Pages that link to "Item:Q3100976"
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The following pages link to BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS (Q3100976):
Displayed 32 items.
- On particle methods for parameter estimation in state-space models (Q254462) (← links)
- Bandwidth selection in pre-smoothed particle filters (Q340850) (← links)
- On some properties of Markov chain Monte Carlo simulation methods based on the particle filter (Q528088) (← links)
- Non-linear DSGE models and the optimized central difference particle filter (Q647657) (← links)
- High dimensional dynamic stochastic copula models (Q888326) (← links)
- Particle efficient importance sampling (Q894644) (← links)
- Bayesian estimation of state space models using moment conditions (Q1676368) (← links)
- Particle Markov chain Monte Carlo techniques of unobserved component time series models using Ox (Q1695672) (← links)
- Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets (Q1704017) (← links)
- A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states (Q1706441) (← links)
- Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
- Efficiency of delayed-acceptance random walk metropolis algorithms (Q2054541) (← links)
- Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system (Q2147635) (← links)
- Estimating linearized heterogeneous agent models using panel data (Q2191489) (← links)
- Endogenous dynamic efficiency in the intertemporal optimization models of firm behavior (Q2301969) (← links)
- Subsampling MCMC -- an introduction for the survey statistician (Q2316968) (← links)
- Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins (Q2329809) (← links)
- Estimating dynamic equilibrium models with stochastic volatility (Q2343772) (← links)
- The use of a single pseudo-sample in approximate Bayesian computation (Q2361438) (← links)
- Marginal likelihood for Markov-switching and change-point GARCH models (Q2512618) (← links)
- Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks (Q2687889) (← links)
- Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models (Q3391260) (← links)
- Sequential Monte Carlo for fractional stochastic volatility models (Q4554435) (← links)
- Flexible Bayesian analysis of first price auctions using a simulated likelihood (Q4586183) (← links)
- Calibrating a Stochastic, Agent-Based Model Using Quantile-Based Emulation (Q4611533) (← links)
- Particle Markov Chain Monte Carlo Methods (Q4632633) (← links)
- Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models (Q5066477) (← links)
- A Survey of Sequential Monte Carlo Methods for Economics and Finance (Q5080148) (← links)
- The Gibbs sampler with particle efficient importance sampling for state-space models* (Q5860963) (← links)
- Particle Metropolis-Hastings using gradient and Hessian information (Q5963543) (← links)
- Full‐information estimation of heterogeneous agent models using macro and micro data (Q6088789) (← links)
- Variational Bayes in State Space Models: Inferential and Predictive Accuracy (Q6140307) (← links)