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1

Panel data analysis: a survey on model-based clustering of time series

Sylvia Frühwirth-Schnatter

Journal:

Advances in Data Analysis and Classification

Year:

2011

Language:

english

File:

PDF, 513 KB

english, 2011

2

State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applicationsby Chang-Jin Kim; Charles R. Nelson

Review by: Sylvia Fruhwirth-Schnatter

Journal:

Journal of the American Statistical Association

Year:

2000

Language:

english

File:

PDF, 468 KB

english, 2000

3

Model-based clustering based on sparse finite Gaussian mixtures

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

Journal:

Statistics and Computing

Year:

2016

Language:

english

File:

PDF, 1.27 MB

english, 2016

4

Bayesian Analysis of the Heterogeneity Model

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

Journal:

Journal of Business and Economic Statistics

Year:

2004

Language:

english

File:

PDF, 592 KB

english, 2004

5

DATA AUGMENTATION AND DYNAMIC LINEAR MODELS

Sylvia Frühwirth-Schnatter

Journal:

Journal of Time Series Analysis

Year:

1994

Language:

english

File:

PDF, 1013 KB

english, 1994

6

Fully Bayesian Analysis of Switching Gaussian State Space Models

Sylvia Frühwirth-Schnatter

Journal:

Annals of the Institute of Statistical Mathematics

Year:

2001

File:

PDF, 1.06 MB

2001

7

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

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

Journal:

Journal of Applied Econometrics

Year:

2012

Language:

english

File:

PDF, 232 KB

english, 2012

8

Model-Based Clustering of Multiple Time Series

Sylvia Frühwirth-Schnatter and Sylvia Kaufmann

Journal:

Journal of Business and Economic Statistics

Year:

2008

Language:

english

File:

PDF, 1.82 MB

english, 2008

9

Efficient MCMC for Binomial Logit Models

Fussl, Agnes, Frühwirth-Schnatter, Sylvia, Frühwirth, Rudolf

Journal:

ACM Transactions on Modeling and Computer Simulation

Year:

2013

Language:

english

File:

PDF, 269 KB

english, 2013

10

Identifying Mixtures of Mixtures Using Bayesian Estimation

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

Journal:

Journal of Computational and Graphical Statistics

Year:

2016

Language:

english

File:

PDF, 530 KB

english, 2016

11

Model-based clustering of categorical time series

Pamminger, Christoph, Frühwirth-Schnatter, Sylvia

Journal:

Bayesian Analysis

Year:

2010

Language:

english

File:

PDF, 951 KB

english, 2010

12

On fuzzy Bayesian inference

Sylvia Frühwirth-Schnatter

Journal:

Fuzzy Sets and Systems

Year:

1993

Language:

english

File:

PDF, 893 KB

english, 1993

13

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

Sylvia Frühwirth-Schnatter

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 970 KB

english, 2004

14

Capturing consumer heterogeneity in metric conjoint analysis using Bayesian mixture models

Thomas Otter, Regina Tüchler, Sylvia Frühwirth-Schnatter

Journal:

International Journal of Research in Marketing

Year:

2004

Language:

english

File:

PDF, 295 KB

english, 2004

15

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

Hahn, M., Fruhwirth-Schnatter, S., Sass, J.

Journal:

Journal of Financial Econometrics

Year:

2010

Language:

english

File:

PDF, 811 KB

english, 2010

16

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

Sylvia Fruhwirth-Schnatter

Journal:

Journal of the American Statistical Association

Year:

2001

Language:

english

File:

PDF, 2.23 MB

english, 2001

17

Bayesian Analysis of the Heterogeneity Model

Sylvia Frühwirth-Schnatter, Regina Tüchler and Thomas Otter

Journal:

Journal of Business and Economic Statistics

Year:

2004

Language:

english

File:

PDF, 2.65 MB

english, 2004

18

Bayesian exploratory factor analysis

Conti, Gabriella, Frühwirth-Schnatter, Sylvia, Heckman, James J., Piatek, Rémi

Journal:

Journal of Econometrics

Year:

2014

Language:

english

File:

PDF, 767 KB

english, 2014

19

Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models

Frühwirth-Schnatter, Sylvia

Journal:

Journal of the American Statistical Association

Year:

2001

Language:

english

File:

PDF, 1.95 MB

english, 2001

20

How Do Changes in Monetary Policy Affect Bank Lending? An Analysis of Austrian Bank Data

Sylvia Frühwirth-Schnatter and Sylvia Kaufmann

Journal:

Journal of Applied Econometrics

Year:

2006

Language:

english

File:

PDF, 3.62 MB

english, 2006

21

Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models

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

Journal:

Journal of Computational and Graphical Statistics

Year:

2017

Language:

english

File:

PDF, 1.78 MB

english, 2017

22

From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering

Frühwirth-Schnatter, Sylvia, Malsiner-Walli, Gertraud

Journal:

Advances in Data Analysis and Classification

Year:

2018

Language:

english

File:

PDF, 1.40 MB

english, 2018

23

Analysing plant closure effects using time-varying mixture-of-experts Markov chain clustering

Frühwirth-Schnatter, Sylvia, Pittner, Stefan, Weber, Andrea, Winter-Ebmer, Rudolf

Journal:

The Annals of Applied Statistics

Year:

2018

Language:

english

File:

PDF, 1.09 MB

english, 2018

24

Achieving shrinkage in a time-varying parameter model framework

Bitto, Angela, Frühwirth-Schnatter, Sylvia

Journal:

Journal of Econometrics

Year:

2018

Language:

english

File:

PDF, 1.40 MB

english, 2018

25

Comment on article by Rydén

Frühwirth-Schnatter, Sylvia

Journal:

Bayesian Analysis

Year:

2008

Language:

english

File:

PDF, 127 KB

english, 2008

26

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

Sylvia Frühwirth-Schnatter, Sylvia Kaufmann

Journal:

Journal of Applied Econometrics

Year:

2006

Language:

english

File:

PDF, 792 KB

english, 2006

27

Bayesian testing for non-linearity in volatility modeling

Tatiana Miazhynskaia, Sylvia Frühwirth-Schnatter, Georg Dorffner

Journal:

Computational Statistics & Data Analysis

Year:

2006

Language:

english

File:

PDF, 3.73 MB

english, 2006

28

Auxiliary mixture sampling with applications to logistic models

Sylvia Frühwirth-Schnatter, Rudolf Frühwirth

Journal:

Computational Statistics & Data Analysis

Year:

2007

Language:

english

File:

PDF, 329 KB

english, 2007

29

Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling

Sylvia Frühwirth-Schnatter, Helga Wagner

Journal:

Computational Statistics & Data Analysis

Year:

2008

Language:

english

File:

PDF, 1.55 MB

english, 2008

30

Stochastic model specification search for Gaussian and partial non-Gaussian state space models

Sylvia Frühwirth-Schnatter, Helga Wagner

Journal:

Journal of Econometrics

Year:

2010

Language:

english

File:

PDF, 6.25 MB

english, 2010

31

Applied state space modelling of non-Gaussian time series using integration-based Kalman filtering

Sylvia Frühwirth-Schnatter

Journal:

Statistics and Computing

Year:

1994

Language:

english

File:

PDF, 1001 KB

english, 1994

32

Estimating models based on Markov jump processes given fragmented observation series

Markus Hahn, Sylvia Frühwirth-Schnatter, Jörn Sass

Journal:

AStA Advances in Statistical Analysis

Year:

2009

Language:

english

File:

PDF, 905 KB

english, 2009

33

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

Sylvia Frühwirth-Schnatter, Leopold Sögner

Journal:

Annals of the Institute of Statistical Mathematics

Year:

2009

Language:

english

File:

PDF, 519 KB

english, 2009

34

Bayesian parsimonious covariance estimation for hierarchical linear mixed models

Sylvia Frühwirth-Schnatter, Regina Tüchler

Journal:

Statistics and Computing

Year:

2008

Language:

english

File:

PDF, 460 KB

english, 2008

35

Improved auxiliary mixture sampling for hierarchical models of

Sylvia Frühwirth-Schnatter, Rudolf Frühwirth, Leonhard Held, Håvard Rue

Journal:

Statistics and Computing

Year:

2009

Language:

english

File:

PDF, 578 KB

english, 2009

36

On statistical inference for fuzzy data with applications to descriptive statistics

Sylvia Frühwirth-Schnatter

Journal:

Fuzzy Sets and Systems

Year:

1992

Language:

english

File:

PDF, 1.13 MB

english, 1992

37

On the treatment of energy loss in track fitting

R. Frühwirth, S. Frühwirth-Schnatter

Journal:

Computer Physics Communications

Year:

1998

Language:

english

File:

PDF, 359 KB

english, 1998

38

Bayesian analysis of switching ARCH models

SYLVIA KAUFMANN, SYLVIA FRÜHWIRTH-SCHNATTER

Journal:

Journal of Time Series Analysis

Year:

2002

Language:

english

File:

PDF, 959 KB

english, 2002

39

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

Johannes Reichl, Sylvia Frühwirth-Schnatter

Journal:

Quantitative Marketing and Economics

Year:

2012

Language:

english

File:

PDF, 857 KB

english, 2012

40

Generalized extreme value distribution with time-dependence using the AR and MA models in state space form

Jouchi Nakajima, Tsuyoshi Kunihama, Yasuhiro Omori, Sylvia Frühwirth-Schnatter

Journal:

Computational Statistics & Data Analysis

Year:

2012

Language:

english

File:

PDF, 1.05 MB

english, 2012

41

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

FruHwirth-Schnatter, S., Wagner, H.

Journal:

Year:

2006

Language:

english

File:

PDF, 1.43 MB

english, 2006

42

Notice from the American Board of Thoracic Surgery

Chen, Cathy W.S., Dunson, David, Frühwirth-Schnatter, Sylvia, Walker, Stephen G.

Journal:

The Annals of Thoracic Surgery

Year:

1982

Language:

english

File:

PDF, 219 KB

english, 1982

43

Special issue on Bayesian computing, methods and applications

Chen, Cathy W.S., Dunson, David, Frühwirth-Schnatter, Sylvia, Walker, Stephen G.

Journal:

Computational Statistics & Data Analysis

Year:

2014

Language:

english

File:

PDF, 145 KB

english, 2014

44

In England Now

Chen, Cathy W.S., Dunson, David, Frühwirth-Schnatter, Sylvia, Walker, Stephen G.

Journal:

Year:

1940

Language:

english

File:

PDF, 429 KB

english, 1940

45

Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models

Kastner, Gregor, Frühwirth-Schnatter, Sylvia

Journal:

Computational Statistics & Data Analysis

Year:

2014

Language:

english

File:

PDF, 1.83 MB

english, 2014

46

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

Fruhwirth-Schnatter, S., Pyne, S.

Journal:

Year:

2010

Language:

english

File:

PDF, 739 KB

english, 2010

47

Auxiliary Mixture Sampling for Parameter-Driven Models of Time Series of Counts with Applications to State Space Modelling

Sylvia Frühwirth-Schnatter and Helga Wagner

Journal:

Year:

2006

Language:

english

File:

PDF, 1.38 MB

english, 2006

48

Bayesian Model Discrimination and Bayes Factors for Linear Gaussian State Space Models

Sylvia Fruhwirth-Schnatter

Journal:

Journal of the Royal Statistical Society Series B (Methodological)

Year:

1995

Language:

english

File:

PDF, 912 KB

english, 1995

49

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

Whittaker, Joe, Fruhwirth-Schnatter, Sylvia

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Year:

1994

Language:

english

File:

PDF, 1.23 MB

english, 1994

50

[Springer Proceedings in Mathematics & Statistics] Bayesian Statistics from Methods to Models and Applications Volume 126 || A Subordinated Stochastic Process Model

Frühwirth-Schnatter, Sylvia, Bitto, Angela, Kastner, Gregor, Posekany, Alexandra

Year:

2015

Language:

english

File:

PDF, 378 KB

english, 2015