Importance sampling from posterior distributions using copula-like approximations
type: Item
instance of: scholarly article
title: Importance sampling from posterior distributions using copula-like approximations
zbMATH Open document ID: 1452.62219
author: Petros Dellaportas
author: Mike G. Tsionas
published in: Journal of Econometrics
publication date: 2019-04-30T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 7049087
zbMATH Keywords: Bayesian analysis
zbMATH Keywords: beta-Liouville distribution
zbMATH Keywords: GARCH
zbMATH Keywords: EGARCH
zbMATH Keywords: simultaneous equation model
zbMATH Keywords: vector autoregressive
describes a project that uses: MitISEM
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.11.004
OpenAlex ID: W2765858692
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Wikidata QID: Q128957665
DOI: 10.1016/J.JECONOM.2018.11.004
description: scientific article; zbMATH DE number 7049087