Bayesian Analysis of Time-Varying Quantiles Using a Smoothing Spline

JOURNAL OF THE JAPAN STATISTICAL SOCIETY ◽

10.14490/jjss.42.23 ◽

2012 ◽

Vol 42 (1) ◽

pp. 23-46

Author(s):

Yuta Kurose ◽

Yasuhiro Omori

Keyword(s):

Bayesian Analysis ◽

Smoothing Spline ◽

Download Full-text

Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy

Journal of the Japanese and International Economies ◽

10.1016/j.jjie.2011.07.004 ◽

2011 ◽

Vol 25 (3) ◽

pp. 225-245 ◽

Author(s):

Jouchi Nakajima ◽

Munehisa Kasuya ◽

Toshiaki Watanabe

Keyword(s):

Monetary Policy ◽

Bayesian Analysis ◽

Autoregressive Model ◽

Japanese Economy ◽

Time Varying ◽

Vector Autoregressive Model ◽

Parameter Vector ◽

Vector Autoregressive ◽

Time Varying Parameter

Download Full-text

Bayesian analysis of cross-prefectural production function with time varying structure in Japan

10.1063/1.2423312 ◽

2006 ◽

Author(s):

Koki Kyo ◽

Hideo Noda

Keyword(s):

Bayesian Analysis ◽

Production Function ◽

Download Full-text

A Bayesian analysis of moving average processes with time-varying parameters

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2007.04.001 ◽

2007 ◽

Vol 52 (2) ◽

pp. 1025-1046 ◽

Author(s):

K. Triantafyllopoulos ◽

G.P. Nason

Keyword(s):

Bayesian Analysis ◽

Moving Average ◽

Time Varying ◽

Varying Parameters ◽

Time Varying Parameters ◽

Moving Average Processes

Download Full-text

Bayesian Analysis of an Unobserved-Component Time Series Model of GDP with Markov-Switching and Time-Varying Growths

Journal of Business and Economic Statistics ◽

10.2307/1392402 ◽

1999 ◽

Vol 17 (4) ◽

pp. 456 ◽

Author(s):

Rob Luginbuhl ◽

Aart de Vos

Keyword(s):

Time Series ◽

Bayesian Analysis ◽

Markov Switching ◽

Time Series Model ◽

Time Varying ◽

Unobserved Component ◽

Download Full-text

Bayesian Analysis of the Proportional Hazards Model with Time-Varying Coefficients

Scandinavian Journal of Statistics ◽

10.1111/sjos.12263 ◽

2017 ◽

Author(s):

Gwangsu Kim ◽

Yongdai Kim ◽

Taeryon Choi

Keyword(s):

Bayesian Analysis ◽

Proportional Hazards ◽

Proportional Hazards Model ◽

Time Varying ◽

Varying Coefficients ◽

Hazards Model ◽

Time Varying Coefficients

Download Full-text

Bayesian analysis for quantile smoothing spline

Statistical Theory and Related Fields ◽

10.1080/24754269.2021.1946372 ◽

2021 ◽

pp. 1-19

Author(s):

Zhongheng Cai ◽

Dongchu Sun

Keyword(s):

Bayesian Analysis ◽

Smoothing Spline

Download Full-text

Bayesian Analysis of an Unobserved-Component Time Series Model of GDP With Markov-Switching and Time-Varying Growths

Journal of Business and Economic Statistics ◽

10.1080/07350015.1999.10524833 ◽

1999 ◽

Vol 17 (4) ◽

pp. 456-465

Author(s):

Rob Luginbuhl ◽

Aart de Vos

Keyword(s):

Time Series ◽

Bayesian Analysis ◽

Markov Switching ◽

Time Series Model ◽

Time Varying ◽

Unobserved Component ◽

Download Full-text

Bayesian Analysis of Spatial Panel Autoregressive Models With Time-Varying Endogenous Spatial Weight Matrices, Common Factors, and Random Coefficients

Journal of Business and Economic Statistics ◽

10.1080/07350015.2016.1167058 ◽

2016 ◽

Vol 34 (4) ◽

pp. 642-660 ◽

Author(s):

Xiaoyi Han ◽

Lung-Fei Lee

Keyword(s):

Bayesian Analysis ◽

Common Factors ◽

Random Coefficients ◽

Autoregressive Models ◽

Time Varying ◽

Spatial Panel ◽

Download Full-text

Adaptative Model of the Human Operator in a Time-Varying Control Task

PsycEXTRA Dataset ◽

10.1037/e506122009-008 ◽

1966 ◽

Author(s):

E. E. Gould ◽

K. S. Fu

Keyword(s):

Human Operator ◽

Time Varying ◽

Download Full-text

Multiple comparisons and power make sense in Bayesian analysis

PsycEXTRA Dataset ◽

10.1037/e520592012-037 ◽

2010 ◽

Author(s):

John K. Kruschke

Keyword(s):

Bayesian Analysis ◽

Multiple Comparisons

Download Full-text