Pages that link to "Item:Q1676368"
From MaRDI portal
The following pages link to Bayesian estimation of state space models using moment conditions (Q1676368):
Displaying 14 items.
- Efficient estimation of conditionally linear and Gaussian state space models (Q485736) (← links)
- Comparing dynamic equilibrium models to data: a Bayesian approach (Q899524) (← links)
- Bayesian estimation of state-space models applied to deconvolution of Bernoulli-Gaussian processes (Q1391843) (← links)
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
- Directional technology distance functions through duality (Q2180754) (← links)
- Endogenous dynamic efficiency in the intertemporal optimization models of firm behavior (Q2301969) (← links)
- Bayesian prediction mean squared error for state space models with estimated parameters (Q2703256) (← links)
- Moment Conditions and Bayesian Non-Parametrics (Q3120099) (← links)
- Bayesian Estimation and Comparison of Moment Condition Models (Q3121558) (← links)
- Minimum bias priors for estimating parameters of additive terms in state-space models (Q4841520) (← links)
- Editors' introduction (Q5915738) (← links)
- Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling. (Q5941546) (← links)
- Fully Bayesian analysis of switching Gaussian state space models (Q5960134) (← links)
- Measures of global sensitivity in linear programming: applications in banking sector (Q6148806) (← links)
