Pages that link to "Item:Q4237828"
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The following pages link to Using simulation methods for bayesian econometric models: inference, development,and communication (Q4237828):
Displaying 50 items.
- A Gibbs sampler for structural vector autoregressions (Q97972) (← links)
- Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach (Q262768) (← links)
- Estimating variable returns to scale production frontiers with alternative stochastic assumptions (Q262771) (← links)
- Time reversibility of stationary regular finite-state Markov chains (Q278256) (← links)
- Structural analysis with multivariate autoregressive index models (Q281034) (← links)
- Striated Metropolis-Hastings sampler for high-dimensional models (Q281050) (← links)
- Methods for inference in large multiple-equation Markov-switching models (Q299218) (← links)
- On the statistical identification of DSGE models (Q302169) (← links)
- A Bayesian approach to optimal monetary policy with parameter and model uncertainty (Q428007) (← links)
- Marginal likelihood calculation for the Gelfand-Dey and Chib methods (Q433167) (← links)
- Pitfalls of estimating the marginal likelihood using the modified harmonic mean (Q500578) (← links)
- Generalized smooth finite mixtures (Q528085) (← links)
- Confronting model misspecification in macroeconomics (Q528093) (← links)
- Estimating DSGE models using seasonally adjusted and unadjusted data (Q528165) (← links)
- Dynamics of fiscal financing in the United States (Q530949) (← links)
- The implications of inflation in an estimated New Keynesian model (Q543811) (← links)
- Euro area inflation persistence in an estimated nonlinear DSGE model (Q602963) (← links)
- Investment shocks and the comovement problem (Q622241) (← links)
- Bayesian inference in a correlated random coefficients model: modeling causal effect heterogeneity with an application to heterogeneous returns to schooling (Q737913) (← links)
- Comparing dynamic equilibrium models to data: a Bayesian approach (Q899524) (← links)
- Robust inflation-forecast-based rules to shield against indeterminacy (Q959632) (← links)
- Improving MCMC, using efficient importance sampling (Q961112) (← links)
- Linear rational-expectations models with lagged expectations: a synthetic method (Q964568) (← links)
- Nominal vs real wage rigidities in New Keynesian models with hiring costs: a Bayesian evaluation (Q975900) (← links)
- Bayesian testing for non-linearity in volatility modeling (Q1010548) (← links)
- A naïve sticky information model of households' inflation expectations (Q1042358) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- Assessing model mimicry using the parametric bootstrap. (Q1431814) (← links)
- Testing for integration using evolving trend and seasonals models: A Bayesian approach. (Q1586560) (← links)
- Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density (Q1615104) (← links)
- Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models (Q1621309) (← links)
- A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (Q1623642) (← links)
- A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice (Q1623706) (← links)
- Factor adjustment costs: a structural investigation (Q1624007) (← links)
- Monetary policy and indeterminacy after the 2001 slump (Q1655684) (← links)
- Imperfect information and the house price in a general-equilibrium model (Q1655767) (← links)
- Keynesian economics without the Phillips curve (Q1657231) (← links)
- CES technology and business cycle fluctuations (Q1657435) (← links)
- On the stability of Calvo-style price-setting behavior (Q1657523) (← links)
- Multi-objective optimization using statistical models (Q1728516) (← links)
- Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (Q1810683) (← links)
- Bayesian econometrics and forecasting. (With comments) (Q1841081) (← links)
- Bayesian analysis of nested logit model by Markov chain Monte Carlo. (Q1868968) (← links)
- An econometric model of birth inputs and outputs for native americans. (Q1869861) (← links)
- Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure (Q1871564) (← links)
- Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods (Q1886281) (← links)
- The marginal likelihood of dynamic mixture models (Q1927041) (← links)
- A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood (Q1927121) (← links)
- Sunspot fluctuations under zero nominal interest rates (Q1934146) (← links)
- Multicollinearity in simultaneous equations system: evaluation of estimation performance of two-parameter estimator (Q1993518) (← links)
