2 papers
econ.EM2025
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification
Florian Huber, Massimiliano Marcellino, Tobias Scheckel
Model misspecification in multivariate econometric models can strongly influence estimates of quantities of interest such as structural parameters, forecast distributions or respon…
math.PR2025
Global martingale solutions for stochastic Shigesada-Kawasaki-Teramoto population models
Marcel Braukhoff, Florian Huber, Ansgar Jüngel
The existence of global nonnegative martingale solutions to cross-diffusion systems of Shigesada-Kawasaki-Teramoto type with multiplicative noise is proven. The model describes the…