Works matching AU Fruhwirth-Schnatter, Sylvia

Results: 26

State-Space Models With Regime-Switching: Classical and Gibbs Sampling Approaches With Applications.

Published in:

2000

By:

Frühwirth-Schnatter, Sylvia

Publication type:

Book Review

A censored random coefficients model for the detection of zero willingness to pay.

Published in:

Quantitative Marketing & Economics, 2012, v. 10, n. 2, p. 259, doi. 10.1007/s11129-011-9115-2

By:

Reichl, Johannes;
Frühwirth-Schnatter, Sylvia

Publication type:

Article

DATA AUGMENTATION AND DYNAMIC LINEAR MODELS.

Published in:

Journal of Time Series Analysis, 1994, v. 15, n. 2, p. 183, doi. 10.1111/j.1467-9892.1994.tb00184.x

By:

Frühwirth-Schnatter, Sylvia

Publication type:

Article

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

Published in:

Australian & New Zealand Journal of Statistics, 2022, v. 64, n. 2, p. 205, doi. 10.1111/anzs.12350

By:

Greve, Jan;
Grün, Bettina;
Malsiner‐Walli, Gertraud;
Frühwirth‐Schnatter, Sylvia

Publication type:

Article

Bayesian Reconciliation of Return Predictability.

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2024, v. 28, n. 2, p. 337, doi. 10.1515/snde-2022-0110

By:

Koval, Borys;
Frühwirth-Schnatter, Sylvia;
Sögner, Leopold

Publication type:

Article

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

Published in:

Econometrics (2225-1146), 2023, v. 11, n. 4, p. 26, doi. 10.3390/econometrics11040026

By:

Frühwirth-Schnatter, Sylvia;
Hosszejni, Darjus;
Lopes, Hedibert Freitas

Publication type:

Article

Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models.

Published in:

Econometrics (2225-1146), 2020, v. 8, n. 2, p. 20, doi. 10.3390/econometrics8020020

By:

Cadonna, Annalisa;
Frühwirth-Schnatter, Sylvia;
Knaus, Peter

Publication type:

Article

Markov Chain Monte Carlo Methods for Parameter Estimation in Multidimensional Continuous Time Markov Switching Models.

Published in:

Journal of Financial Econometrics, 2010, v. 8, n. 1, p. 88, doi. 10.1093/jjfinec/nbp026

By:

Hahn, Markus;
Frühwirth-Schnatter, Sylvia;
Sass, Jörn

Publication type:

Article

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

Published in:

Biostatistics, 2010, v. 11, n. 2, p. 317, doi. 10.1093/biostatistics/kxp062

By:

Frühwirth-Schnatter, Sylvia;
Pyne, Saumyadipta

Publication type:

Article

Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling.

Published in:

Biometrika, 2006, v. 93, n. 4, p. 827

By:

FrüHwirth-Schnatter, Sylvia;
Wagner, Helga

Publication type:

Article

Discussion of the Paper by Diggle and al Wasel.

Published in:

Journal of the Royal Statistical Society: Series C (Applied Statistics), 1997, v. 46, n. 1, p. 61

By:

Smith, R.L.;
Fruhwirth-Schnatter, Sylvia;
Kent, John T.;
Bather, John;
Muller, P.;
Penttinen, Antti;
Switzer, Paul;
Anderson, Ted;
Beran, Jan;
Corcoran, Jo;
Cox, D.R.;
Jones, P.N.;
Pettitt, A.N.;
Lawrence, Clive J.;
Molenberghs, Geert;
Shephard, Neil

Publication type:

Article

A Dynamic Changepoint Model for Detecting the Onset of Growth in Bacteriological Infections.

Published in:

Journal of the Royal Statistical Society: Series C (Applied Statistics), 1994, v. 43, n. 4, p. 625, doi. 10.2307/2986261

By:

Whittaker, Joe;
Fruhwirth-Schnatter, Sylvia

Publication type:

Article

Model-Based Clustering of Multiple Time Series.

Published in:

Journal of Business & Economic Statistics, 2008, v. 26, n. 1, p. 78

By:

Frühwirth-Schnatter, Sylvia;
Kaufmann, Sylvia

Publication type:

Article

Bayesian Analysis of the Heterogeneity Model.

Published in:

Journal of Business & Economic Statistics, 2004, v. 22, n. 1, p. 2, doi. 10.1198/073500103288619331

By:

Frühwirth-Schnatter, Sylvia;
Tüchler, Regina;
Otter, Thomas

Publication type:

Article

Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law.

Published in:

Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 1, p. 159, doi. 10.1007/s10463-007-0130-8

By:

Frühwirth-Schnatter, Sylvia;
Sögner, Leopold

Publication type:

Article

Rejoinder.

Published in:

Bayesian Analysis, 2025, v. 20, n. 1, p. 325

By:

Frühwirth-Schnatter, Sylvia;
Hosszejni, Darjus;
Freitas Lopes, Hedibert

Publication type:

Article

Sparse Bayesian Factor Analysis When the Number of Factors Is Unknown (with Discussion).

Published in:

Bayesian Analysis, 2025, v. 20, n. 1, p. 213, doi. 10.1214/24-BA1423

By:

Frühwirth-Schnatter, Sylvia;
Hosszejni, Darjus;
Freitas Lopes, Hedibert

Publication type:

Article

Contributed comment on Article by Wade and Ghahramani.

Published in:

Bayesian Analysis, 2018, v. 13, n. 2, p. 601

By:

Frühwirth-Schnatter, Sylvia;
Grün, Bettina;
Malsiner-Walli, Gertraud

Publication type:

Article

Mothers' long-run career patterns after first birth.

Published in:

Journal of the Royal Statistical Society: Series A (Statistics in Society), 2016, v. 179, n. 3, p. 707, doi. 10.1111/rssa.12151

By:

Frühwirth‐Schnatter, Sylvia;
Pamminger, Christoph;
Weber, Andrea;
Winter‐Ebmer, Rudolf

Publication type:

Article

Ultimate Pólya Gamma Samplers–Efficient MCMC for Possibly Imbalanced Binary and Categorical Data.

Published in:

Journal of the American Statistical Association, 2024, v. 119, n. 548, p. 2548, doi. 10.1080/01621459.2023.2259030

By:

Zens, Gregor;
Frühwirth-Schnatter, Sylvia;
Wagner, Helga

Publication type:

Article

Markov Chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models.

Published in:

Journal of the American Statistical Association, 2001, v. 96, n. 453, p. 194

By:

Frühwirth-Schnatter, Sylvia

Publication type:

Article

Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models.

Published in:

Journal of Computational & Graphical Statistics, 2017, v. 26, n. 4, p. 905, doi. 10.1080/10618600.2017.1322091

By:

Kastner, Gregor;
Frühwirth-Schnatter, Sylvia;
Lopes, Hedibert Freitas

Publication type:

Article

Identifying Mixtures of Mixtures Using Bayesian Estimation.

Published in:

Journal of Computational & Graphical Statistics, 2017, v. 26, n. 2, p. 285, doi. 10.1080/10618600.2016.1200472

By:

Malsiner-Walli, Gertraud;
Frühwirth-Schnatter, Sylvia;
Grün, Bettina

Publication type:

Article

Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques.

Published in:

Econometrics Journal, 2004, v. 7, n. 1, p. 143, doi. 10.1111/j.1368-423X.2004.00125.x

By:

Frühwirth-Schnatter, Sylvia

Publication type:

Article

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

Published in:

Journal of Applied Econometrics, 2012, v. 27, n. 7, p. 1116, doi. 10.1002/jae.1249

By:

Frühwirth-Schnatter, Sylvia;
Pamminger, Christoph;
Weber, Andrea;
Winter-Ebmer, Rudolf

Publication type:

Article

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

Published in:

Journal of Applied Econometrics, 2006, v. 21, n. 3, p. 275, doi. 10.1002/jae.830

By:

Frühwirth-Schnatter, Sylvia;
Kaufmann, Sylvia

Publication type:

Article