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
From MaRDI portal
(Redirected from Publication:280238)
Recommendations
Cites work
- scientific article; zbMATH DE number 15816 (Why is no real title available?)
- scientific article; zbMATH DE number 947416 (Why is no real title available?)
- scientific article; zbMATH DE number 1865388 (Why is no real title available?)
- scientific article; zbMATH DE number 3390199 (Why is no real title available?)
- scientific article; zbMATH DE number 3196612 (Why is no real title available?)
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
- Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Bayesian Limited Information Analysis of the Simultaneous Equations Model
- Bayesian and classical approaches to instrumental variable regression
- Bayesian regression analysis using poly-t densities
- Density estimation through convex combinations of densities: Approximation and estimation bounds
- Equation of state calculations by fast computing machines
- Estimating long-run relationships from dynamic heterogeneous panels
- Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
- Further experience in Bayesian analysis using Monte Carlo integration
- Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
- Identification and Estimation of Local Average Treatment Effects
- Instrumental Variables Regression with Weak Instruments
- Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
- Markov chains for exploring posterior distributions. (With discussion)
- Monte Carlo sampling methods using Markov chains and their applications
- Multilayer feedforward networks are universal approximators
- On the representation of continuous functions of many variables by superposition of continuous functions of one variable and addition
- Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
- Statistical decision theory and Bayesian analysis. 2nd ed
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- The elements of statistical learning. Data mining, inference, and prediction
- Weak Priors and Sharp Posteriors in Simultaneous Equation Models
Cited in
(22)- Reversible jump MCMC in mixtures of normal distributions with the same component means
- Estimation uncertainty in structural inflation models with real wage rigidities
- Importance sampling from posterior distributions using copula-like approximations
- Marginal Likelihood Estimation with the Cross-Entropy Method
- Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility
- Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data
- Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
- A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
- Bayesian analysis of instrumental variable models: acceptance-rejection within direct Monte Carlo
- A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
- Bayesian estimation and inference for log-ACD models
- On the precision of Calvo parameter estimates in structural NKPC models
- Multi-objective optimization using statistical models
- Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution
- Bayesian estimation of smoothly mixing time-varying parameter GARCH models
- A generalized class of skew distributions and associated robust quantile regression models
- Sequentially adaptive Bayesian learning algorithms for inference and optimization
- Challenges and opportunities for twenty first century Bayesian econometricians: a personal view
- Bayesian reconciliation of return predictability
- Semi-parametric expected shortfall forecasting in financial markets
- A survey of sequential Monte Carlo methods for economics and finance
- Bayesian Instrumental Variables: Priors and Likelihoods
This page was built for publication: 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
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q280238)
