University of Chicago, Department of Economics
Label
University of Chicago, Department of Economics
Name
University of Chicago
Subordinate unit
Department of Economics
Actions
Incoming Resources
- New approaches to estimating household parameters
- A Bayesian analysis of the multinomial probit model
- Asymptotically optimal smoothing with ARCH models
- Models and priors for multivariate stochastic volatility
- An empirical Bayes confidence report
- Gibbs sampler convergence criteria (GSC2)
- The value of purchase history data in target marketing
- Stationarity, rationalizability and bargaining
- Learning and the Ramsey policy
- Estimation and inference in two-step econometric models
- Inequality constraints in the univariate GARCH model
- Macroeconomic forecasting using pooled international data
- An empirical Bayes procedure for detecting shifts in a covariance matrix with an application to portfolio theory
- Bayesian analysis of stochastic volatility models
- Bayesian inference and portfolio efficiency
- Arch models
- Investigating the correlation of unobsrved expectations, expected returns in equity and foreign exchange markets and other examples
- Models, prior information and Bayesian analysis
- Bayes factors for testing the equality of covariance matrix eigenvalues
- On obtaining invariant prior distributions
- Maximum entropy estimation of density and regression functions
- Frequency, volume and sample selection in purchase behavior
- Bayesian and non-Bayesian estimation using balanced loss equations
- A marginal-predictive approach to identifying household parameters
- On the existence of Bayes estimators for the binomial logit model
- LBI tests for multivariate normality in curved families with u known
- An analysis of yen-dollar exchange rates and prediction of stock prices via MTV model
- Bayesian econometrics
- Multivariate time series forecasts of interest rates
- Bayesian solutions to a class of selection problems
- Convergence of Markov Chain Monte Carlo Algorithms
- Diagnostic measures for model criticism
- Perceptrons play the repeated prisoner's dilemma
- Bayesian method of moments, instrumental variable (BMOM/IV) analysis of mean and regression models
- Nonparametric adaptive learning with feedback
- Unconditional estimation of time-varying-parameter models, a Gibbs sampling approach
- Estimation up to a change-point
- Bayesian analysis in econometrics
- Exchange rates, transactions bands and Cassel's doctrine of PPP
- Empirical analysis of short-run exchange rate behavior, statistical evidence and consistent models
- Capture-recapture estimation via Gibbs sampling
- LBI tests for multivariate normality in curved families and Mardia's test
- Estimating conditional variances with misspecified ARCH models, asymptotic theory
- On complexity of repeated principal agent game
- Missing observations in dynamic econometric models
- Nonparametric recursive moment estimation with dependent data
- Improved predictions in multicollinear regression
- System transformation, macroeconomic stabilization policy and microeconomic response, an attempt to explain the collapse
- Modelling the distribution of price sensitivity and implications for optimal retail pricing
- Farsighted coalitional stability
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