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  1. Bayesian mode inference for discrete distributions in economics and finance
    Author: Cross, Jamie; Hoogerheide, Lennart; Labonne, Paul; Dijk, Herman K. van
    Published: 2023
    Publisher:  BI Norwegian Business School, Centre for Applied Macro-Petroleum economics (CAMP), Oslo

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 321
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 11250/3095578
    Series: CAMP working paper series ; no. 2023, 11
    Subjects: Bayesian Inference; Mixture Models; Mode Inference; Multimodality; Shifted-Poisson
    Scope: 1 Online-Ressource (circa 11 Seiten)
  2. Bayesian mode inference for discrete distributions in economics and finance
    Author: Cross, Jamie; Hoogerheide, Lennart; Labonne, Paul; Dijk, Herman K. van
    Published: [2023]
    Publisher:  Tinbergen Institute, Amsterdam, The Netherlands

    Detecting heterogeneity within a population is crucial in many economic and financial applications. Econometrically, this requires a credible determination of multimodality in a given data distribution. We propose a straightforward yet effective... more

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 432
    Inter-library loan:
    No inter-library loan

     

    Detecting heterogeneity within a population is crucial in many economic and financial applications. Econometrically, this requires a credible determination of multimodality in a given data distribution. We propose a straightforward yet effective technique for mode inference in discrete data distributions which involves fitting a mixture of novel shifted-Poisson distributions. The credibility and utility of our proposed approach is demonstrated through empirical investigations on datasets pertaining to loan default risk and inflation expectations.

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/273849
    Series: Array ; TI 2023, 038
    Subjects: Bayesian Inference; Mixture Models; Mode Inference; Multimodality; Shifted-Poisson
    Scope: 1 Online-Ressource (circa 11 Seiten), Illustrationen