Further experience in Bayesian analysis using Monte Carlo integration

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

Cites Work

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Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
Further experience in Bayesian analysis using Monte Carlo integration
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On the Problem of Runs
A switching regression method using inequality conditions
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The Final Form of Econometric Equation Systems
Limited Information Analysis of a Small Underidentified Macroeconomic Model

Cited In (24)

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

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