Browsing 14 Economics by Title

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Browsing 14 Economics by Title

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  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • Choy, Sai Tsang Boris; Chan, C (University of Western Sydeny, 2005)
    This paper considers a Student-t stochastic volatility (SV) model using full Bayesian approach. A new two-stage scale mixtures respresentation for the Student-t density is proposed and used to speed up the efficiency of ...
  • Houser, Daniel; Keane, Michael; Mccabe, Kevin (Blackwell Publishing Ltd, 2004)
    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 in ...
  • 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 ...
  • 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 ...
  • Scarpa, Riccardo; Campbell, Danny; Hutchinson, W (Madison, 2007)
    A multi-attribute, stated-preference approach is used to value low and high impact actions on four major landscape components addressed by the Rural Environment Protection Scheme in Ireland. Several methodological issues ...
  • 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 ...
  • 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 ...
  • Haas, Marion; Hall, Jane; Viney, Rosalie; Gallego, Gisselle (Australian Healthcare Association, 2012)
    disinvestment, health technology assessment
  • 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 ...
  • Bajada, Christopher (Blackwell Publishing, 2003)
  • Corron, N; He, Xuezhong; Westerhoff, Frank (Taylor and Francis, 2007)
    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 ...
  • Mitchell, Cynthia; White, Stuart; Abeysuriya, Kumi (Elsevier, 2007)
    Urban sanitation and waste management services are in crisis in many Asian countries, attributed to a number of factors. In this paper we argue that the crisis is exacerbated by the application of inappropriate economic ...
  • Menzies, Gordon (Serials Publications, 2008)