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.
- Moment Conditions and Bayesian Non-Parametrics (Q3120099) (← links)
- Reconciling Curvature and Importance Sampling Based Procedures for Summarizing Case Influence in Bayesian Models (Q3121559) (← links)
- Bayes estimates of muIti-criteria decision alternatives using Monte Carlo integration (Q3142170) (← links)
- Information Theoretic and Entropy Methods: An Overview (Q3518450) (← links)
- Generalized Safety First and a New Twist on Portfolio Performance (Q3518458) (← links)
- Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model (Q3525709) (← links)
- An efficient computational approach for prior sensitivity analysis and cross‐validation (Q3561483) (← links)
- Dirac Mixture Approximation for Nonlinear Stochastic Filtering (Q3564558) (← links)
- Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441) (← links)
- Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk (Q3625360) (← links)
- Identification of peer effects using group size variation (Q3653358) (← links)
- SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration (Q4017563) (← links)
- Adaptive mixture importance sampling (Q4212978) (← links)
- Using simulation methods for bayesian econometric models: inference, development,and communication (Q4237828) (← links)
- Nonlinear and nonnormal filter using importance sampling: antithetic monte carlo integration (Q4266856) (← links)
- BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES (Q4272766) (← links)
- A MCMC algorithm to fit a general exchangeable model (Q4337281) (← links)
- On markov chain monte carlo methods for nonlinear and non-gaussian state-space models (Q4488750) (← links)
- Bayesian regression analysis of data with censored initiating and terminating times: applications to aids (Q4493697) (← links)
- State Space Modeling & Bayesian Inference with Computational Intelligence (Q4598028) (← links)
- Cross-entropy method for estimation of posterior expectation in Bayesian VAR models (Q4605269) (← links)
- A Bayesian Hierarchical Approach for Combining Case‐Control and Prospective Studies (Q4666659) (← links)
- BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION (Q4680626) (← links)
- Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities (Q4781928) (← links)
- A bayesian analysis of trend determination in economic time series (Q4853083) (← links)
- Regenerative Markov Chain Importance Sampling (Q4976578) (← links)
- Granger-causal analysis of GARCH models: A Bayesian approach (Q5034254) (← links)
- (Q5053193) (← links)
- Method G: Uncertainty Quantification for Distributed Data Problems Using Generalized Fiducial Inference (Q5066479) (← links)
- A Survey of Sequential Monte Carlo Methods for Economics and Finance (Q5080148) (← links)
- Disparity, Shortfall, and Twice-Endogenous HARA Utility (Q5080558) (← links)
- Notes on misspecifying the random effects distribution regarding analysis under the AB/BA crossover trial in dichotomous data – a Monte Carlo evaluation (Q5087945) (← links)
- The characterization of Monte Carlo errors for the quantification of the value of forensic evidence (Q5106875) (← links)
- A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge? (Q5127060) (← links)
- Bayesian model comparison for compartmental models with applications in positron emission tomography (Q5128988) (← links)
- Monte Carlo sampling from the quantum state space. I (Q5142614) (← links)
- ESTIMATION OF DYNAMIC DISCRETE CHOICE MODELS BY MAXIMUM LIKELIHOOD AND THE SIMULATED METHOD OF MOMENTS (Q5257873) (← links)
- Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions (Q5269863) (← links)
- Adaptive importance sampling in monte carlo integration (Q5287303) (← links)
- Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics (Q5292340) (← links)
- Bayesian Analysis of DSGE Models (Q5292342) (← links)
- Two-Stage Importance Sampling With Mixture Proposals (Q5406362) (← links)
- A New Approach to Importance Sampling in Taylor’s Stochastic Volatility Model (Q5415872) (← links)
- A Bayesian analysis of log-periodic precursors to financial crashes (Q5475309) (← links)
- The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis (Q5484691) (← links)
- Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form (Q5485104) (← links)
- Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (Q5485108) (← links)
- Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models (Q5485110) (← links)
- Transformations and Hardy--Krause Variation (Q5739961) (← links)
- Ensemble Kalman Sampler: Mean-field Limit and Convergence Analysis (Q5858114) (← links)
