Constrained estimation using penalization and MCMC
A. Ronald Gallant, Han Hong, Michael P. Leung, Jessie Li
| Year of publication: |
2022
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|---|---|
| Authors: | Gallant, A. Ronald ; Hong, Han ; Leung, Michael P. ; Li, Jessie |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 228.2022, 1, p. 85-106
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| Subject: | Bayesian LASSO | Laplace-type estimators | MCMC | Penalized estimation | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441728