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Handbook of Mixture Analysis

1st, 2019

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Stochastic model specification search for Gaussian and partial non-Gaussian state space models

Journal of econometrics, 2010-01, Vol.154 (1), p.85-100

2010

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Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP

Journal of statistical software, 2021-11, Vol.100 (13), p.1-32

2021

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Triple the gamma: A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models

Econometrics, 2020-06, Vol.8 (2), p.1-36

2020

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Achieving shrinkage in a time-varying parameter model framework

Journal of econometrics, 2019-05, Vol.210 (1), p.75-97

2019

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Spying on the prior of the number of data clusters and the partition distribution in Bayesian cluster analysis

Australian & New Zealand journal of statistics, 2022-06, Vol.64 (2), p.205-229

2022

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Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models

Journal of the American Statistical Association, 2001-03, Vol.96 (453), p.194-209

Frühwirth-Schnatter, Sylvia

2001

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Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models

Computational statistics & data analysis, 2014-08, Vol.76, p.408-423

2014

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Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models

Journal of computational and graphical statistics, 2017-10, Vol.26 (4), p.905-917

2017

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Mothers' long-run career patterns after first birth

Journal of the Royal Statistical Society. Series A, Statistics in society, 2016-06, Vol.179 (3), p.707-725

2016

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From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering

Advances in data analysis and classification, 2019, Vol.13 (1), p.33-64

2019

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Bayesian Statistics from Methods to Models and Applications: Research from BAYSM 2014

2015 edition., 2015

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Bayesian exploratory factor analysis

Journal of econometrics, 2014-11, Vol.183 (1), p.31-57

2014

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Labor market entry and earnings dynamics: Bayesian inference using mixtures-of-experts Markov chain clustering

Journal of applied econometrics (Chichester, England), 2012-11, Vol.27 (7), p.1116-1137

2012

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Generalized Mixtures of Finite Mixtures and Telescoping Sampling

Bayesian analysis, 2021-12, Vol.16 (4)

2021

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Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-t distributions

Biostatistics (Oxford, England), 2010-04, Vol.11 (2), p.317-336

2010

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Finite Mixture and Markov Switching Models

Frühwirth-Schnatter, Sylvia

1. Aufl., 2006

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Editorial introduction on complexity and big data in economics and finance: Recent developments from a Bayesian perspective

Journal of econometrics, 2019-05, Vol.210 (1), p.1-3

2019

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Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave

Journal of econometrics, 2016-07, Vol.193 (1), p.234-250

2016

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How many data clusters are in the Galaxy data set?: Bayesian cluster analysis in action

Advances in data analysis and classification, 2022-06, Vol.16 (2), p.325-349

2022

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DATA AUGMENTATION AND DYNAMIC LINEAR MODELS

Journal of time series analysis, 1994-03, Vol.15 (2), p.183-202

Frühwirth-Schnatter, Sylvia

1994

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Model-Based Clustering of Multiple Time Series

Journal of business & economic statistics, 2008-01, Vol.26 (1), p.78-89

2008

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When It Counts—Econometric Identification of the Basic Factor Model Based on GLT Structures

Econometrics, 2023-12, Vol.11 (4), p.26

2023

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Bayesian analysis of switching ARCH models

Journal of time series analysis, 2002-07, Vol.23 (4), p.425-458

2002

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How do changes in monetary policy affect bank lending? An analysis of Austrian bank data

Journal of applied econometrics (Chichester, England), 2006-04, Vol.21 (3), p.275-305

2006

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Handbook of Mixture Analysis

Stochastic model specification search for Gaussian and partial non-Gaussian state space models

Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP

Triple the gamma: A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models

Achieving shrinkage in a time-varying parameter model framework

Spying on the prior of the number of data clusters and the partition distribution in Bayesian cluster analysis

Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models

Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models

Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models

Mothers' long-run career patterns after first birth

From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering

Bayesian Statistics from Methods to Models and Applications: Research from BAYSM 2014

Bayesian exploratory factor analysis

Labor market entry and earnings dynamics: Bayesian inference using mixtures-of-experts Markov chain clustering

Generalized Mixtures of Finite Mixtures and Telescoping Sampling

Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-t distributions

Finite Mixture and Markov Switching Models

Editorial introduction on complexity and big data in economics and finance: Recent developments from a Bayesian perspective

Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave

How many data clusters are in the Galaxy data set?: Bayesian cluster analysis in action

DATA AUGMENTATION AND DYNAMIC LINEAR MODELS

Model-Based Clustering of Multiple Time Series

When It Counts—Econometric Identification of the Basic Factor Model Based on GLT Structures

Bayesian analysis of switching ARCH models

How do changes in monetary policy affect bank lending? An analysis of Austrian bank data

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