Pages that link to "Item:Q5080510"

The following pages link to Marginal Likelihood Estimation with the Cross-Entropy Method (Q5080510):

Displaying 11 items.

• Reconciling output gaps: unobserved components model and Hodrick-Prescott filter (Q1655554) (← links)
• Comparing hybrid time-varying parameter VARs (Q1787975) (← links)
• Bayesian updating and marginal likelihood estimation by cross entropy based importance sampling (Q2106964) (← links)
• Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities (Q2172117) (← links)
• Cross-entropy method for estimation of posterior expectation in Bayesian VAR models (Q4605269) (← links)
• Invariant Inference and Efficient Computation in the Static Factor Model (Q4962447) (← links)
• Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series (Q5861000) (← links)
• Specification tests for time-varying parameter models with stochastic volatility (Q5862501) (← links)
• Modelling mortality: A bayesian factor-augmented var (favar) approach (Q6105762) (← links)
• Comparing stochastic volatility specifications for large Bayesian VARs (Q6108307) (← links)
• The importance of supply and demand for oil prices: Evidence from non‐Gaussianity (Q6185465) (← links)