Thus, b and a , d , s v ( are conditionally independent. In each case the distribution follows from standard treatments of Bayesian learning about a linear model (e.g. Poirier, 1995, Section 9.9) b N b, Q 1 ( where Q = h t 1 x t x t t =1 T and b = Q 1 h t 1 x t r t t =1 T , for b and S 2 s v 2 c 2 T 2 ( a,d ( s v N c,s v 2 P 1 ( where P = T logh t 1 t =1 T logh t 1 t =1 T log 2 h 1 t =1 T ....
Poirier, D., 1995, Intermediate Statistics and Econometrics: A Comparative Approach.
Priors, Posterior Odds and Lagrange Multiplier.. - Frank Kleibergen.. (1997) (Correct)
.... the unrestricted error correction model (8) is given by BF(rjn) Pr[Y jrank = r] Pr[Y jrank = n] r = 0; n = RRR p ecc ( Sigma; ff; fi 2 ) L ecc (Y j Sigma; ff; fi 2 ) d Sigma dff dfi 2 RRRR p uec ( Sigma; ff; fi 2 ) L uec (Y j Sigma; ff; fi 2 ) d Sigma dff d dfi 2 ; 55) see Poirier (1995) for a formal definition of a Bayes factor. Now we can define the posterior odds ratios [POR] to compare a posteriori a cointegration model with r cointegrating vectors with a model with n cointegrating vectors POR(rjn) PROR(rjn) Theta BF(rjn) r = 0; n: 56) These posterior odds ratios ....
Poirier, D.J., 1995, Intermediate Statistics and Econometrics: A Comparative Approach, MIT Press, Cambridge.
Unknown - Department Of Economics (2003) (Correct)
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Poirier, D.J., 1995. Intermediate Statistics and Econometrics: A Comparative Approach. MIT Press, Cambridge, Massachusetts.
Econ 240A: Some Useful Inequalities: Theory, Examples and Exercises - Goh (2001) (Correct)
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Poirier, D. J. (1995): Intermediate Statistics and Econometrics: A Comparative Approach. Cambridge, Mass.: MIT Press. 5
A Censored-Garch Model Of Asset Returns With Price Limits - Wei (1998) (Correct)
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Poirier, D.J., 1995. Intermediate statistics and econometrics: a comparative approach, MIT Press.
Bayesian Analysis: A Look at Today and Thoughts of Tomorrow - Berger (1999) (Correct)
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Poirier, D.J. (1995), Intermediate Statistics and Econometrics: A Comparative Approach, Cambridge MA: MIT Press.
The Bayesian Score Statistic - Kleibergen, Kleijn, Paap (2000) (Correct)
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Poirier, D.J. Intermediate Statistics and Econometrics: A Comparative Approach. MIT Press, (Cambridge, MA), (1995).
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