Some remarks on the simulation revolution in bayesian econometric inference

DOI10.1080/07474939908800432zbMath0930.62108OpenAlexW2165793559MaRDI QIDQ4237832

H. K. van Dijh

Publication date: 13 February 2000

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939908800432

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15)

Related Items (1)

A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood

Cites Work

• Posterior moments computed by mixed integration
• Further experience in Bayesian analysis using Monte Carlo integration
• Strategic financial risk management and operations research
• SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo

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