87 citations · 94 across the 11 of their papers we have counts for
Showing econ.EMShow all
2 papers · 1 filter
econ.EM2024
Estimating granular house price distributions in the Australian market using Gaussian mixtures
Willem P Sijp, Anastasios Panagiotelis
A new methodology is proposed to approximate the time-dependent house price distribution at a fine regional scale using Gaussian mixtures. The means, variances and weights of the m…
econ.EM2022★ 5 cited
Bayesian Forecasting in Economics and Finance: A Modern Review
Gael M. Martin, David T. Frazier, Worapree Maneesoonthorn +6
The Bayesian statistical paradigm provides a principled and coherent approach to probabilistic forecasting. Uncertainty about all unknowns that characterize any forecasting problem…