Assessing dynamic effects on a Bayesian matrix-variate dynamic linear model: An application to task-based fMRI data analysis
Author
Abstract
Suggested Citation
DOI: 10.1016/j.csda.2021.107297
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Whitcher, Brandon & Schmid, Volker J. & Thorton, Andrew, 2011. "Working with the DICOM and NIfTI Data Standards in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 44(i06).
- Eddelbuettel, Dirk & Sanderson, Conrad, 2014. "RcppArmadillo: Accelerating R with high-performance C++ linear algebra," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 1054-1063.
- Aguilar, Omar & West, Mike, 2000. "Bayesian Dynamic Factor Models and Portfolio Allocation," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 338-357, July.
- Welvaert, Marijke & Durnez, Joke & Moerkerke, Beatrijs & Berdoolaege, Geert & Rosseel, Yves, 2011. "neuRosim: An R Package for Generating fMRI Data," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 44(i10).
- Cheng-Han Yu & Raquel Prado & Hernando Ombao & Daniel Rowe, 2018. "A Bayesian Variable Selection Approach Yields Improved Detection of Brain Activation From Complex-Valued fMRI," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(524), pages 1395-1410, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Daniel Spencer & Rajarshi Guhaniyogi & Raquel Prado, 2020. "Joint Bayesian Estimation of Voxel Activation and Inter-regional Connectivity in fMRI Experiments," Psychometrika, Springer;The Psychometric Society, vol. 85(4), pages 845-869, December.
- Cheng‐Han Yu & Raquel Prado & Hernando Ombao & Daniel Rowe, 2023. "Bayesian spatiotemporal modeling on complex‐valued fMRI signals via kernel convolutions," Biometrics, The International Biometric Society, vol. 79(2), pages 616-628, June.
- Gregor Kastner & Sylvia Fruhwirth-Schnatter & Hedibert Freitas Lopes, 2016. "Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models," Papers 1602.08154, arXiv.org, revised Jul 2017.
- Manfred M. Fischer & Florian Huber & Michael Pfarrhofer, 2018.
"The transmission of uncertainty shocks on income inequality: State-level evidence from the United States,"
Papers
1806.08278, arXiv.org.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2018. "The transmission of uncertainty shocks on income inequality: State-level evidence from the United States," Working Papers in Regional Science 2018/06, WU Vienna University of Economics and Business.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2018. "The transmission of uncertainty shocks on income inequality: State-level evidence from the United States," Working Papers in Economics 2018-4, University of Salzburg, revised 10 Jan 2019.
- Vilkkumaa, Eeva & Liesiö, Juuso & Salo, Ahti, 2014. "Optimal strategies for selecting project portfolios using uncertain value estimates," European Journal of Operational Research, Elsevier, vol. 233(3), pages 772-783.
- Wilson J. Wright & Peter N. Neitlich & Alyssa E. Shiel & Mevin B. Hooten, 2022. "Mechanistic spatial models for heavy metal pollution," Environmetrics, John Wiley & Sons, Ltd., vol. 33(8), December.
- Gruber, Lutz F. & West, Mike, 2017. "Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models," Econometrics and Statistics, Elsevier, vol. 3(C), pages 3-22.
- Kastner, Gregor, 2019.
"Sparse Bayesian time-varying covariance estimation in many dimensions,"
Journal of Econometrics, Elsevier, vol. 210(1), pages 98-115.
- Gregor Kastner, 2016. "Sparse Bayesian time-varying covariance estimation in many dimensions," Papers 1608.08468, arXiv.org, revised Nov 2017.
- Bai, Jushan & Ando, Tomohiro, 2013. "Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors," MPRA Paper 52785, University Library of Munich, Germany, revised Dec 2013.
- Carmine De Franco & Johann Nicolle & Huyên Pham, 2019. "Dealing with Drift Uncertainty: A Bayesian Learning Approach," Risks, MDPI, vol. 7(1), pages 1-18, January.
- Mike K. P. So & C. Y. Choi, 2009. "A threshold factor multivariate stochastic volatility model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(8), pages 712-735.
- Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2012.
"The directional identification problem in Bayesian factor analysis: An ex-post approach,"
Kiel Working Papers
1799, Kiel Institute for the World Economy (IfW Kiel).
- Pape, Markus & Aßmann, Christian & Boysen-Hogrefe, Jens, 2013. "The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79990, Verein für Socialpolitik / German Economic Association.
- Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2012. "The directional identification problem in Bayesian factor analysis: An ex-post approach," Economics Working Papers 2012-11, Christian-Albrechts-University of Kiel, Department of Economics.
- Katalin Varga & Tibor Szendrei, 2024. "Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK," Papers 2404.01451, arXiv.org.
- Zhang, Yixiao & Yu, Cindy L. & Li, Haitao, 2022. "Nowcasting GDP Using Dynamic Factor Model with Unknown Number of Factors and Stochastic Volatility: A Bayesian Approach," Econometrics and Statistics, Elsevier, vol. 24(C), pages 75-93.
- Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2004.
"Likelihood-Based Estimation of Latent Generalized ARCH Structures,"
Econometrica, Econometric Society, vol. 72(5), pages 1481-1517, September.
- Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2002. "Likelihood-Based Estimation of Latent Generalised ARCH Structures," Working Papers wp2002_0204, CEMFI.
- Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2003. "Likelihood-Based Estimation Of Latent Generalised Arch Structures," Working Papers. Serie AD 2003-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Fiorentini, Gabriele & Sentana, Enrique & Shephard, Neil, 2003. "Likelihood-based estimation of latent generalised ARCH structures," LSE Research Online Documents on Economics 24852, London School of Economics and Political Science, LSE Library.
- Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2004. "Likelihood-based estimation of latent generalised ARCH structures," OFRC Working Papers Series 2004fe02, Oxford Financial Research Centre.
- Neil Shephard & Gabriele Fiorentini & Enrique Sentana, 2003. "Likelihood-based estimation of latent generalised ARCH structures," FMG Discussion Papers dp453, Financial Markets Group.
- Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2002. "Likelihood-based estimation of latent generalised ARCH structures," Economics Papers 2002-W19, Economics Group, Nuffield College, University of Oxford.
- Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi, 2014.
"Bayesian exploratory factor analysis,"
Journal of Econometrics, Elsevier, vol. 183(1), pages 31-57.
- Gabriella Conti & Sylvia Fruehwirth-Schnatter & James J. Heckman & Remi Piatek, 2014. "Bayesian Exploratory Factor Analysis," Working Papers 2014-014, Human Capital and Economic Opportunity Working Group.
- Gabriella Conti & Sylvia Frühwirth-Schnatter & James J. Heckman & Rémi Piatek, 2014. "Bayesian Exploratory Factor Analysis," NRN working papers 2014-08, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- Gabriella Conti & Sylvia Frühwirth-Schnatter & James Heckman & Rémi Piatek, 2014. "Bayesian exploratory factor analysis," CeMMAP working papers CWP30/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Gabriella Conti & Sylvia Frühwirth-Schnatter & James Heckman & Rémi Piatek, 2014. "Bayesian exploratory factor analysis," CeMMAP working papers 30/14, Institute for Fiscal Studies.
- Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi, 2014. "Bayesian Exploratory Factor Analysis," IZA Discussion Papers 8338, Institute of Labor Economics (IZA).
- François Bachoc & Marc G Genton & Klaus Nordhausen & Anne Ruiz-Gazen & Joni Virta, 2020.
"Spatial blind source separation,"
Biometrika, Biometrika Trust, vol. 107(3), pages 627-646.
- Bachoc, François & Genton, Mark G. & Nordhausen, Klaus & Ruiz-Gazen, Anne & Virta, Joni, 2019. "Spatial Blind Source Separation," TSE Working Papers 19-998, Toulouse School of Economics (TSE).
- Niko Hauzenberger & Maximilian Bock & Michael Pfarrhofer & Anna Stelzer & Gregor Zens, 2018.
"Implications of macroeconomic volatility in the Euro area,"
Papers
1801.02925, arXiv.org, revised Jun 2018.
- Hauzenberger, Niko & Böck, Maximilian & Pfarrhofer, Michael & Stelzer, Anna & Zens, Gregor, 2018. "Implications of Macroeconomic Volatility in the Euro Area," Department of Economics Working Paper Series 6246, WU Vienna University of Economics and Business.
- Hauzenberger, Niko & Böck, Maximilian & Pfarrhofer, Michael & Stelzer, Anna & Zens, Gregor, 2018. "Implications of macroeconomic volatility in the Euro area," ESRB Working Paper Series 80, European Systemic Risk Board.
- Niko Hauzenberger & Maximilian Böck & Michael Pfarrhofer & Anna Stelzer & Gregor Zens, 2018. "Implications of Macroeconomic Volatility in the Euro Area," Department of Economics Working Papers wuwp261, Vienna University of Economics and Business, Department of Economics.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2023.
"Tail Forecasting With Multivariate Bayesian Additive Regression Trees,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 979-1022, August.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," Working Papers 21-08R, Federal Reserve Bank of Cleveland, revised 12 Jul 2022.
- Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2022. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," CEPR Discussion Papers 17461, C.E.P.R. Discussion Papers.
- Hilde C. Bjørnland & Leif Anders Thorsrud, 2019.
"Commodity prices and fiscal policy design: Procyclical despite a rule,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 161-180, March.
- Hilde C. Bjornland & Leif Anders Thorsrud, 2016. "Commodity prices and fiscal policy design: Procyclical despite a rule," CAMA Working Papers 2016-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
More about this item
Keywords
Bayesian inference; Dynamic linear models; Monte Carlo integration; Task-based fMRI;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:163:y:2021:i:c:s0167947321001316. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.