Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models
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Cited by:
- Ausín, M. Concepción & Galeano, Pedro & Ghosh, Pulak, 2014.
"A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation,"
European Journal of Operational Research, Elsevier, vol. 232(2), pages 350-358.
- Ghosh, Pulak & Galeano, Pedro & Ausín, Concepción, 2010. "A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation," DES - Working Papers. Statistics and Econometrics. WS ws103822, Universidad Carlos III de Madrid. Departamento de Estadística.
- Georges Bresson & Cheng Hsiao, 2011.
"A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(4), pages 501-529, December.
- Bresson G. & Hsiao C., 2008. "A Functional Connectivity Approach for Modeling Cross-Sectional Dependence with an Application to the Estimation of Hedonic Housing Prices in Paris," Working Papers ERMES 0810, ERMES, University Paris 2.
- Chib, Siddhartha & Greenberg, Edward, 2010. "Additive cubic spline regression with Dirichlet process mixture errors," Journal of Econometrics, Elsevier, vol. 156(2), pages 322-336, June.
- Jensen, Mark J. & Maheu, John M., 2014.
"Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture,"
Journal of Econometrics, Elsevier, vol. 178(P3), pages 523-538.
- Mark J Jensen & John M Maheu, 2012. "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Papers tecipa-453, University of Toronto, Department of Economics.
- Mark J. Jensen & John M. Maheu, 2012. "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Paper series 45_12, Rimini Centre for Economic Analysis.
- Mark J. Jensen & John M. Maheu, 2012. "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," FRB Atlanta Working Paper 2012-06, Federal Reserve Bank of Atlanta.
- Tchumtchoua, Sylvie & Dey, Dipak, 2007. "Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models," Research Reports 149208, University of Connecticut, Food Marketing Policy Center.
- Georges Bresson & Cheng Hsiao & Alain Pirotte, 2011.
"Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(4), pages 435-452, December.
- Bresson G. & Hsiao C. & Pirotte A., 2007. "Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity," Working Papers ERMES 0708, ERMES, University Paris 2.
- J. Griffin, 2011. "Bayesian clustering of distributions in stochastic frontier analysis," Journal of Productivity Analysis, Springer, vol. 36(3), pages 275-283, December.
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