Browsing 14 Economics by Title

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Browsing 14 Economics by Title

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  • Bayesian Cross-Sectional Analysis of the Conditional Distrubution of Earnings of Men in the USA (1967-1996) 
    Keane Michael; Geweke John (Anshan Ltd, 2006)
  • Bayesian Econometrics and Forecasting 
    Geweke John (Elsevier Science Publishers B.V., 2001)
    Abstract: Contemporary Bayesian forecasting methods draw on foundations in subjective probability and preferences laid down in the mid-twentieth century, and utilize numerical methods developed since that time in their ...
  • Bayesian estimation of a random effects heteroscedastic probit model 
    Gu Yuanyuan; Fiebig Denzil; Cripps E; Kohn Robert (Wiley-Blackwell Publishing Ltd., 2009)
    Bayesian analysis is given of a random effects binary probit model that allows for heteroscedasticity. Real and simulated examples illustrate the approach and show that ignoring heteroscedasticity when it exists may lead ...
  • Bayesian forecasting 
    Geweke John; Whiteman C. (Elsevier, 2006)
    Bayesian forecasting is a natural product of a Bayesian approach to inference. The Bayesian approach in general requires explicit formulation of a model, and conditioning on known quantities, in order to draw inferences ...
  • Bayesian inference and posterior simulators 
    Geweke John (Blackwell Publishing, 2001)
    Abstract: Recent advances in simulation methods have made possible the systematic application of Bayesian methods to support decision making with econometric models. This paper outlines the key elements of Bayesian ...
  • Bayesian Inference for Hospital Quality in a Selection Model 
    Geweke John; Gowrisankaran G.; Town R.J. (Blackwell Publishing, 2003)
    This paper develops new econometric methods to infer hospital quality in a model with discrete dependent variables and nonrandom selection. Mortality rates in patient discharge records are widely used to infer hospital ...
  • Bayesian inference on time-varying proportions 
    Mccausland William; Lgui Brahim (Emerald, 2009)
    Time-varying proportions arise frequently in economics. Market shares show the relative importance of firms in a market. Labor economists divide populations into different labor market segments. Expenditure shares describe ...
  • Bayesian model comparison and validation 
    Geweke John (American Economic Association, 2007)
    Bayesian econometrics provides a tidy theory and practical methods of comparing and combining several alternative, completely specified models for a common data set. It is always possible that none of the specified models ...
  • Bayesian Student-t Stochastic Volatility Models 
    Choy Sai Tsang Boris; Chan C (University of Western Sydney, 2005)
    This paper considers a Student-t stochastic volatility (SV) model using full Bayesian approach. A new two-stage scale mixtures representation for the Student-t density is proposed and used to speed up the efficiency of ...
  • Behavior in a Dynamic Decision Problem: An Analysis of Experimental Evidence Using a Bayesian Type Classification Algorithm 
    Keane Michael; Houser Daniel; Mccabe Kevin (Blackwell Science Asia Pty Ltd, 2001)
    Different people may use different strategies, or decision rules, when solving complex decision problems. We provide a new Bayesian procedure for drawing inferences about the nature and number of decision rules present ...
  • A benchmark approach to investing and pricing 
    Platen Eckhard (World Scientific Publishing, 2011)
    This paper introduces a general market modeling framework, the benchmark appma.chl which assumes the existence of the nume!'raire portfolio. This is the strictly positive portfolio that when used as benchmMk makes all ...
  • Benchmarking and fair pricing applied to two marker models 
    Hulley Hardy; Miller Shane; Platen Eckhard (Graduate School of Economics, Kyoto University, 2005)
    This paper considers a market containing both continuous and discrete noise. Modest assumptions ensure the existence of a growth optimal portfolio. Non-negative self financing trading strategies, when benchmarked by this ...
  • The Best-Worst Scaling Approach: An Alternative to Schwartz's Values Survey 
    Lee Julie; Soutar Geoffrey; Louviere Jordan (Routledge, 2008)
    Traditional self-report ratings have some measurement problems that a relatively new method, best-worst scaling (BWS; Finn & Louviere, 1992), may overcome. This alternative method, based on Louviere's BWS, can be used to ...
  • Best-worst scaling: What it can do for health care research and how to do it 
    Louviere Jordan; Flynn Terry; Coast Joanna; Peters Tim (Elsevier Science, 2002)
    Statements like “quality of care is more highly valued than waiting time” can neither be supported nor refuted by comparisons of utility parameters from a traditional discrete choice experiment (DCE). Best–worst scaling ...
  • Breaking up is hard to do: why disinvestment in medical technology is harder than investment 
    Haas Marion; Hall Jane; Viney Rosalie; Gallego Gisselle (Australian Healthcare Association, 2012)
    disinvestment, health technology assessment
  • Business cycle measurement 
    Harding Don; Pagan Adrian (Palgrave Macmillan, 2008)
    We describe different ways of measuring the business cycle. Institutions such as the NBER, OECD and IMF do this by locating the turning points in series taken to represent the aggregate level of economic activity. The ...
  • Business cycle properties of the legitimate and underground economy in Australia 
    Bajada Christopher (Blackwell Publishing, 2006)
    The business cycle characteristics of the legitimate economy have been examined quite extensively. In this paper we extend the standard business cycle analysis to the underground economy and compare it to the legitimate ...
  • Butter Mountains, Milk Lakes and optimal Price Limiters 
    He Xuezhong; Corron N; Westerhoff Frank (Triangle Journals, 2004)
    It is known that simple price limiters may have unexpected consequences in irregular commodity price fluctuations between bull and bear markets and complicated impacts on the size of buffer stocks. In particular, imposing a ...
  • Can corporate social responsibility resolve the sanitation question in developing Asian countries? 
    Abeysuriya Kumudini; Mitchell Cynthia; White Stuart (Elsevier, 2007)
    The existing state of sanitation in developing Asian countries fails to deliver a level of service that is adequate for meeting the human right to a standard of living consistent with dignity and health, or for sustaining ...
  • Can HIPCs Use Hyper-incentives? 
    Menzies Gordon (Serials Publications, 2008)