Further experience in Bayesian analysis using Monte Carlo integration

DOI10.1016/0304-4076(80)90030-5zbMath0465.62106OpenAlexW2142418702MaRDI QIDQ1154774

Teun Kloek, Hermann K. Van Dijk

Publication date: 1980

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://ageconsearch.umn.edu/record/272261

zbMATH Keywords

uniform priornine-parameter model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Related Items (23)

Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques* ⋮ 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 ⋮ The implementation of the bayesian paradigm ⋮ Adaptive importance sampling in monte carlo integration ⋮ Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods ⋮ A numerical Bayesian test for cointegration of AR processes ⋮ A study of RCINAR(1) process with generalized negative binomial marginals ⋮ SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration ⋮ A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood ⋮ Optimal privatization portfolios in the presence of arbitrary risk aversion ⋮ From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s ⋮ Further experience in Bayesian analysis using Monte Carlo integration ⋮ Importance sampling from posterior distributions using copula-like approximations ⋮ A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation ⋮ Estimating the Effect of Parameter Uncertainty in Repeated Sample Surveys ⋮ Bayesian analysis in econometrics ⋮ A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches ⋮ Hyperparameter estimation in forecast models. ⋮ The robustness of simulation-based Markovian transition probabilities for ultra-small samples of non-performing credit ⋮ Some remarks on the simulation revolution in bayesian econometric inference ⋮ Bayes estimates of muIti-criteria decision alternatives using Monte Carlo integration ⋮ Posterior moments computed by mixed integration ⋮ Bayesian bootstrap multivariate regression

Cites Work

• A switching regression method using inequality conditions
• Further experience in Bayesian analysis using Monte Carlo integration
• The Final Form of Econometric Equation Systems
• Limited Information Analysis of a Small Underidentified Macroeconomic Model
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• On the Problem of Runs
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Further experience in Bayesian analysis using Monte Carlo integration