Pages that link to "Item:Q4733274"

The following pages link to Bayesian Inference in Econometric Models Using Monte Carlo Integration (Q4733274):

Displaying 50 items.

• Bayesian exploratory factor analysis (Q118626) (← links)
• The two-piece normal, binormal, or double Gaussian distribution: its origin and rediscoveries (Q254391) (← links)
• Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models (Q274920) (← links)
• Bayesian point estimation of the cointegration space (Q278200) (← links)
• 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 (Q280238) (← links)
• Modeling the diffusion of scientific publications (Q280262) (← links)
• Efficient high-dimensional importance sampling (Q289225) (← links)
• Testing the assumptions behind importance sampling (Q302094) (← links)
• Bandwidth selection in pre-smoothed particle filters (Q340850) (← links)
• Systemic decision making in AHP: a Bayesian approach (Q342813) (← links)
• Low-rank separated representation surrogates of high-dimensional stochastic functions: application in Bayesian inference (Q348754) (← links)
• Implicit estimation of ecological model parameters (Q376407) (← links)
• Error of calculating the optimal Bayesian estimate using the Monte Carlo method in nonlinear problems (Q393661) (← links)
• Demystifying double robustness: a comparison of alternative strategies for estimating a population mean from incomplete data (Q449788) (← links)
• Bayesian testing of restrictions on vector autoregressive models (Q453023) (← links)
• Maximum likelihood estimation of partially observed diffusion models (Q469573) (← links)
• The HESSIAN method: highly efficient simulation smoothing, in a nutshell (Q527930) (← links)
• A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation (Q528082) (← links)
• On some properties of Markov chain Monte Carlo simulation methods based on the particle filter (Q528088) (← links)
• The performance of German firms in the business-related service sectors revisited: Differential evolution Markov chain estimation of the multinomial probit model (Q535373) (← links)
• SampleSearch: importance sampling in presence of determinism (Q543621) (← links)
• A tutorial on Bayes factor estimation with the product space method (Q645486) (← links)
• Monte Carlo evaluation of multivariate Student's t probabilities (Q671686) (← links)
• An iterative version of the adaptive Gaussian mixture filter (Q680289) (← links)
• Model weights for model choice and averaging (Q713757) (← links)
• Bayesian inference for circular distributions with unknown normalising constants (Q730841) (← links)
• Particle filters for continuous likelihood evaluation and maximisation (Q738078) (← links)
• A regularized bridge sampler for sparsely sampled diffusions (Q746239) (← links)
• A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches (Q756350) (← links)
• A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
• Computing highly accurate confidence limits from discrete data using importance sampling (Q892812) (← links)
• Particle efficient importance sampling (Q894644) (← links)
• Inference in two-piece location-scale models with Jeffreys priors (Q899001) (← links)
• Laplace approximation for logistic Gaussian process density estimation and regression (Q899031) (← links)
• Bayesian analysis of stochastic volatility models with fat-tails and correlated errors (Q899508) (← links)
• From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s (Q906521) (← links)
• Is a voluntary approach an effective environmental policy instrument?: A case for environmental management systems (Q929889) (← links)
• Consistent estimation of the accuracy of importance sampling using regenerative simulation (Q951212) (← links)
• Bayesian fan charts for U.K. Inflation: Forecasting and sources of uncertainty in an evolving monetary system (Q956477) (← links)
• Improving MCMC, using efficient importance sampling (Q961112) (← links)
• Learning Bayesian networks for discrete data (Q961206) (← links)
• Bayesian causal effects in quantiles: accounting for heteroscedasticity (Q961391) (← links)
• Bayesian analysis of two dependent \(2\times 2\) contingency tables (Q961700) (← links)
• Sequential Monte Carlo methods for joint detection and tracking of multiaspect targets in infrared radar images (Q966613) (← links)
• Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities (Q993802) (← links)
• On the use of stochastic approximation Monte Carlo for Monte Carlo integration (Q1007341) (← links)
• Nonlinear random effects mixture models: maximum likelihood estimation via the EM algorithm (Q1020774) (← links)
• Efficient and accurate approximate Bayesian inference with an application to insurance data (Q1023590) (← links)
• Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling (Q1023812) (← links)
• Is the market price of risk infinite? (Q1038085) (← links)