Improving MCMC Using Efficient Importance Sampling
Year of publication: |
2006
|
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Authors: | Liesenfeld, Roman ; Richard, Jean-François |
Publisher: |
Kiel : Kiel University, Department of Economics |
Subject: | Monte-Carlo-Methode | Stochastischer Prozess | Stichprobenverfahren | Theorie | Autoregressive models | Bayesian posterior analysis | Dynamic latent variables | Gibbs sampling | Metropolis Hastings | Stochastic volatility |
Series: | Economics Working Paper ; 2006-05 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 512765200 [GVK] hdl:10419/22010 [Handle] RePEc:zbw:cauewp:4349 [RePEc] |
Source: |
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Improving MCMC Using Efficient Importance Sampling
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