Pages that link to "Item:Q4733274"
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The following pages link to Bayesian Inference in Econometric Models Using Monte Carlo Integration (Q4733274):
Displaying 50 items.
- Financial econometrics: Past developments and future challenges (Q1841086) (← links)
- Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (Q1867740) (← links)
- Bayesian analysis of nested logit model by Markov chain Monte Carlo. (Q1868968) (← links)
- Bayesian bootstrap multivariate regression (Q1868969) (← links)
- Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods (Q1886281) (← links)
- A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood (Q1927121) (← links)
- Real-time rational expectations and indeterminacy (Q1934812) (← links)
- A survey of Bayesian predictive methods for model assessment, selection and comparison (Q1951655) (← links)
- Case-deletion importance sampling estimators: central limit theorems and related results (Q1951773) (← links)
- Use in practice of importance sampling for repeated MCMC for Poisson models (Q1952059) (← links)
- A Bayesian approach to computing posterior distribution and quantile functions (Q1969148) (← links)
- Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach (Q1971785) (← links)
- Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
- Safe adaptive importance sampling: a mixture approach (Q2039792) (← links)
- Ensemble Kalman inversion for nonlinear problems: weights, consistency, and variance bounds (Q2072641) (← links)
- Efficient particle smoothing for Bayesian inference in dynamic survival models (Q2135903) (← links)
- The dynamic factor network model with an application to international trade (Q2173192) (← links)
- Partially censored posterior for robust and efficient risk evaluation (Q2190228) (← links)
- Properties of the bridge sampler with a focus on splitting the MCMC sample (Q2195825) (← links)
- Semiparametric thurstonian models for recurrent choices: a Bayesian analysis (Q2260983) (← links)
- Seminonparametric Bayesian estimation of the asymptotically ideal production model (Q2277744) (← links)
- Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership (Q2303060) (← links)
- Generalized multiple importance sampling (Q2325623) (← links)
- Keeping the balance -- bridge sampling for marginal likelihood estimation in finite mixture, mixture of experts and Markov mixture models (Q2330483) (← links)
- Bayesian inference and model comparison for random choice structures (Q2343780) (← links)
- Periodic autoregressive stochastic volatility (Q2412761) (← links)
- Alternative sampling methods for estimating multivariate normal probabilities (Q2439057) (← links)
- Methods for computing marginal data densities from the Gibbs output (Q2440391) (← links)
- Dynamic filtering of static dipoles in magnetoencephalography (Q2443159) (← links)
- Generalized dynamic panel data models with random effects for cross-section and time (Q2451769) (← links)
- Theoretical analysis and practical insights on importance sampling in Bayesian networks (Q2463642) (← links)
- A computational method for ranking \(L\)-products of parameters (Q2463658) (← links)
- Bayesian estimation via sequential Monte Carlo sampling-Constrained dynamic systems (Q2466922) (← links)
- Importance sampling algorithms for Bayesian networks: principles and performance (Q2473194) (← links)
- Learning parameters of Bayesian networks from incomplete data via importance sampling (Q2499050) (← links)
- Relevance of functional flexibility for heterogeneous sales response models: a comparison of parametric and semi-nonparametric models (Q2503072) (← links)
- Factor analysis with (mixed) observed and latent variables in the exponential family (Q2511853) (← links)
- Efficient simulated maximum likelihood estimation through explicitly parameter dependent importance sampling (Q2512765) (← links)
- Approximating cross-validatory predictive evaluation in Bayesian latent variable models with integrated IS and WAIC (Q2628889) (← links)
- Lazy ABC (Q2631356) (← links)
- Bayesian variable selection for latent class analysis using a collapsed Gibbs sampler (Q2631382) (← links)
- Bayesian analysis of periodic asymmetric power GARCH models (Q2697099) (← links)
- Layer Sampling (Q2809586) (← links)
- Prediction of individual long-term outcomes in smoking cessation trials using frailty models (Q2893389) (← links)
- Nonstandard central limit theorems for Markov chains (Q2907971) (← links)
- New proposals for the quantification of qualitative survey data (Q3018665) (← links)
- Sequential Monte Carlo methods for multi-aircraft trajectory prediction in air traffic management (Q3064299) (← links)
- BETTER CONFIDENCE INTERVALS FOR IMPORTANCE SAMPLING (Q3067164) (← links)
- A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series (Q3086366) (← links)
- Bayesian and Non Bayesian Estimations on the Exponentiated Modified Weibull Distribution for Progressive Censored Sample (Q3102881) (← links)
