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pro vyhledávání: '"Gefang, Deborah"'
This paper develops a simple two-stage variational Bayesian algorithm to estimate panel spatial autoregressive models, where N, the number of cross-sectional units, is much larger than T, the number of time periods without restricting the spatial eff
Externí odkaz:
http://arxiv.org/abs/2309.03740
This paper proposes a fast two-stage variational Bayesian (VB) algorithm to estimate unrestricted panel spatial autoregressive models. Using Dirichlet-Laplace priors, we are able to uncover the spatial relationships between cross-sectional units with
Externí odkaz:
http://arxiv.org/abs/2205.15420
Publikováno v:
In Journal of International Money and Finance February 2024 140
Publikováno v:
In International Journal of Forecasting January-March 2023 39(1):346-363
Publikováno v:
Journal of Forecasting; Jul2024, Vol. 43 Issue 4, p827-851, 25p
Publikováno v:
In Journal of Economic Dynamics and Control April 2014 41:257-275
Autor:
Gefang, Deborah
Publikováno v:
In International Journal of Forecasting January-March 2014 30(1):1-11
Publikováno v:
Journal of Applied Econometrics, 2014 Mar 01. 29(2), 265-290.
Externí odkaz:
https://www.jstor.org/stable/26608963
Publikováno v:
In Computational Statistics and Data Analysis November 2012 56(11):3120-3133
Publikováno v:
In Journal of Empirical Finance 2011 18(5):903-914