We estimate by Bayesian inference the mixed conditional heteroskedasticity model of Haas et al. (2004a Journal of Financial Econometrics 2, 211–50). We construct a Gibbs sampler algorithm to compute ...

This paper extends the Bayesian Model Averaging framework to panel data models where the lagged dependent variable as well as endogenous variables appear as regressors. We propose a Limited ...

Many current statistical methods for disease clustering studies are based on a hypothesis testing paradigm. These methods typically do not produce useful estimates of disease rates or cluster risks.

a.s.ist today announced the launch of a 7-day free trial for AutoStatSpectra, its Bayesian-statistics-based spectral analysis ...

Scientists have quantified what draws mosquitoes to people—which could help make better, life-saving bug traps.

This course is available on the MSc in Applied Social Data Science, MSc in Data Science, MSc in Econometrics and Mathematical Economics, MSc in Health Data Science, MSc in Operations Research & ...