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There are 18785 results for: content related to: Dynamic Granger–Geweke causality modeling with application to interictal spike propagation

  1. Asian Economic Integration and Stock Market Comovement

    Journal of Financial Research

    Volume 25, Issue 1, March 2002, Pages: 141–157, Robert Johnson and Luc Soenen

    Version of Record online : 9 AUG 2002, DOI: 10.1111/1475-6803.00009

  2. Hierarchical Markov normal mixture models with applications to financial asset returns

    Journal of Applied Econometrics

    Volume 26, Issue 1, January/February 2011, Pages: 1–29, John Geweke and Gianni Amisano

    Version of Record online : 18 JAN 2010, DOI: 10.1002/jae.1119

  3. INTRADAY MARKET BEHAVIOR AND THE EXTENT OF FEEDBACK BETWEEN S&P 500 FUTURES PRICES AND THE S&P 500 INDEX

    Journal of Financial Research

    Volume 16, Issue 2, Summer 1993, Pages: 107–121, Ira G. Kawaller, Paul D. Koch and Timothy W. Koch

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1993.tb00133.x

  4. BAYESIAN MODEL SELECTION AND FORECASTING IN NONCAUSAL AUTOREGRESSIVE MODELS

    Journal of Applied Econometrics

    Volume 27, Issue 5, August 2012, Pages: 812–830, Markku Lanne, Arto Luoma and Jani Luoto

    Version of Record online : 14 OCT 2010, DOI: 10.1002/jae.1217

  5. MODEL AVERAGING IN ECONOMICS: AN OVERVIEW

    Journal of Economic Surveys

    Volume 29, Issue 1, February 2015, Pages: 46–75, Enrique Moral-Benito

    Version of Record online : 23 AUG 2013, DOI: 10.1111/joes.12044

  6. On new variance approximations for linear models with inequality constraints

    Statistica Neerlandica

    Volume 70, Issue 1, February 2016, Pages: 26–46, Paul Knottnerus

    Version of Record online : 14 JUL 2015, DOI: 10.1111/stan.12072

  7. SEQUENTIAL MONTE CARLO SAMPLING FOR DSGE MODELS

    Journal of Applied Econometrics

    Volume 29, Issue 7, November/December 2014, Pages: 1073–1098, Edward Herbst and Frank Schorfheide

    Version of Record online : 30 JUL 2014, DOI: 10.1002/jae.2397

  8. Empirical Bayesian Density Forecasting in Iowa and Shrinkage for the Monte Carlo Era

    Journal of Forecasting

    Volume 34, Issue 1, January 2015, Pages: 15–35, Kurt F. Lewis and Charles H. Whiteman

    Version of Record online : 4 DEC 2014, DOI: 10.1002/for.2316

  9. Optimal Portfolio Choice Under Decision-Based Model Combinations

    Journal of Applied Econometrics

    Volume 31, Issue 7, November/December 2016, Pages: 1312–1332, Davide Pettenuzzo and Francesco Ravazzolo

    Version of Record online : 18 JAN 2016, DOI: 10.1002/jae.2502

  10. Forecasting large datasets with Bayesian reduced rank multivariate models

    Journal of Applied Econometrics

    Volume 26, Issue 5, August 2011, Pages: 735–761, Andrea Carriero, George Kapetanios and Massimiliano Marcellino

    Version of Record online : 28 JAN 2010, DOI: 10.1002/jae.1150

  11. Business Cycle Implications of Internal Consumption Habit for New Keynesian Models

    Journal of Money, Credit and Banking

    Volume 46, Issue 2-3, March-April 2014, Pages: 519–544, TAKASHI KANO and JAMES M. NASON

    Version of Record online : 26 MAR 2014, DOI: 10.1111/jmcb.12115

  12. Endogenous Financial and Trade Openness

    Review of Development Economics

    Volume 13, Issue 2, May 2009, Pages: 175–189, Joshua Aizenman and Ilan Noy

    Version of Record online : 15 APR 2009, DOI: 10.1111/j.1467-9361.2008.00488.x

  13. Non-Gaussian dynamic Bayesian modelling for panel data

    Journal of Applied Econometrics

    Volume 25, Issue 7, November/December 2010, Pages: 1128–1154, Miguel A. Juárez and Mark F. J. Steel

    Version of Record online : 12 AUG 2009, DOI: 10.1002/jae.1113

  14. The equivalence of linear Gaussian connectivity techniques

    Human Brain Mapping

    Volume 34, Issue 9, September 2013, Pages: 1999–2014, Catherine E. Davey, David B. Grayden, Maria Gavrilescu, Gary F. Egan and Leigh A. Johnston

    Version of Record online : 19 MAY 2012, DOI: 10.1002/hbm.22043

  15. Forecasting realized volatility: a Bayesian model-averaging approach

    Journal of Applied Econometrics

    Volume 24, Issue 5, August 2009, Pages: 709–733, Chun Liu and John M. Maheu

    Version of Record online : 28 APR 2009, DOI: 10.1002/jae.1070

  16. A novel method to photometrically constrain orbital eccentricities: Multibody Asterodensity Profiling

    Monthly Notices of the Royal Astronomical Society

    Volume 421, Issue 2, April 2012, Pages: 1166–1188, David M. Kipping, William R. Dunn, Jamie M. Jasinski and Varun P. Manthri

    Version of Record online : 14 FEB 2012, DOI: 10.1111/j.1365-2966.2011.20376.x

  17. A Generalized Bayesian Instrumental Variable Approach under Student t-distributed Errors with Application

    The Manchester School

    Volume 83, Issue 5, September 2015, Pages: 499–522, Matthew J. Salois and Kelvin G. Balcombe

    Version of Record online : 6 JAN 2014, DOI: 10.1111/manc.12048

  18. Uncovering the Hit List for Small Inflation Targeters: A Bayesian Structural Analysis

    Journal of Money, Credit and Banking

    Volume 41, Issue 4, June 2009, Pages: 583–618, TIMOTHY KAM, KIRDAN LEES and PHILIP LIU

    Version of Record online : 13 MAY 2009, DOI: 10.1111/j.1538-4616.2009.00224.x

  19. BAYESIAN ANALYSIS OF AGGREGATE LOSS MODELS

    Mathematical Finance

    Volume 21, Issue 2, April 2011, Pages: 257–279, M. C. Ausín, J. M. Vilar, R. Cao and C. González-Fragueiro

    Version of Record online : 22 SEP 2010, DOI: 10.1111/j.1467-9965.2010.00428.x

  20. Forecasting inflation using time-varying Bayesian model averaging

    Statistica Neerlandica

    Volume 68, Issue 3, August 2014, Pages: 149–182, Jordi van der Maas

    Version of Record online : 21 JUL 2014, DOI: 10.1111/stan.12027