Concepedia

Bayesian Dynamic Models

Bayesian Dynamic Models is a class of statistical models that incorporate time-varying parameters and latent states, distinguished by the application of Bayesian inference to update probabilistic beliefs about the evolving system dynamics through sequential data observation.

971

Publications

52.5K

Citations

2.6K

Authors

1K

Institutions

Publications per year

2017–2026

352

Parents

Publications

971

Bayesian Analysis of DSGE Models

Sungbae An, Frank Schorfheide · Econometric Reviews · 2007 · 1.3K citations

, , +17

Bayesian Methods for Dynamic Multivariate Models

Christopher A. Sims, Tao Zha · International Economic Review · 1998 · 1K citations

, , +13

Bayesian estimation of an open economy DSGE model with incomplete pass-through

Malin Adolfson, Stefan Laséen, Jesper Lindé et al. · Journal of International Economics · 2007 · 805 citations

, , +16

Bayesian Forecasting and Dynamic Models (2nd edn)

F P Wheeler · Journal of the Operational Research Society · 1998 · 684 citations

, , +13

Advances to Bayesian network inference for generating causal networks from observational biological data

Jing Yu, V. Anne Smith, Paul P. Wang et al. · Bioinformatics · 2004 · 680 citations · Full text

, , +15

1–5 of 971

Authors

2.6K

  1. BC
    Baoping Cai

    China University of Petroleum, East China, China

    15 publications · 1.3K citations

    15

    h-index

  2. MW
    Mike West

    Duke University, United States

    11 publications · 893 citations

    10

    h-index

  3. GK
    Gary Koop

    University of Strathclyde, United Kingdom

    9 publications · 373 citations

    9

    h-index

  4. ZL
    Zengkai Liu

    China University of Petroleum, East China, China

    9 publications · 701 citations

    9

    h-index

  5. FK
    Faisal Khan

    Memorial University of Newfoundland, Canada

    8 publications · 781 citations

    8

    h-index

1–5 of 2.6K

Institutions

1K

  1. China University of Petroleum, East China

    Qingdao, China

    20 h-index

    88 publications

    6.2K citations

  2. Duke University

    Durham, United States

    18 h-index

    34 publications

    3.5K citations

  3. University of Pennsylvania

    Philadelphia, United States

    12 h-index

    18 publications

    4K citations

  4. Centre National de la Recherche Scientifique

    Paris, France

    12 h-index

    29 publications

    830 citations

  5. Massachusetts Institute of Technology

    Cambridge, United States

    12 h-index

    29 publications

    1.8K citations

  6. Memorial University of Newfoundland

    St. John's, Canada

    11 h-index

    23 publications

    2.4K citations

  7. Tsinghua University

    Beijing, China

    11 h-index

    28 publications

    1.1K citations

  8. University College London

    London, United Kingdom

    11 h-index

    25 publications

    1.6K citations

1–8 of 1K

Venues

  1. Reliability Engineering & System Safety

    35 publications · 2.7K citations

    28

    h-index

  2. SSRN Electronic Journal

    Repository · 27 publications · 839 citations

    17

    h-index

  3. Journal of the American Statistical Association

    15 publications · 740 citations

    13

    h-index

  4. Journal of Econometrics

    13 publications · 1K citations

    13

    h-index

  5. Ocean Engineering

    12 publications · 430 citations

    12

    h-index

1–5