Bayesian Variable Selection for Nowcasting Economic Time Series
暂无分享,去创建一个
[1] 西野 嘉一郎,et al. Federal Reserve Bank of New Yorkの制定せる財務諸表様式について , 1951 .
[2] Masahito Yamada,et al. Structural Time Series Models and the Kalman Filter , 1989 .
[3] Andrew Harvey,et al. Forecasting, Structural Time Series Models and the Kalman Filter , 1990 .
[4] Andrew Harvey,et al. Forecasting, Structural Time Series Models and the Kalman Filter. , 1991 .
[5] R. Kohn,et al. On Gibbs sampling for state space models , 1994 .
[6] S. Frühwirth-Schnatter. Data Augmentation and Dynamic Linear Models , 1994 .
[7] D. Madigan,et al. Model Selection and Accounting for Model Uncertainty in Graphical Models Using Occam's Window , 1994 .
[8] N. Shephard,et al. The simulation smoother for time series models , 1995 .
[9] E. George,et al. APPROACHES FOR BAYESIAN VARIABLE SELECTION , 1997 .
[10] Siem Jan Koopman,et al. Time Series Analysis by State Space Methods , 2001 .
[11] Siem Jan Koopman,et al. A simple and efficient simulation smoother for state space time series analysis , 2002 .
[12] Edward I. George,et al. The Practical Implementation of Bayesian Model Selection , 2001 .
[13] H. Rue. Fast sampling of Gaussian Markov random fields , 2000 .
[14] Eric R. Ziegel,et al. The Elements of Statistical Learning , 2003, Technometrics.
[15] A. Brix. Bayesian Data Analysis, 2nd edn , 2005 .
[16] Jennifer L. Castle,et al. How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms , 2009 .
[17] H. Varian,et al. Predicting the Present with Google Trends , 2009 .
[18] Tanya Suhoy,et al. Query Indices and a 2008 Downturn: Israeli Data , 2009 .
[19] John K Kruschke,et al. Bayesian data analysis. , 2010, Wiley interdisciplinary reviews. Cognitive science.
[20] H. Varian. Computer Mediated Transactions , 2010 .
[21] Yan Carrière-Swallow,et al. Nowcasting With Google Trends in an Emerging Market , 2013 .
[22] Jurgen A. Doornik,et al. Evaluating Automatic Model Selection , 2011 .
[23] Hyun-young Choi,et al. Reading Tea Leaves in the Tourism Industry: A Case Study in the Gulf Oil Spill , 2011 .
[24] Rachana Shanbhogue,et al. Using Internet Search Data as Economic Indicators , 2011 .
[25] Merlise A. Clyde,et al. Rao–Blackwellization for Bayesian Variable Selection and Model Averaging in Linear and Binary Regression: A Novel Data Augmentation Approach , 2011 .
[26] C. Artola,et al. Tracking the Future on the Web: Construction of Leading Indicators Using Internet Searches , 2012 .
[27] E. Brynjolfsson,et al. The Future of Prediction: How Google Searches Foreshadow Housing Prices and Sales , 2013, ICIS 2013.
[28] Steven L. Scott,et al. Predicting the Present with Bayesian Structural Time Series , 2013, Int. J. Math. Model. Numer. Optimisation.
[29] Hal R. Varian,et al. Big Data: New Tricks for Econometrics , 2014 .
[30] Steven L. Scott,et al. Inferring causal impact using Bayesian structural time-series models , 2015, 1506.00356.
[31] Michael P. Clements,et al. Dynamic Factor Models , 2011, Financial Econometrics.