Pages that link to "Item:Q1398964"

The following pages link to An MCMC approach to classical estimation. (Q1398964):

Displaying 50 items.

• Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity (Q114810) (← links)
• Quasi-maximum likelihood estimation for conditional quantiles (Q265018) (← links)
• Finite sample Bernstein-von Mises theorem for semiparametric problems (Q273627) (← links)
• MCMC maximum likelihood for latent state models (Q276938) (← links)
• Bayesian analysis of a Tobit quantile regression model (Q278500) (← links)
• Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
• Instrumental quantile regression inference for structural and treatment effect models (Q291713) (← links)
• Impulse response matching estimators for DSGE models (Q341903) (← links)
• Model selection in binary and Tobit quantile regression using the Gibbs sampler (Q433242) (← links)
• Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles (Q433696) (← links)
• Bayesian empirical likelihood for quantile regression (Q447855) (← links)
• Posterior consistency of nonparametric conditional moment restricted models (Q449980) (← links)
• On Bayesian estimation via divergences (Q466196) (← links)
• Critical dimension in the semiparametric Bernstein-von Mises theorem (Q492184) (← links)
• Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies (Q494378) (← links)
• Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference (Q494390) (← links)
• Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
• Conditional empirical likelihood for quantile regression models (Q506571) (← links)
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) (← links)
• Further improvements in the calculation of censored quantile regressions (Q609233) (← links)
• \(\sqrt n\)-consistent robust integration-based estimation (Q632755) (← links)
• Econometric analysis of jump-driven stochastic volatility models (Q737254) (← links)
• Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
• Bayesian averaging, prediction and nonnested model selection (Q738162) (← links)
• Improving the computation of censored quantile regressions (Q1020790) (← links)
• A Bayesian propensity score adjustment for latent variable modeling and MCMC algorithm (Q1023467) (← links)
• The macroeconomic effects of uncertainty shocks: the role of the financial channel (Q1655740) (← links)
• On selection of statistics for approximate Bayesian computing (or the method of simulated moments) (Q1659104) (← links)
• A Bayesian data combination approach for repeated durations under unobserved missing indicators: application to interpurchase-timing in marketing (Q1663101) (← links)
• Bayesian estimation of state space models using moment conditions (Q1676368) (← links)
• Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting (Q1695658) (← links)
• Bayesian regularisation in geoadditive expectile regression (Q1703837) (← links)
• Bayesian fractional posteriors (Q1731743) (← links)
• A computationally efficient fixed point approach to dynamic structural demand estimation (Q1739880) (← links)
• Penalized indirect inference (Q1754510) (← links)
• The ABC of simulation estimation with auxiliary statistics (Q1754514) (← links)
• Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale (Q1754515) (← links)
• Generalized indirect inference for discrete choice models (Q1754519) (← links)
• On Bayesian oracle properties (Q1757672) (← links)
• A frequentist approach to Bayesian asymptotics (Q1792448) (← links)
• The numerical delta method (Q1792450) (← links)
• Specification tests based on MCMC output (Q1792489) (← links)
• Conjugate priors and variable selection for Bayesian quantile regression (Q1800091) (← links)
• Robust Bayes-like estimation: rho-Bayes estimation (Q1996790) (← links)
• A closed-form estimator for quantile treatment effects with endogeneity (Q2000825) (← links)
• A Bayesian robust chi-squared test for testing simple hypotheses (Q2024459) (← links)
• Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
• Gibbs posterior inference on multivariate quantiles (Q2059460) (← links)
• Consistency without compactness of the parameter space in spatial econometrics (Q2069998) (← links)
• Analyzing cross-validation for forecasting with structural instability (Q2074617) (← links)