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Multicollinearity and financial constraint in investment decisions: a bayesian generalized ridge regression
(2011)
This paper addresses the investment decisions considering the presence of financial constraints of 373 large Brazilian firms from 1997 to 2004, using panel data. A Bayesian econometric model was used considering ridge ...
Full Bayesian significance test for extremal distributions
(Taylor & Francis LtdAbingdonInglaterra, 2011)
Full Bayesian Analysis for a Class of Jump-Diffusion Models
(Taylor & Francis IncPhiladelphiaEUA, 2009)
Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression
(ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, 2011)
This paper addresses the investment decisions considering the presence of financial constraints of 373 large Brazilian firms from 1997 to 2004, using panel data. A Bayesian econometric model was used considering ridge ...
Cointegration: Bayesian Significance Test
(TAYLOR & FRANCIS INCPHILADELPHIA, 2012)
To estimate causal relationships, time series econometricians must be aware of spurious correlation, a problem first mentioned by Yule (1926). To deal with this problem, one can work either with differenced series or ...
The Semi-Hierarchical Dirichlet Process and Its Application to Clustering Homogeneous Distributions
(INT SOC BAYESIAN ANALYSIS, 2021)
Assessing homogeneity of distributions is an old problem that has received considerable attention, especially in the nonparametric Bayesian literature. To this effect, we propose the semi-hierarchical Dirichlet process, a ...
Use of Bayesian Methods for Multivariate Bioequivalence Measures
(TAYLOR & FRANCIS INCNEW YORK, 2009)
In this paper, we introduce a Bayesian analysis for bioequivalence data assuming multivariate pharmacokinetic measures. With the introduction of correlation parameters between the pharmacokinetic measures or between the ...