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University of Chicago, Department of Economics
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The organization ** University of Chicago, Department of Economics** represents an institution, an association, or corporate body that is associated with resources found in **European University Institute**.

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University of Chicago, Department of Economics
Resource Information

The organization

**University of Chicago, Department of Economics**represents an institution, an association, or corporate body that is associated with resources found in**European University Institute**.- Label
- University of Chicago, Department of Economics

- Subordinate unit
- Department of Economics

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- Nonlinear interest rate dynamics and implications for the term structure
- A Bayesian analysis of the multinomial probit model
- A family of distributions for a covariance matrix
- A marginal-predictive approach to identifying household parameters
- A note on the normalized errors in ARCH and stochastic volatility models
- An analysis of yen-dollar exchange rates and prediction of stock prices via MTV model
- An ancillary paradox for a unvaiiate normal scale mixture
- An empirical Bayes confidence report
- An empirical Bayes procedure for detecting shifts in a covariance matrix with an application to portfolio theory
- Annual report of the H G B Alexander Research Foundation, Graduate School of Business, University of Chicago, 1990
- Arch models
- Asymmetric adjustment costs in nonlinear labour demand models for the Netheralnds and UK manufacturing sectors
- Asymptotic filtering theory for multivariate ARCH models
- Asymptotically optimal smoothing with ARCH models
- Bayes factors for nonlinear hypotheses and likelihood distributions
- Bayes factors for testing the equality of covariance matrix eigenvalues
- Bayesian analysis in econometrics
- Bayesian analysis of stochastic volatility models
- Bayesian analysis with an unknown likelihood function : a limited information approach
- Bayesian analysis, model selection and prediction
- Bayesian and non-Bayesian estimation using balanced loss equations
- Bayesian econometrics
- Bayesian inference and portfolio efficiency
- Bayesian method of moments : instrumental variable (BMOM/IV) analysis of mean and regression models
- Bayesian optimization procedures for firms facing discrete product demand, economic Random utility models and industry equilibrium
- Bayesian solutions to a class of selection problems
- Capture-recapture estimation via Gibbs sampling
- Comment on Jacquier, Polson and Rossi's "Bayesian analysis of stochastic volatility models
- Comments on a replication study
- Constrained forecasting in regression : Bayesian analysis
- Convergence of Markov Chain Monte Carlo Algorithms
- Coordinate space vs index space representations as estimation methods : an application to how macro activity affects the U S income distribution
- Cross-country evidence on some macroeconomic hypotheses relating to economic growth
- Determinants of store-level price elasticity
- Diagnostic measures for model criticism
- Empirical analysis of short-run exchange rate behavior : statistical evidence and consistent models
- Estimating conditional variances with misspecified ARCH models : asymptotic theory
- Estimation and inference in two-step econometric models
- Estimation under profit-driven loss functions
- Estimation up to a change-point
- Exchange rate dynamics and monetary reforms : theory and evidence from Britain's return to gold
- Exchange rates, transactions bands and Cassel's doctrine of PPP
- Explaining the Gibbs sampler
- Farsighted coalitional stability
- Filtering and forecasting with misspecified ARCH models II : making the right forecast with the wrong model
- Frequency, volume and sample selection in purchase behavior
- Gibbs sampler convergence criteria (GSC2)
- Improved predictions in multicollinear regression
- Induction and bounded rationality in repeated games
- Inequality constraints in the univariate GARCH model
- Interest rates, money supply announcements and monetary base announcements
- Investigating the correlation of unobsrved expectations : expected returns in equity and foreign exchange markets and other examples
- LBI tests for multivariate normality in curved families and Mardia's test
- LBI tests for multivariate normality in curved families with u known
- Learning and the Ramsey policy
- Macroeconomic forecasting using pooled international data
- Maximum entropy estimation of density and regression functions
- Missing observations in dynamic econometric models
- Modelling the distribution of price sensitivity and implications for optimal retail pricing
- Models and priors for multivariate stochastic volatility
- Models, prior information and Bayesian analysis
- Multivariate time series forecasts of interest rates
- New approaches to estimating household parameters
- Nonparametric adaptive learning with feedback
- Nonparametric recursive moment estimation with dependent data
- On complexity of repeated principal agent game
- On obtaining invariant prior distributions
- On the existence of Bayes estimators for the binomial logit model
- On the optimal taxation of capital income
- Optimal taxation in models of endogenous growth
- Past and recent results on maximal data information priors
- Perceptrons play the repeated prisoner's dilemma
- Production functions, cost functions and returns to scale functions : parametric and semi parametric approaches
- Rolling regressions
- Stationarity, rationalizability and bargaining
- System transformation, macroeconomic stabilization policy and microeconomic response : an attempt to explain the collapse
- The finite sample properties of simultaneous equations' estimates and estimators : Bayesian and non-Bayesian approaches
- The risk inflation criterion for multiple regression
- The value of purchase history data in target marketing
- Time series analysis, forecasting and modeling
- Unconditional estimation of time-varying-parameter models : a Gibbs sampling approach
- Variable selection via Gibbs sampling
- Why are estimates of agricultural supply response so variable?

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`<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/Vk3EpzQ4qHg/" typeof="Organization http://bibfra.me/vocab/lite/Organization"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/Vk3EpzQ4qHg/">University of Chicago, Department of Economics</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>`