Striated Metropolis-Hastings sampler for high-dimensional models
Daniel F. Waggoner, Hongwei Wu, Tao Zha
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Waggoner, Daniel F. ; Wu, Hongwei ; Zha, Tao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 2, p. 406-420
|
| Subject: | Dynamic striation adjustments | Simultaneous equations | Monetary policy | Inflation coefficient | Winding ridges | Multiple peaks | Independent striated draws | Irregular posterior distribution | Importance weights | Tempered likelihood | Effective sample size | Geldpolitik | Inflation | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory | Mehrgleichungsmodell | Multiple equation model | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.02.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704725