Journal of Econometrics, May 2019
Green Table of Contents
Volume 210
Pp 1-218
Sequentially adaptive Bayesian learning algorithms for inference and optimization
John Geweke, Garland Durham
Pages 4-25
Tempered particle filtering
Edward Herbst, Frank Schorfheide
Pages 26-44
Importance sampling from posterior distributions using copula-like approximations
Petros Dellaportas, Mike G. Tsionas
Pages 45-57
Green copy not found
Request
copy from author via ResearchGate
Modeling systemic risk with Markov Switching Graphical SUR models
Daniele Bianchi, Monica Billio, Roberto Casarin, Massimo Guidolin
Pages 58-74
Achieving shrinkage in a time-varying parameter model framework
Angela Bitto, Sylvia Frühwirth-Schnatter
Pages 75-97
Sparse Bayesian time-varying covariance estimation in many dimensions
Gregor Kastner
Pages 98-115
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
Sylvia Kaufmann, Christian Schumacher
Pages 116-134
Bayesian compressed vector autoregressions
Gary Koop, Dimitris Korobilis, Davide Pettenuzzo
Pages 135-154
Dynamic Bayesian predictive synthesis in time series forecasting
Kenichiro McAlinn, Mike West
Pages 155-169
Forecast density combinations of dynamic models and data driven portfolio strategies
N. Baştürk, A. Borowska, S. Grassi, L. Hoogerheide, H.K. van Dijk
Pages 170-186
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
Mark Fisher, Mark J. Jensen
Pages 187-202
The value of news for economic developments
Vegard H. Larsen, Leif A. Thorsrud
Pages 203-218