Pages that link to "Item:Q280238"

The following pages link to On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks (Q280238):

Displaying 22 items.

• Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (Q277157) (← links)
• Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small (Q280242) (← links)
• A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation (Q528082) (← links)
• On the precision of Calvo parameter estimates in structural NKPC models (Q602853) (← links)
• Bayesian estimation and inference for log-ACD models (Q736572) (← links)
• Reversible jump MCMC in mixtures of normal distributions with the same component means (Q961211) (← links)
• Bayesian estimation of smoothly mixing time-varying parameter GARCH models (Q1623521) (← links)
• Multi-objective optimization using statistical models (Q1728516) (← links)
• Sequentially adaptive Bayesian learning algorithms for inference and optimization (Q1740339) (← links)
• Importance sampling from posterior distributions using copula-like approximations (Q1740341) (← links)
• A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood (Q1927121) (← links)
• Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution (Q1927130) (← links)
• Estimation uncertainty in structural inflation models with real wage rigidities (Q2445709) (← links)
• Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility (Q4555071) (← links)
• A Survey of Sequential Monte Carlo Methods for Economics and Finance (Q5080148) (← links)
• Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo (Q5080436) (← links)
• Bayesian Instrumental Variables: Priors and Likelihoods (Q5080439) (← links)
• Marginal Likelihood Estimation with the Cross-Entropy Method (Q5080510) (← links)
• Semi-parametric expected shortfall forecasting in financial markets (Q5106839) (← links)
• A generalized class of skew distributions and associated robust quantile regression models (Q5175764) (← links)
• Challenges and opportunities for twenty first century Bayesian econometricians: a personal view (Q6645230) (← links)
• Bayesian reconciliation of return predictability (Q6645244) (← links)