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~isPartOf:"Economics letters"
~isPartOf:"Sveriges Riksbank working paper series"
~subject:"Markov-Kette"
~subject:"Signalling"
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Search: subject:"Markov-chain Monte Carlo"
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Markov-Kette
Signalling
Bayes-Statistik
99
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99
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42
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42
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29
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27
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Villani, Mattias
5
Dimitrakopoulos, Stefanos
4
Kohn, Robert
4
Quiroz, Matias
4
Tsionas, Efthymios G.
3
Li, Feng
2
Andrikopoulos, Athanasios
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Ay, Jean-Sauveur
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Ayouba, Kassoum
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1
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1
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1
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1
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1
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Economics letters
Sveriges Riksbank working paper series
Journal of econometrics
35
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29
Discussion paper / Tinbergen Institute
24
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ECONIS (ZBW)
24
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1
Comparison of stochastic frontier models using the Hyvärinen factor
Tsionas, Efthymios G.
- In:
Economics letters
202
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607224
Saved in:
2
Feasible joint posterior beliefs with binary signals
Lang, Xu
;
Li, Jiahui
- In:
Economics letters
227
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014336108
Saved in:
3
Quantile stochastic frontier models with endogeneity
Tsionas, Efthymios G.
;
Assaf, A. Georges
; …
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227857
Saved in:
4
Speeding up MCMC by efficient data subsampling
Quiroz, Matias
;
Villani, Mattias
;
Kohn, Robert
-
2015
The computing time for
Markov
Chain
Monte
Carlo
(MCMC) algorithms can be prohibitively large for datasets with many …
Persistent link: https://www.econbiz.de/10010500806
Saved in:
5
Speeding up MCMC by delayed acceptance and data subsampling
Quiroz, Matias
-
2015
We propose a generic
Markov
Chain
Monte
Carlo
(MCMC) algorithm to speed up computations for datasets with many …
Persistent link: https://www.econbiz.de/10011300362
Saved in:
6
Scalable MCMC for large data problems using data subsampling and the difference estimator
Quiroz, Matias
;
Villani, Mattias
;
Kohn, Robert
-
2015
We propose a generic
Markov
Chain
Monte
Carlo
(MCMC) algorithm to speed up computations for datasets with many …
Persistent link: https://www.econbiz.de/10011300365
Saved in:
7
Bayesian local influence analysis : with an application to stochastic frontiers
Tsionas, Efthymios G.
- In:
Economics letters
165
(
2018
),
pp. 54-57
Persistent link: https://www.econbiz.de/10011973833
Saved in:
8
Dynamic mixture-of-experts models for longitudinal and discrete-time survival data
Quiroz, Matias
;
Villani, Mattias
-
2013
estimated using a Bayesian approach via a highly efficient
Markov
Chain
Monte
Carlo
(MCMC) algorithm with tailored proposals and …
Persistent link: https://www.econbiz.de/10009761536
Saved in:
9
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
Saved in:
10
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
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