Browsing Centre for Applied Macro- and Petroleum economics (CAMP) by Author "Hoogerheide, Lennart"
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Bayesian Mode Inference for Discrete Distributions in Economics and Finance
Cross, Jamie L.; Hoogerheide, Lennart; Labonne, Paul; Van Dijk, Herman K. (CAMP Working Paper Series;11/2023, Working paper, 2023-06-27)Detecting heterogeneity within a population is crucial in many economic and financial applications. Econometrically, this requires a credible determination of multimodality in a given data distribution. We propose a ... -
Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics
Cross, Jamie L.; Hoogerheide, Lennart; Labonne, Paul; Van Djik, Herman K. (CAMP Working Paper Series;09/2024, Working paper, 2024-08-29)In several scientific fields, such as finance, economics and bioinformatics, important theoretical and practical issues exist involving multimodal and asymmetric count data distributions due to heterogeneity of the underlying ...