Bayesian Model Averaging Of Space Time Car Models With Application To Us House Price Foresasting PDF Download
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Author | : Caoxin Sun |
Publisher | : |
Total Pages | : 100 |
Release | : 2018 |
Genre | : Bayesian statistical decision theory |
ISBN | : |
Download Bayesian Model Averaging of Space Time CAR Models with Application to U.S. House Price Foresasting Book in PDF, ePub and Kindle
Author | : Robert P. Haining |
Publisher | : CRC Press |
Total Pages | : 527 |
Release | : 2020-01-27 |
Genre | : Mathematics |
ISBN | : 0429529104 |
Download Regression Modelling wih Spatial and Spatial-Temporal Data Book in PDF, ePub and Kindle
Modelling Spatial and Spatial-Temporal Data: A Bayesian Approach is aimed at statisticians and quantitative social, economic and public health students and researchers who work with spatial and spatial-temporal data. It assumes a grounding in statistical theory up to the standard linear regression model. The book compares both hierarchical and spatial econometric modelling, providing both a reference and a teaching text with exercises in each chapter. The book provides a fully Bayesian, self-contained, treatment of the underlying statistical theory, with chapters dedicated to substantive applications. The book includes WinBUGS code and R code and all datasets are available online. Part I covers fundamental issues arising when modelling spatial and spatial-temporal data. Part II focuses on modelling cross-sectional spatial data and begins by describing exploratory methods that help guide the modelling process. There are then two theoretical chapters on Bayesian models and a chapter of applications. Two chapters follow on spatial econometric modelling, one describing different models, the other substantive applications. Part III discusses modelling spatial-temporal data, first introducing models for time series data. Exploratory methods for detecting different types of space-time interaction are presented followed by two chapters on the theory of space-time separable (without space-time interaction) and inseparable (with space-time interaction) models. An applications chapter includes: the evaluation of a policy intervention; analysing the temporal dynamics of crime hotspots; chronic disease surveillance; and testing for evidence of spatial spillovers in the spread of an infectious disease. A final chapter suggests some future directions and challenges.
Author | : Robert P. Haining |
Publisher | : CRC Press |
Total Pages | : 641 |
Release | : 2020-01-27 |
Genre | : Mathematics |
ISBN | : 1482237431 |
Download Modelling Spatial and Spatial-Temporal Data: A Bayesian Approach Book in PDF, ePub and Kindle
Modelling Spatial and Spatial-Temporal Data: A Bayesian Approach is aimed at statisticians and quantitative social, economic and public health students and researchers who work with spatial and spatial-temporal data. It assumes a grounding in statistical theory up to the standard linear regression model. The book compares both hierarchical and spatial econometric modelling, providing both a reference and a teaching text with exercises in each chapter. The book provides a fully Bayesian, self-contained, treatment of the underlying statistical theory, with chapters dedicated to substantive applications. The book includes WinBUGS code and R code and all datasets are available online. Part I covers fundamental issues arising when modelling spatial and spatial-temporal data. Part II focuses on modelling cross-sectional spatial data and begins by describing exploratory methods that help guide the modelling process. There are then two theoretical chapters on Bayesian models and a chapter of applications. Two chapters follow on spatial econometric modelling, one describing different models, the other substantive applications. Part III discusses modelling spatial-temporal data, first introducing models for time series data. Exploratory methods for detecting different types of space-time interaction are presented followed by two chapters on the theory of space-time separable (without space-time interaction) and inseparable (with space-time interaction) models. An applications chapter includes: the evaluation of a policy intervention; analysing the temporal dynamics of crime hotspots; chronic disease surveillance; and testing for evidence of spatial spillovers in the spread of an infectious disease. A final chapter suggests some future directions and challenges.
Author | : Jonathan H. Wright |
Publisher | : |
Total Pages | : 38 |
Release | : 2003 |
Genre | : Foreign exchange |
ISBN | : |
Download Bayesian Model Averaging and Exchange Rate Forecasts Book in PDF, ePub and Kindle
Author | : Ivan Jeliazkov |
Publisher | : Emerald Group Publishing |
Total Pages | : 361 |
Release | : 2014-11-21 |
Genre | : Political Science |
ISBN | : 1784411841 |
Download Bayesian Model Comparison Book in PDF, ePub and Kindle
This volume of Advances in Econometrics 34 focusses on Bayesian model comparison. It reflects the recent progress in model building and evaluation that has been achieved in the Bayesian paradigm and provides new state-of-the-art techniques, methodology, and findings that should stimulate future research.
Author | : W. Ryan Davis |
Publisher | : |
Total Pages | : 268 |
Release | : 2012 |
Genre | : Bayesian statistical decision theory |
ISBN | : |
Download Contributions to Regional Economic Modeling Book in PDF, ePub and Kindle
This dissertation makes three contributions to the field of regional economic modeling. First, the study develops a Markov-switching model that incorporates both spatial and dynamic components to capture business cycles in states across the U.S. Next, the methodology of eigenvector spatial filtering is extended to analyze uncertainty associated with the spatial filter using Bayesian Model Averaging, which is then applied to study the speed of regional income convergence across provinces in Italy. Finally, Bayesian structural vector autoregressions are developed that incorporate spatial structure both into the priors and via parameter restrictions. Throughout these chapters, Bayesian model comparison techniques are emphasized and implemented via calculation and estimation of marginal likelihoods. These three contributions will increase the effectiveness of policy evaluation and forecasting of regional economies.
Author | : George W. Evans |
Publisher | : |
Total Pages | : 23 |
Release | : 2012 |
Genre | : |
ISBN | : |
Download Bayesian model averaging, learning and model selection Book in PDF, ePub and Kindle
Author | : James P. LeSage |
Publisher | : |
Total Pages | : 0 |
Release | : 2006 |
Genre | : |
ISBN | : |
Download Bayesian Model Averaging for Spatial Econometric Models Book in PDF, ePub and Kindle
We extend the literature on Bayesian model comparison for ordinary least-squares regression models to include spatial autoregressive and spatial error models. Our focus is on comparing models that consist of different matrices of explanatory variables. A Markov Chain Monte Carlo model composition methodology labelled MC to the third by Madigan and York (1995) is developed for two types of spatial econometric models that are frequently used in the literature. The methodology deals with cases where the number of possible models based on different combinations of candidate explanatory variables is large enough that calculation of posterior probabilities for all models is difficult or infeasible. Estimates and inferences are produced by averaging over models using the posterior model probabilities as weights, a procedure known as Bayesian model averaging. We illustrate the methods using a spatial econometric model of origin-destination population migration flows between the 48 US States and District of Columbia during the 1990 to 2000 period.
Author | : |
Publisher | : |
Total Pages | : |
Release | : 2003 |
Genre | : |
ISBN | : |
Download Bayesian Model Averaging and Rate Forecasts Book in PDF, ePub and Kindle
Author | : Sandra E. Thompson |
Publisher | : |
Total Pages | : 298 |
Release | : 2001 |
Genre | : Bayesian statistical decision theory |
ISBN | : |
Download Bayesian Model Averaging and Spatial Prediction Book in PDF, ePub and Kindle