Pages that link to "Item:Q4733274"

The following pages link to Bayesian Inference in Econometric Models Using Monte Carlo Integration (Q4733274):

Displaying 50 items.

• Is the market price of risk infinite? (Q1038085) (← links)
• A general approach to Bayesian portfolio optimization (Q1040692) (← links)
• Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo (Q1068503) (← links)
• Antithetic acceleration of Monte Carlo integration in Bayesian inference (Q1117663) (← links)
• Exact predictive densities for linear models with ARCH disturbances (Q1118320) (← links)
• Bayesian reduced rank regression in econometrics (Q1126468) (← links)
• Modeling publication bias using weighted distributions in a Bayesian framework. (Q1128453) (← links)
• ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
• Bayes inference in the Tobit censored regression model (Q1186049) (← links)
• Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
• Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model (Q1195779) (← links)
• Forecasting time series with common seasonal patterns (with discussion) (Q1203075) (← links)
• Bayesian analysis of logit models using natural conjugate priors (Q1209891) (← links)
• Posterior simulation and Bayes factors in panel count data models (Q1298436) (← links)
• Block recursion and structural vector autoregressions (Q1298471) (← links)
• Analysis of the posterior for spline estimators in logistic regression (Q1299436) (← links)
• Asymptotic Bayesian analysis based on a limited information estimator (Q1305680) (← links)
• Bayesian estimation and forecasting in nonlinear models. Application to an LSTAR model (Q1342683) (← links)
• Reconciling the term structure of interest rates with the consumption-based ICAP model (Q1351345) (← links)
• General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals (Q1360109) (← links)
• Bayesian analysis of long memory and persistence using ARFIMA models (Q1362033) (← links)
• Monte-Carlo evaluation of multivariate normal probabilities (Q1362040) (← links)
• Measuring information loss due to inconsistencies in duration data from longitudinal surveys (Q1362494) (← links)
• On Monte Carlo methods for estimating ratios of normalizing constants (Q1372847) (← links)
• The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches (Q1377312) (← links)
• Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations (Q1377315) (← links)
• Nonlinear and nonnormal filters using Monte Carlo methods (Q1390884) (← links)
• An empirical analysis of earnings dynamics among men in the PSID: 1968--1989 (Q1573365) (← links)
• Robust Bayesian displays for standard inferences concerning a normal mean (Q1575399) (← links)
• Importance sampling in Bayesian networks using probability trees. (Q1583491) (← links)
• A Bayesian approach to dynamic macroeconomics (Q1586547) (← links)
• Maximum likelihood estimation of factor and ideal point models for paired comparison data (Q1604277) (← links)
• Efficient importance sampling in mixture frameworks (Q1623542) (← links)
• Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
• A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations (Q1623807) (← links)
• A new Monte Carlo method for estimating marginal likelihoods (Q1631546) (← links)
• Merging MCMC subposteriors through Gaussian-process approximations (Q1631561) (← links)
• A new method for evaluation of the Fisher information matrix for discrete mixed effect models using Monte Carlo sampling and adaptive Gaussian quadrature (Q1654246) (← links)
• Posterior analysis of state space model with spherical symmetricity (Q1657905) (← links)
• Simulation-based fully Bayesian experimental design for mixed effects models (Q1663142) (← links)
• A variational maximization-maximization algorithm for generalized linear mixed models with crossed random effects (Q1682443) (← links)
• Posterior exploration based sequential Monte Carlo for global optimization (Q1685582) (← links)
• Efficient importance sampling in low dimensions using affine arithmetic (Q1695502) (← links)
• Efficient simulations for a Bernoulli mixture model of portfolio credit risk (Q1703543) (← links)
• Estimation of a digitised Gaussian ARMA model by Monte Carlo expectation maximisation (Q1727916) (← links)
• Sequentially adaptive Bayesian learning algorithms for inference and optimization (Q1740339) (← links)
• Importance sampling from posterior distributions using copula-like approximations (Q1740341) (← links)
• Importance sampling-based estimation over AND/OR search spaces for graphical models (Q1761277) (← links)
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models (Q1801424) (← links)
• Estimation of dynamic and ARCH Tobit models (Q1806698) (← links)