Further experience in Bayesian analysis using Monte Carlo integration

DOI10.1016/0304-4076(80)90030-5MaRDI QIDQ1154774zbMATH OpenOpenAlexFDO

Authors Herman K. Van Dijk, Teun Kloek

Publication date 1980

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL http://ageconsearch.umn.edu/record/272261

zbMATH Keywords

uniform priornine-parameter model

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Cites work

• scientific article; zbMATH DE number 3456410 (Why is no real title available?)
• scientific article; zbMATH DE number 3538668 (Why is no real title available?)
• scientific article; zbMATH DE number 3597760 (Why is no real title available?)
• scientific article; zbMATH DE number 3436543 (Why is no real title available?)
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• A switching regression method using inequality conditions
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• Further experience in Bayesian analysis using Monte Carlo integration
• Limited Information Analysis of a Small Underidentified Macroeconomic Model
• On the Problem of Runs
• The Final Form of Econometric Equation Systems

Cited in

(24)

• The robustness of simulation-based Markovian transition probabilities for ultra-small samples of non-performing credit
• Some remarks on the simulation revolution in bayesian econometric inference
• A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
• Posterior moments computed by mixed integration
• Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
• Further experience in Bayesian analysis using Monte Carlo integration
• 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
• A study of RCINAR(1) process with generalized negative binomial marginals
• SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
• A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches
• Bayesian analysis in econometrics
• Challenges and opportunities for twenty first century Bayesian econometricians: a personal view
• From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s
• Adaptive importance sampling in monte carlo integration
• The implementation of the bayesian paradigm
• Hyperparameter estimation in forecast models.
• Estimating the Effect of Parameter Uncertainty in Repeated Sample Surveys
• Optimal privatization portfolios in the presence of arbitrary risk aversion
• Bayesian bootstrap multivariate regression
• A numerical Bayesian test for cointegration of AR processes
• Bayes estimates of muIti-criteria decision alternatives using Monte Carlo integration
• Importance sampling from posterior distributions using copula-like approximations
• Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
• A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood

This page was built for publication: Further experience in Bayesian analysis using Monte Carlo integration

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1154774)