Bayesian Inference in Econometric Models Using Monte Carlo Integration
From MaRDI portal
Recommendations
- Bayesian Econometrics
- Bayesian Econometric Methods
- scientific article; zbMATH DE number 233044
- Bayesian analysis in econometrics
- scientific article; zbMATH DE number 4098587
- scientific article; zbMATH DE number 3993492
- scientific article; zbMATH DE number 941484
- A Bayesian approach to dynamic macroeconomics
Cited in
(only showing first 100 items - show all)- Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model
- Bayesian analysis of nested logit model by Markov chain Monte Carlo.
- Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations
- Regenerative Markov chain importance sampling
- Bayesian fan charts for U.K. Inflation: Forecasting and sources of uncertainty in an evolving monetary system
- State space modeling \& Bayesian inference with computational intelligence
- Asymptotic Bayesian analysis based on a limited information estimator
- An efficient computational approach for prior sensitivity analysis and cross‐validation
- Dirac mixture approximation for nonlinear stochastic filtering
- An empirical analysis of earnings dynamics among men in the PSID: 1968--1989
- A Bayesian approach to dynamic macroeconomics
- A Nonparametric Bayesian Estimator of Copula Density with Applications to Financial Market
- Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
- Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics
- Bayesian causal effects in quantiles: accounting for heteroscedasticity
- A regularized bridge sampler for sparsely sampled diffusions
- Distributional imputation for the analysis of censored recurrent events
- Autoregressive Moving Average Infinite Hidden Markov-Switching Models
- Copula-Based Random Effects Models for Clustered Data
- Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach
- Bayesian and non Bayesian estimations on the exponentiated modified Weibull distribution for progressive censored sample
- Exact predictive densities for linear models with ARCH disturbances
- Dynamic filtering of static dipoles in magnetoencephalography
- Posterior analysis of state space model with spherical symmetricity
- Bayes estimates of muIti-criteria decision alternatives using Monte Carlo integration
- Posterior simulation and Bayes factors in panel count data models
- Maximum likelihood estimation of partially observed diffusion models
- Efficient simulated maximum likelihood estimation through explicitly parameter dependent importance sampling
- Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
- Causal inference in the absence of positivity: the role of overlap weights
- A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence
- Computing highly accurate confidence limits from discrete data using importance sampling
- Safe adaptive importance sampling: a mixture approach
- A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches
- Bayesian exploratory factor analysis
- Nonlinear random effects mixture models: maximum likelihood estimation via the EM algorithm
- Efficient and accurate approximate Bayesian inference with an application to insurance data
- Particle efficient importance sampling
- Using simulation methods for bayesian econometric models: inference, development,and communication
- Inference in two-piece location-scale models with Jeffreys priors
- Nonlinear and nonnormal filter using importance sampling: antithetic monte carlo integration
- Estimation of dynamic and ARCH Tobit models
- Lazy ABC
- Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities
- Factor analysis with (mixed) observed and latent variables in the exponential family
- Importance sampling algorithms for Bayesian networks: principles and performance
- scientific article; zbMATH DE number 1943892 (Why is no real title available?)
- Learning Bayesian networks for discrete data
- Bayesian inference for circular distributions with unknown normalising constants
- On markov chain monte carlo methods for nonlinear and non-gaussian state-space models
- Approximating evidence via bounded harmonic means
- A Bayesian parametric and nonparametric approach for the imputation of multivariate left-censored data due to limit of detection
- Dynamic Mixture of Experts Models for Online Prediction
- Maximum likelihood estimation of factor and ideal point models for paired comparison data
- ESTIMATION OF DYNAMIC DISCRETE CHOICE MODELS BY MAXIMUM LIKELIHOOD AND THE SIMULATED METHOD OF MOMENTS
- Bayesian inference and model comparison for random choice structures
- Antithetic acceleration of Monte Carlo integration in Bayesian inference
- Information Theoretic and Entropy Methods: An Overview
- From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s
- Nonstandard central limit theorems for Markov chains
- Theoretical analysis and practical insights on importance sampling in Bayesian networks
- Bandwidth selection in pre-smoothed particle filters
- Systemic decision making in AHP: a Bayesian approach
- Bayesian analysis of periodic asymmetric power GARCH models
- Testing the assumptions behind importance sampling
- General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals
- Disparity, shortfall, and twice-endogenous HARA utility
- The two-piece normal, binormal, or double Gaussian distribution: its origin and rediscoveries
- Low-rank separated representation surrogates of high-dimensional stochastic functions: application in Bayesian inference
- A variational maximization-maximization algorithm for generalized linear mixed models with crossed random effects
- Posterior exploration based sequential Monte Carlo for global optimization
- Sequentially adaptive Bayesian learning algorithms for inference and optimization
- A probabilistic diagnostic for Laplace approximations: introduction and experimentation
- Better confidence intervals for importance sampling
- SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
- Methods for computing marginal data densities from the Gibbs output
- Financial econometrics: Past developments and future challenges
- Bayesian estimation and forecasting in nonlinear models. Application to an LSTAR model
- Efficient importance sampling in mixture frameworks
- Challenges and opportunities for twenty first century Bayesian econometricians: a personal view
- Sequential Monte Carlo with model tempering
- Quantification of empirical determinacy: The impact of likelihood weighting on posterior location and spread in Bayesian meta-analysis estimated with JAGS and INLA
- Demystifying double robustness: a comparison of alternative strategies for estimating a population mean from incomplete data
- Real-time rational expectations and indeterminacy
- scientific article; zbMATH DE number 4056858 (Why is no real title available?)
- SampleSearch: importance sampling in presence of determinism
- Seminonparametric Bayesian estimation of the asymptotically ideal production model
- Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function
- A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series
- Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
- Estimation and application of the vector-valued AR-GoGARCH models: symmetric and asymmetric innovations
- Keeping the balance -- bridge sampling for marginal likelihood estimation in finite mixture, mixture of experts and Markov mixture models
- Reconciling the term structure of interest rates with the consumption-based ICAP model
- A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models
- An iterative version of the adaptive Gaussian mixture filter
- Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model
- Laplace approximation for logistic Gaussian process density estimation and regression
- Alternative sampling methods for estimating multivariate normal probabilities
- Efficient simulations for a Bernoulli mixture model of portfolio credit risk
- The HESSIAN method: highly efficient simulation smoothing, in a nutshell
This page was built for publication: Bayesian Inference in Econometric Models Using Monte Carlo Integration
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4733274)