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2015 IEEE International Conference on Fuzzy Systems : 2-5 August 2015, Istanbul, Turkey / / Computational Intelligence Society
| 2015 IEEE International Conference on Fuzzy Systems : 2-5 August 2015, Istanbul, Turkey / / Computational Intelligence Society |
| Pubbl/distr/stampa | Piscataway, New Jersey : , : Institute of Electrical and Electronics Engineers, , 2015 |
| Descrizione fisica | 1 online resource (324 pages) |
| Disciplina | 330.01519542 |
| Soggetto topico | Fuzzy decision making |
| ISBN | 1-4673-7428-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996281005603316 |
| Piscataway, New Jersey : , : Institute of Electrical and Electronics Engineers, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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2015 IEEE International Conference on Fuzzy Systems : 2-5 August 2015, Istanbul, Turkey / / Computational Intelligence Society
| 2015 IEEE International Conference on Fuzzy Systems : 2-5 August 2015, Istanbul, Turkey / / Computational Intelligence Society |
| Pubbl/distr/stampa | Piscataway, New Jersey : , : Institute of Electrical and Electronics Engineers, , 2015 |
| Descrizione fisica | 1 online resource (324 pages) |
| Disciplina | 330.01519542 |
| Soggetto topico | Fuzzy decision making |
| ISBN | 1-4673-7428-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910137182203321 |
| Piscataway, New Jersey : , : Institute of Electrical and Electronics Engineers, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to modern Bayesian econometrics / Tony Lancaster
| An introduction to modern Bayesian econometrics / Tony Lancaster |
| Autore | Lancaster, Tony |
| Pubbl/distr/stampa | Malden [etc.] : Blackwell, 2004 |
| Descrizione fisica | XIV, 401 p. ; 25 cm |
| Disciplina | 330.01519542 |
| Soggetto non controllato | Econometria |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990008147190403321 |
Lancaster, Tony
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| Malden [etc.] : Blackwell, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bayesian econometrics / Gary Koop
| Bayesian econometrics / Gary Koop |
| Autore | Koop, Gary |
| Pubbl/distr/stampa | Chichester ; Hoboken : J. Wiley, ©2003 |
| Descrizione fisica | XIV, 359 p. ; 25 cm |
| Disciplina | 330.01519542 |
| ISBN | 0-470-84567-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990007902600403321 |
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Koop, Gary
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| Chichester ; Hoboken : J. Wiley, ©2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Bayesian econometrics [[electronic resource] /] / edited by Siddhartha Chib ... [et al.]
| Bayesian econometrics [[electronic resource] /] / edited by Siddhartha Chib ... [et al.] |
| Pubbl/distr/stampa | Bingley, UK, : Emerald JAI, 2008 |
| Descrizione fisica | 1 online resource (656 p.) |
| Disciplina | 330.01519542 |
| Altri autori (Persone) | ChibSiddharta |
| Collana | Advances in econometrics |
| Soggetto topico |
Bayesian statistical decision theory
Econometrics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-77122-4
9786613681997 1-84855-309-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Bayesian Econometrics; Copyright Page; Contents; List of Contributors; Part I: Introduction; Chapter 1. Bayesian Econometrics: An Introduction; 1. Introduction; 2. Microeconometric Modeling; 3. Time-Series Modeling; References; Chapter 2. Bayesian Econometrics: Past, Present, and Future; 1. Introduction; 2. The Past; 3. The Present State of Bayesian Econometrics; 4. The Future; Acknowledgments; References; Chapter 3. Bayesian Inference Using Adaptive Sampling; 1. Introduction; 2. Adaptive Sampling for Variable Selection in a Gaussian Linear Regression Model
3. Modeling Interventions in Time Series 4. Adaptive Sampling for Continuous Parameters; 5. Theory for Adaptive Sampling; 6. Adaptation for General Variable Selection Problems; Acknowledgment; References; Part II: Microeconometric Modeling; Chapter 4. A Bayesian Analysis of the Op es Model with a Nonparametric Component: An Application to Dental Insurance and Dental Care; Chapter 5. Fitting and Comparison of Models for Multivariate Ordinal Outcomes; 1. Introduction; 2. Background and Literature Review; 3. Econometric Framework; 4. Application; 5. Conclusion; References; 1. Introduction 2. Ordinal Data Models for Univariate Outcomes 3. Multivariate Ordinal Outcomes; 4. Model Comparison; 5. Additional Considerations; 6. Applications; 7. Conclusion; Acknowledgment; References; Chapter 6. Intra-Household Allocation and Consumption of WIC-Approved Foods: A Bayesian Approach; 1. Introduction; 2. The Model, Posterior Simulator and Posterior Predictives; 3. The Data; 4. Empirical Results; 5. Conclusion; Notes; Acknowledgment; References; Chapter 7. Causal Effects from Panel Data in Randomized Experiments with Partial Compliance; 1. Introduction; 2. Data; 3. Bayesian Modeling 4. Prior-Posterior Analysis 5. Analysis of Treatment Effects; 6. Conclusion; References; Appendix. MCMC Algorithms in Detail; Chapter 8. Parametric and Nonparametric Inference in Equilibrium Job Search Models; 1. Introduction; 2. The Basic Equilibrium Search Model; 3. Parametric Extensions of the Equilibrium Search Model; 4. Nonparametric Extensions of the Equilibrium Search Model; 5. Empirical Results; 6. Conclusions; Notes; References; Appendix. Bayesian Inference and Computation; Chapter 9. Do Subsidies Drive Productivity? A Cross-Country Analysis of Nordic Dairy Farms 1. Introduction and Motivation 2. Modeling Subsidies in Production; 3. Data; 4. Empirical Results; 5. Conclusion; Notes; References; Chapter 10. Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models; 1. Introduction; 2. Mixture of Dependent Dirichlet Process Models; 3. Dependent Dirichlet Process Priors in Discrete Choice Models with Individual-Level Data; 4. Dependent Dirichlet Process Priors in Discrete Choice Models with Aggregate Data Andsolor Endogeneity; 5. Empirical Applications; 6. Conclusion; Note; References Chapter 11. Bayesian Two-Stage Regression with Parametric Heteroscedasticity |
| Record Nr. | UNINA-9910454561003321 |
| Bingley, UK, : Emerald JAI, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bayesian econometrics [[electronic resource] /] / edited by Siddhartha Chib ... [et al.]
| Bayesian econometrics [[electronic resource] /] / edited by Siddhartha Chib ... [et al.] |
| Pubbl/distr/stampa | Bingley, UK, : Emerald JAI, 2008 |
| Descrizione fisica | 1 online resource (656 p.) |
| Disciplina | 330.01519542 |
| Altri autori (Persone) |
ChibSiddhartha
GriffithsWilliam |
| Collana | Advances in econometrics |
| Soggetto topico |
Business & Economics - Economics - Theory
Business & Economics - Forecasting Econometrics Economic theory & philosophy |
| ISBN |
1-280-77122-4
9786613681997 1-84855-309-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Bayesian econometrics : past, present, and future / Arnold Zellner -- Fitting and comparison of models for multivariate ordinal outcomes / Ivan Jeliazkov, Jennifer Graves, Mark Kutzbach -- Intra-household allocation and consumption of WIC-approved foods : A Bayesian approach / Ariun Ishdorj, Helen H. Jensen, Justin Tobias -- Causal effects from panel data in randomized experiments with partial compliance / Siddhartha Chib, Liana Jacobi -- Parametric and nonparametric inference in equilibrium job search models / Gary Koop -- Do subsidies drive productivity? A cross-country analysis of Nordic dairy farms / Nadine McCloud, Subal C. Kumbhakar -- Semiparametric Bayesian estimation of random coefficients discrete choice models / Sylvie Tchumtchoua, Dipak K. Dey -- Bayesian econometrics : an introduction / Siddhartha Chib, William Griffiths, Gary Koop, Dek Terrell -- Bayesian two-stage regression with parametric heteroscedasticity / Arto Luoma, Jani Luoto -- Bayesian near-boundary analysis in basic macroeconomic time-series models / Michiel de Pooter, Francesco Ravazzolo, Rene Segers, Herman K. van Dijk -- Forecasting in vector autoregressions with many predictors / Dimitris Korobilis -- Bayesian inference in a cointegrating panel data model / Gary Koop, Roberto Leon-Gonzalez, Rodney Strachan -- Investigating nonlinear purchasing power parity during the post-Bretton Woods era : a Bayesian exponential smooth transition VECM approach / Deborah Gefang -- Bayesian forecast combination for VAR models / Michael K. Andersson, Sune Karlsson -- Bayesian inference on time-varying proportions / William J. McCausland, Brahim Lgui -- Imposing stationarity constraints on the parameters of ARCH and GARCH models / Christopher J. ODonnell, Vanessa Rayner -- Bayesian model selection for heteroskedastic models / Cathy W.S. Chen, Richard Gerlach, Mike K.P. So -- Bayesian student-t / S.T. Boris Choy, Wai-yin Wan, Chun-man Chan -- Bayesian inference using adaptive sampling / Paolo Giordani, Robert Kohn -- Bayesian analysis of the consumption CAPM / Veni Arakelian, Efthymios G. Tsionas -- A Bayesian analysis of the OPES model with a nonparametric component: An application to dental insurance and dental care / Murat K. Munkin, Pravin K. Trivedi. |
| Record Nr. | UNINA-9910777942503321 |
| Bingley, UK, : Emerald JAI, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bayesian econometrics / / edited by Siddhartha Chib ... [et al.]
| Bayesian econometrics / / edited by Siddhartha Chib ... [et al.] |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Bingley, UK, : Emerald JAI, 2008 |
| Descrizione fisica | 1 online resource (656 p.) |
| Disciplina | 330.01519542 |
| Altri autori (Persone) |
ChibSiddhartha
GriffithsWilliam |
| Collana | Advances in econometrics |
| Soggetto topico |
Business & Economics - Economics - Theory
Business & Economics - Forecasting Econometrics Economic theory & philosophy |
| ISBN |
1-280-77122-4
9786613681997 1-84855-309-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Bayesian econometrics : past, present, and future / Arnold Zellner -- Fitting and comparison of models for multivariate ordinal outcomes / Ivan Jeliazkov, Jennifer Graves, Mark Kutzbach -- Intra-household allocation and consumption of WIC-approved foods : A Bayesian approach / Ariun Ishdorj, Helen H. Jensen, Justin Tobias -- Causal effects from panel data in randomized experiments with partial compliance / Siddhartha Chib, Liana Jacobi -- Parametric and nonparametric inference in equilibrium job search models / Gary Koop -- Do subsidies drive productivity? A cross-country analysis of Nordic dairy farms / Nadine McCloud, Subal C. Kumbhakar -- Semiparametric Bayesian estimation of random coefficients discrete choice models / Sylvie Tchumtchoua, Dipak K. Dey -- Bayesian econometrics : an introduction / Siddhartha Chib, William Griffiths, Gary Koop, Dek Terrell -- Bayesian two-stage regression with parametric heteroscedasticity / Arto Luoma, Jani Luoto -- Bayesian near-boundary analysis in basic macroeconomic time-series models / Michiel de Pooter, Francesco Ravazzolo, Rene Segers, Herman K. van Dijk -- Forecasting in vector autoregressions with many predictors / Dimitris Korobilis -- Bayesian inference in a cointegrating panel data model / Gary Koop, Roberto Leon-Gonzalez, Rodney Strachan -- Investigating nonlinear purchasing power parity during the post-Bretton Woods era : a Bayesian exponential smooth transition VECM approach / Deborah Gefang -- Bayesian forecast combination for VAR models / Michael K. Andersson, Sune Karlsson -- Bayesian inference on time-varying proportions / William J. McCausland, Brahim Lgui -- Imposing stationarity constraints on the parameters of ARCH and GARCH models / Christopher J. ODonnell, Vanessa Rayner -- Bayesian model selection for heteroskedastic models / Cathy W.S. Chen, Richard Gerlach, Mike K.P. So -- Bayesian student-t / S.T. Boris Choy, Wai-yin Wan, Chun-man Chan -- Bayesian inference using adaptive sampling / Paolo Giordani, Robert Kohn -- Bayesian analysis of the consumption CAPM / Veni Arakelian, Efthymios G. Tsionas -- A Bayesian analysis of the OPES model with a nonparametric component: An application to dental insurance and dental care / Murat K. Munkin, Pravin K. Trivedi. |
| Record Nr. | UNINA-9910822091903321 |
| Bingley, UK, : Emerald JAI, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Contemporary Bayesian econometrics and statistics [[electronic resource] /] / John Geweke
| Contemporary Bayesian econometrics and statistics [[electronic resource] /] / John Geweke |
| Autore | Geweke John |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley, c2005 |
| Descrizione fisica | 1 online resource (322 p.) |
| Disciplina |
330.015195
330.01519542 330/.01/519542 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico |
Econometrics
Bayesian statistical decision theory Decision making - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-27761-0
9786610277612 0-470-23694-9 0-471-74473-5 0-471-74472-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contemporary Bayesian Econometrics and Statistics; Contents; Preface; 1. Introduction; 1.1 Two Examples; 1.1.1 Public School Class Sizes; 1.1.2 Value at Risk; 1.2 Observables, Unobservables, and Objects of Interest; 1.3 Conditioning and Updating; 1.4 Simulators; 1.5 Modeling; 1.6 Decisionmaking; 2. Elements of Bayesian Inference; 2.1 Basics; 2.2 Sufficiency, Ancillarity, and Nuisance Parameters; 2.2.1 Sufficiency; 2.2.2 Ancillarity; 2.2.3 Nuisance Parameters; 2.3 Conjugate Prior Distributions; 2.4 Bayesian Decision Theory and Point Estimation; 2.5 Credible Sets; 2.6 Model Comparison
2.6.1 Marginal Likelihoods2.6.2 Predictive Densities; 3. Topics in Bayesian Inference; 3.1 Hierarchical Priors and Latent Variables; 3.2 Improper Prior Distributions; 3.3 Prior Robustness and the Density Ratio Class; 3.4 Asymptotic Analysis; 3.5 The Likelihood Principle; 4. Posterior Simulation; 4.1 Direct Sampling; 4.2 Acceptance and Importance Sampling; 4.2.1 Acceptance Sampling; 4.2.2 Importance Sampling; 4.3 Markov Chain Monte Carlo; 4.3.1 The Gibbs Sampler; 4.3.2 The Metropolis-Hastings Algorithm; 4.4 Variance Reduction; 4.4.1 Concentrated Expectations; 4.4.2 Antithetic Sampling 4.5 Some Continuous State Space Markov Chain Theory4.5.1 Convergence of the Gibbs Sampler; 4.5.2 Convergence of the Metropolis-Hastings Algorithm; 4.6 Hybrid Markov Chain Monte Carlo Methods; 4.6.1 Transition Mixtures; 4.6.2 Metropolis within Gibbs; 4.7 Numerical Accuracy and Convergence in Markov Chain Monte Carlo; 5. Linear Models; 5.1 BACC and the Normal Linear Regression Model; 5.2 Seemingly Unrelated Regressions Models; 5.3 Linear Constraints in the Linear Model; 5.3.1 Linear Inequality Constraints 5.3.2 Conjectured Linear Restrictions, Linear Inequality Constraints, and Covariate Selection5.4 Nonlinear Regression; 5.4.1 Nonlinear Regression with Smoothness Priors; 5.4.2 Nonlinear Regression with Basis Functions; 6. Modeling with Latent Variables; 6.1 Censored Normal Linear Models; 6.2 Probit Linear Models; 6.3 The Independent Finite State Model; 6.4 Modeling with Mixtures of Normal Distributions; 6.4.1 The Independent Student-t Linear Model; 6.4.2 Normal Mixture Linear Models; 6.4.3 Generalizing the Observable Outcomes; 7. Modeling for Time Series 7.1 Linear Models with Serial Correlation7.2 The First-Order Markov Finite State Model; 7.2.1 Inference in the Nonstationary Model; 7.2.2 Inference in the Stationary Model; 7.3 Markov Normal Mixture Linear Model; 8. Bayesian Investigation; 8.1 Implementing Simulation Methods; 8.1.1 Density Ratio Tests; 8.1.2 Joint Distribution Tests; 8.2 Formal Model Comparison; 8.2.1 Bayes Factors for Modeling with Common Likelihoods; 8.2.2 Marginal Likelihood Approximation Using Importance Sampling; 8.2.3 Marginal Likelihood Approximation Using Gibbs Sampling 8.2.4 Density Ratio Marginal Likelihood Approximation |
| Record Nr. | UNINA-9910145035003321 |
|
Geweke John
|
||
| Hoboken, N.J., : John Wiley, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Contemporary Bayesian econometrics and statistics [[electronic resource] /] / John Geweke
| Contemporary Bayesian econometrics and statistics [[electronic resource] /] / John Geweke |
| Autore | Geweke John |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley, c2005 |
| Descrizione fisica | 1 online resource (322 p.) |
| Disciplina |
330.015195
330.01519542 330/.01/519542 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico |
Econometrics
Bayesian statistical decision theory Decision making - Mathematical models |
| ISBN |
1-280-27761-0
9786610277612 0-470-23694-9 0-471-74473-5 0-471-74472-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contemporary Bayesian Econometrics and Statistics; Contents; Preface; 1. Introduction; 1.1 Two Examples; 1.1.1 Public School Class Sizes; 1.1.2 Value at Risk; 1.2 Observables, Unobservables, and Objects of Interest; 1.3 Conditioning and Updating; 1.4 Simulators; 1.5 Modeling; 1.6 Decisionmaking; 2. Elements of Bayesian Inference; 2.1 Basics; 2.2 Sufficiency, Ancillarity, and Nuisance Parameters; 2.2.1 Sufficiency; 2.2.2 Ancillarity; 2.2.3 Nuisance Parameters; 2.3 Conjugate Prior Distributions; 2.4 Bayesian Decision Theory and Point Estimation; 2.5 Credible Sets; 2.6 Model Comparison
2.6.1 Marginal Likelihoods2.6.2 Predictive Densities; 3. Topics in Bayesian Inference; 3.1 Hierarchical Priors and Latent Variables; 3.2 Improper Prior Distributions; 3.3 Prior Robustness and the Density Ratio Class; 3.4 Asymptotic Analysis; 3.5 The Likelihood Principle; 4. Posterior Simulation; 4.1 Direct Sampling; 4.2 Acceptance and Importance Sampling; 4.2.1 Acceptance Sampling; 4.2.2 Importance Sampling; 4.3 Markov Chain Monte Carlo; 4.3.1 The Gibbs Sampler; 4.3.2 The Metropolis-Hastings Algorithm; 4.4 Variance Reduction; 4.4.1 Concentrated Expectations; 4.4.2 Antithetic Sampling 4.5 Some Continuous State Space Markov Chain Theory4.5.1 Convergence of the Gibbs Sampler; 4.5.2 Convergence of the Metropolis-Hastings Algorithm; 4.6 Hybrid Markov Chain Monte Carlo Methods; 4.6.1 Transition Mixtures; 4.6.2 Metropolis within Gibbs; 4.7 Numerical Accuracy and Convergence in Markov Chain Monte Carlo; 5. Linear Models; 5.1 BACC and the Normal Linear Regression Model; 5.2 Seemingly Unrelated Regressions Models; 5.3 Linear Constraints in the Linear Model; 5.3.1 Linear Inequality Constraints 5.3.2 Conjectured Linear Restrictions, Linear Inequality Constraints, and Covariate Selection5.4 Nonlinear Regression; 5.4.1 Nonlinear Regression with Smoothness Priors; 5.4.2 Nonlinear Regression with Basis Functions; 6. Modeling with Latent Variables; 6.1 Censored Normal Linear Models; 6.2 Probit Linear Models; 6.3 The Independent Finite State Model; 6.4 Modeling with Mixtures of Normal Distributions; 6.4.1 The Independent Student-t Linear Model; 6.4.2 Normal Mixture Linear Models; 6.4.3 Generalizing the Observable Outcomes; 7. Modeling for Time Series 7.1 Linear Models with Serial Correlation7.2 The First-Order Markov Finite State Model; 7.2.1 Inference in the Nonstationary Model; 7.2.2 Inference in the Stationary Model; 7.3 Markov Normal Mixture Linear Model; 8. Bayesian Investigation; 8.1 Implementing Simulation Methods; 8.1.1 Density Ratio Tests; 8.1.2 Joint Distribution Tests; 8.2 Formal Model Comparison; 8.2.1 Bayes Factors for Modeling with Common Likelihoods; 8.2.2 Marginal Likelihood Approximation Using Importance Sampling; 8.2.3 Marginal Likelihood Approximation Using Gibbs Sampling 8.2.4 Density Ratio Marginal Likelihood Approximation |
| Record Nr. | UNINA-9910831067803321 |
|
Geweke John
|
||
| Hoboken, N.J., : John Wiley, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Contemporary Bayesian econometrics and statistics / John Geweke
| Contemporary Bayesian econometrics and statistics / John Geweke |
| Autore | Geweke, John |
| Pubbl/distr/stampa | Hoboken, N.J. : John Wiley, c2005 |
| Descrizione fisica | xi, 300 p. ; 25 cm |
| Disciplina | 330.01519542 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Econometria
Decisioni - Metodi statistici |
| ISBN | 0471679321 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000813929707536 |
|
Geweke, John
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| Hoboken, N.J. : John Wiley, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
