Ergebnisse für: Bayesian VAR
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The original contributions on Bayesian econometrics gathered in this book pay tribute to Sune Karlsson, celebrating his significant work in time series econometrics and its applications in macroeconomics and finance. The volume consists of both methodological and empirical studies by leading experts...
International migration is becoming an increasingly important element of contemporary demographic dynamics and yet, due to its high volatility, it remains the most unpredictable element of population change. In Europe, population forecasting is especially difficult because good-quality data on migra...
The book offers a concise, accessible guide to Vector Autoregression (VAR) models.
Starting with data preparation, the book demonstrates how VAR models are estimated, the criteria for selecting the number of lags and how the researcher should use model diagnostics. Expanding the analysis to Structur...
Non-uniform random variate generation is an established research area in the intersection of mathematics, statistics and computer science. Although random variate generation with popular standard distributions have become part of every course on discrete event simulation and on Monte Carlo methods, ...
International migration is becoming an increasingly important element of contemporary demographic dynamics and yet, due to its high volatility, it remains the most unpredictable element of population change. In Europe, population forecasting is especially difficult because good-quality data on migra...
International migration is becoming an increasingly important element of contemporary demographic dynamics and yet, due to its high volatility, it remains the most unpredictable element of population change. In Europe, population forecasting is especially difficult because good-quality data on migra...
The original contributions on Bayesian econometrics gathered in this book pay tribute to Sune Karlsson, celebrating his significant work in time series econometrics and its applications in macroeconomics and finance. The volume consists of both methodological and empirical studies by leading experts...
Non-uniform random variate generation is an established research area in the intersection of mathematics, statistics and computer science. Although random variate generation with popular standard distributions have become part of every course on discrete event simulation and on Monte Carlo methods, ...
Non-uniform random variate generation is an established research area in the intersection of mathematics, statistics and computer science. Although random variate generation with popular standard distributions have become part of every course on discrete event simulation and on Monte Carlo methods, ...
The book offers a concise, accessible guide to Vector Autoregression (VAR) models.
Starting with data preparation, the book demonstrates how VAR models are estimated, the criteria for selecting the number of lags and how the researcher should use model diagnostics. Expanding the analysis to Structur...