Bayesian Inference in Econometric Models Using Monte Carlo Integration (Q4733274)
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scientific article; zbMATH DE number 4119463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Inference in Econometric Models Using Monte Carlo Integration |
scientific article; zbMATH DE number 4119463 |
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Bayesian Inference in Econometric Models Using Monte Carlo Integration (English)
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1989
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Markov chain model
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ARCH linear model
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Monte Carlo integration
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importance sampling
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econometric models
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numerical approximation of a posterior moment
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multivariate normal
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Student t approximations
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automatic rescaling
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relative numerical efficiency
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