scientific article; zbMATH DE number 1099382
From MaRDI portal
Publication:4369443
zbMath1074.65506MaRDI QIDQ4369443
Publication date: 28 January 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (24)
A flexible prior distribution for Markov switching autoregressions with Student-\(t\) errors ⋮ Forecasting with a noncausal VAR model ⋮ Efficient high-dimensional importance sampling ⋮ Likelihood approximation by numerical integration on sparse grids ⋮ Advanced economies and emerging markets: dissecting the drivers of business cycle synchronization ⋮ The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches ⋮ A Gibbs sampler for mixed logit analysis of differentiated product markets using aggregate data ⋮ A new heterogeneous multidimensional unfolding procedure ⋮ Alternative sampling methods for estimating multivariate normal probabilities ⋮ Efficient importance sampling maximum likelihood estimation of stochastic differential equations ⋮ A non-Gaussian spatial generalized linear latent variable model ⋮ Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule ⋮ Gaussian cubature: a practitioner's guide ⋮ World, country, and sector factors in international business cycles ⋮ Comparing solution methods for dynamic equilibrium economies ⋮ Dynamic discrete choice structural models: a survey ⋮ Estimation of unknown parameters in nonlinear and non-Gaussian state-space models ⋮ Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling. ⋮ A Gibbs sampler for structural vector autoregressions ⋮ Dual Neural Network Method for Solving Multiple Definite Integrals ⋮ Multivariate generalized linear mixed models with semi-nonparametric and smooth nonparametric random effects densities ⋮ Likelihood preserving normalization in multiple equation models ⋮ Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models ⋮ Bayesian econometrics and forecasting. (With comments)
Uses Software
This page was built for publication: