Pages that link to "Item:Q2655891"

The following pages link to Efficient simulation and integrated likelihood estimation in state space models (Q2655891):

Displaying 50 items.

• Direct fitting of dynamic models using integrated nested Laplace approximations -- INLA (Q434960) (← links)
• Efficient likelihood estimation in state space models (Q449965) (← links)
• Simulation smoothing for state-space models: a computational efficiency analysis (Q452558) (← links)
• Pitfalls of estimating the marginal likelihood using the modified harmonic mean (Q500578) (← links)
• The HESSIAN method: highly efficient simulation smoothing, in a nutshell (Q527930) (← links)
• Simulated maximum likelihood in nonlinear continuous-discrete state space models: importance sampling by approximate smoothing (Q1424631) (← links)
• Fast computation of the deviance information criterion for latent variable models (Q1659173) (← links)
• Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility (Q1672741) (← links)
• Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification (Q1740344) (← links)
• Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target (Q1783450) (← links)
• Comparing hybrid time-varying parameter VARs (Q1787975) (← links)
• Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine (Q2000331) (← links)
• Forecasting Swiss exports using Bayesian forecast reconciliation (Q2030726) (← links)
• Simple estimators and inference for higher-order stochastic volatility models (Q2043263) (← links)
• The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises (Q2136958) (← links)
• Reducing the state space dimension in a large TVP-VAR (Q2190242) (← links)
• A fast and efficient Markov chain Monte Carlo method for market microstructure model (Q2244387) (← links)
• Speculative bubbles in present-value models: a Bayesian Markov-switching state space approach (Q2246584) (← links)
• The horseshoe prior for time-varying parameter VARs and monetary policy (Q2246638) (← links)
• Efficient matrix approach for classical inference in state space models (Q2311132) (← links)
• Moving average stochastic volatility models with application to inflation forecast (Q2442456) (← links)
• A re-examination of Libor rigging: a time-varying cointegration perspective (Q4555146) (← links)
• Statistical algorithms for models in state space using SsfPack 2.2 (Q4705831) (← links)
• Review of SsfPack 2.2: statistical algorithms for models in state space (Q4705832) (← links)
• Efficient Likelihood Evaluation of State-Space Representations (Q4922019) (← links)
• Marginal Likelihood Estimation with the Cross-Entropy Method (Q5080510) (← links)
• (Q5120602) (← links)
• Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series (Q5861000) (← links)
• Specification tests for time-varying parameter models with stochastic volatility (Q5862501) (← links)
• A new Bayesian model for contagion and interdependence (Q5867571) (← links)
• The exact likelihood for a state space model with stochastic inputs (Q5948831) (← links)
• BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS (Q6088682) (← links)
• Precision-based sampling for state space models that have no measurement error (Q6094495) (← links)
• Modelling mortality: A bayesian factor-augmented var (favar) approach (Q6105762) (← links)
• Comparing stochastic volatility specifications for large Bayesian VARs (Q6108307) (← links)
• Dividend suspensions and cash flows during the Covid-19 pandemic: a dynamic econometric model (Q6108314) (← links)
• Forecasting emergency department waiting time using a state space representation (Q6149284) (← links)
• Measuring the trend real interest rate in a data-rich environment (Q6164826) (← links)
• High-dimensional conditionally Gaussian state space models with missing data (Q6175545) (← links)
• Large stochastic volatility in mean VARs (Q6175547) (← links)
• Large Hybrid Time-Varying Parameter VARs (Q6190698) (← links)
• Advances in nowcasting economic activity: the role of heterogeneous dynamics and fat tails (Q6193076) (← links)
• Multi-population mortality modelling: a Bayesian hierarchical approach (Q6494322) (← links)
• Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP (Q6556125) (← links)
• Dynamic hysteresis effects (Q6572648) (← links)
• Structured prior distributions for the covariance matrix in latent factor models (Q6581682) (← links)
• The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling (Q6616594) (← links)
• Identification of Structural Vector Autoregressions by Stochastic Volatility (Q6620855) (← links)
• Machine Learning Time Series Regressions With an Application to Nowcasting (Q6620932) (← links)
• Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models (Q6621002) (← links)