On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling
Year of publication: |
2006
|
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Authors: | de Pooter, Michiel D. ; Segers, René ; van Dijk, Herman K. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Gibbs sampler | MCMC | serial correlation | non-stationarity | reduced rank models | state-space models | random effects panel data models |
Series: | Tinbergen Institute Discussion Paper ; 06-076/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 837527570 [GVK] hdl:10419/86236 [Handle] RePEc:dgr:uvatin:20060076 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; C23 - Models with Panel Data ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
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On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling
Pooter, Michiel D. de, (2006)
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On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling
Pooter, Michiel D. de, (2006)
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On the practice of Bayesian inference in basic economic time series models using Gibbs sampling
Pooter, Michiel de, (2006)
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On the practice of Bayesian time series models using gibbs sampling
Pooter, Michiel de, (2006)
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de Pooter, Michiel D., (2007)
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On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling
Pooter, Michiel D. de, (2006)
- More ...