Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo

Cited in

(81)

Bayesian analysis of dichotomous quantal response models
Posterior moments computed by mixed integration
A 1-1 poly-t random variable generator with application to Monte Carlo integration
Bayesian analysis of switching regression models
Some aspects of prior elicitation problems in disequilibrium models
Structural time series modeling: A Bayesian approach
Antithetic acceleration of Monte Carlo integration in Bayesian inference
Exact predictive densities for linear models with ARCH disturbances
On the evaluation of poly-t density functions
Further experience in Bayesian analysis using Monte Carlo integration
Model occurrence and model selection in panel data sets
Bayes inference in the Tobit censored regression model
Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function
Bayesian regression analysis using poly-t densities
A numerical Bayesian test for cointegration of AR processes
Monte-Carlo evaluation of multivariate normal probabilities
Job search theory, labour supply and unemployement duration
The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches
Do UK stock prices deviate from fundamentals?
Efficient importance sampling in mixture frameworks
Bayesian option pricing using mixed normal heteroskedasticity models
Posterior analysis of state space model with spherical symmetricity
Optimal privatization portfolios in the presence of arbitrary risk aversion
Importance sampling from posterior distributions using copula-like approximations
Bayesian econometrics and forecasting. (With comments)
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables.
Bayesian bootstrap multivariate regression
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
Safe adaptive importance sampling: a mixture approach
Infinite-dimensional gradient-based descent for alpha-divergence minimisation
Aggregating heterogeneous-agent models with permanent income shocks
Seminonparametric Bayesian estimation of the asymptotically ideal production model
Methods for computing marginal data densities from the Gibbs output
The method of forced probabilities: a computation trick for Bayesian model evidence
Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market
Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data
Bayesian point estimation of the cointegration space
On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
Modeling the diffusion of scientific publications
The robustness of simulation-based Markovian transition probabilities for ultra-small samples of non-performing credit
THE ET INTERVIEW: ADRIAN PAGAN
Testing the assumptions behind importance sampling
Ranking and estimation of related means in two—way models—a Bayesian approach
GIBBS SAMPLERS FOR A SET OF SEEMINGLY UNRELATED REGRESSIONS
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model
Use of approximate bayesian methods for the block and basu bivariate exponential distribution
The implementation of the bayesian paradigm
A note on a posterior approximation in a heteroscedastic model
Using simulation methods for bayesian econometric models: inference, development,and communication
Some remarks on the simulation revolution in bayesian econometric inference
BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
A generalization of the compound rayleigh distribution: using a bayesian method on cancer survival times
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
Estimating the Effect of Parameter Uncertainty in Repeated Sample Surveys
Numerical simulations of stochastic inflation using importance sampling
A survey of sequential Monte Carlo methods for economics and finance
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
A Bayesian analysis of payday loans and their regulation
Adaptive importance sampling in monte carlo integration
Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics
Numerical stochastic inflation constrained by frozen noise
CDGCN: conditional de novo drug generative model using graph convolution networks
Effective error floor estimation based on importance sampling with the uniform distribution
Modified efficient importance sampling for partially non‐Gaussian state space models
New Bayesian approach to the estimation in simultaneous equations model
Computing Bayes: from then `til now
Approximating Bayes in the 21st century
Challenges and opportunities for twenty first century Bayesian econometricians: a personal view
Sequential Monte Carlo with model tempering
Bayesian reconciliation of return predictability
Declarative probabilistic logic programming in discrete-continuous domains
The economics of spatial mobility: theory and evidence using smartphone data
Recent advances in causal machine learning and dynamic policy learning
Dynamic demand estimation in auction markets
Channel simulation: theory and applications to lossy compression and differential privacy
A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches
Monte Carlo computation of the mean of a function with convex support
From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s
Improving MCMC, using efficient importance sampling

This page was built for publication: Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4153457)