A collaboration including the University of Oxford, University of British Columbia, Intel, New York University, CERN, and the National Energy Research Scientific Computing Center is working to make it ...
We estimate by Bayesian inference the mixed conditional heteroskedasticity model of Haas et al. (2004a Journal of Financial Econometrics 2, 211–50). We construct a Gibbs sampler algorithm to compute ...
This course offers a rigorous yet practical exploration of Bayesian reasoning for data-driven inference and decision-making. Students will gain a deep understanding of probabilistic modeling, and ...
This paper extends the Bayesian Model Averaging framework to panel data models where the lagged dependent variable as well as endogenous variables appear as regressors. We propose a Limited ...
Statistical thinking in wildlife biology and ecology has been profoundly influenced by the introduction of AIC (Akaike's information criterion) as a tool for model selection and as a basis for model ...
This course is available on the BSc in Actuarial Science, BSc in Actuarial Science (with a Placement Year), BSc in Data Science, BSc in Mathematics with Data Science, BSc in Mathematics with Economics ...
This course is available on the MSc in Applied Social Data Science, MSc in Data Science, MSc in Econometrics and Mathematical Economics, MSc in Health Data Science, MSc in Operations Research & ...