ROMBOUTS, Jeroen V.K.; STENTOFT, Lars - Center for Operations Research and Econometrics (CORE), … - 2009
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Convergence of the Gibbs sampler is checked with CUMSUM plots of the parameter
draws as explained for example in Bauwens, Lubrano …, 000
draws to ensure convergence to the target joint posterior distribution and to eliminate the
impact of the starting …