Ardia, D.; Hoogerheide, L.F.; Dijk, H.K. van - Erasmus University Rotterdam, Econometric Institute - 2008
sampling, inde-
pendence chain Metropolis-Hasting algorithm, Bayesian, R software
Corresponding author. Email: david … non-experts, of tun-
ing a sampling algorithm. Typically, the target is a
posterior distribution in a Bayesian analysis …-
tration of the relevance of the AdMit procedure
with the Bayesian estimation of a mixture of ARCH
model fitted to foreign …