Frühwirth-Schnatter, Sylvia

Article in Academic Journal

Koval, Borys; Frühwirth-Schnatter, Sylvia and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2023) Bayesian Reconciliation of Return Predictability. Studies in Nonlinear Dynamics & Econometrics, 28 (2). https://doi.org/10.1515/snde-2022-0110

Frühwirth-Schnatter, Sylvia; Pittner, Stefan; Weber, Andrea and Winter-Ebmer, RudolfORCID: https://orcid.org/0000-0001-8157-6631 (2018) Analysing Plant Closure Effects Using Time-Varying Mixture-of-Experts Markov Chain Clustering. Annals of Applied Statistics, 12 (3), pp. 1796-1830. https://doi.org/10.1214/17-AOAS1132

Frühwirth-Schnatter, Sylvia; Pamminger, Christoph; Weber, Andrea and Winter-Ebmer, RudolfORCID: https://orcid.org/0000-0001-8157-6631 (2016) Mothers' long-run career patterns after first birth. Journal of the Royal Statistical Society: Series A, 179 (3), pp. 707-725. https://doi.org/10.1111/rssa.12151

Frühwirth-Schnatter, Sylvia; Pamminger, Christoph; Weber, Andrea and Winter-Ebmer, RudolfORCID: https://orcid.org/0000-0001-8157-6631 (2012) Labour Market Entry and Earnings Dynamics: Bayesian inference using mixtures-of-experts Markov chain clustering. Journal of Applied Econometrics, 27 (7), pp. 1116-1137. https://doi.org/10.1002/jae.1249

Frühwirth-Schnatter, Sylvia and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2009) Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law. Annals of the Institute of Statistical Mathematics, 61 (1), pp. 159-179. https://doi.org/10.1007/s10463-007-0130-8

IHS Series

Frühwirth-Schnatter, Sylvia; Pittner, Stefan; Weber, Andrea and Winter-Ebmer, RudolfORCID: https://orcid.org/0000-0001-8157-6631 (October 2016) Analysing Plant Closure Effects Using Time-Varying Mixture-of-Experts Markov Chain Clustering. Former Series > Working Paper Series > IHS Economics Series 324, 28 p.

Frühwirth-Schnatter, Sylvia; Pamminger, Christoph; Weber, Andrea and Winter-Ebmer, RudolfORCID: https://orcid.org/0000-0001-8157-6631 (October 2014) When Is The Best Time To Give Birth? Former Series > Working Paper Series > IHS Economics Series 308, 27 p.