Search Results - subject:"Gibbs Sampling"

Two point priors and I-minimax estimating in families of uniform distributions

Chen, Lanxiang; Eichenauer, Jürgen - In: Statistische Hefte : internationale Zeitschrift für … 29 (1988) 1, pp. 45-57

Persistent link: https://www.econbiz.de/10003535430

Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods

KAUFMANN, SYLVIA - In: Econometrics Journal 3 (2000) 1, pp. 39-65

A Markov switching common factor is used to drive a dynamic factor model for important macroeconomic variables in eight countries. Bayesian estimation of the model is based on Markov chain Monte Carlo simulation methods which yield inferences about the unobservable path of the common factor, the...

Persistent link: https://www.econbiz.de/10005405436

MCMC in econometrics

Gamermam, Dani - In: Economia 1 (2000) 1, pp. 7-37

forms of MCMC using Gibbs sampling and the Metropolis-Hasting algorithm are described. The methods are illustrated in the …

Persistent link: https://www.econbiz.de/10004970404

Full Likelihood Inference in Normal-Gamma Stochastic Frontier Models

Tsionas, Efthymios - In: Journal of Productivity Analysis 13 (2000) 3, pp. 183-205

restricting the gamma distribution to known integer values of its shape parameter (the Erlang form). The paper shows that Gibbs … sampling with data augmentation can be used in a computationally efficient way to explore the posterior distribution of the …

Persistent link: https://www.econbiz.de/10010865950

A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market

Graflund, Andreas - Nationalekonomiska Institutionen, Ekonomihögskolan - 2000

taking estimation bias into account via Gibbs sampling we can find no support of mean reversion. This is a contradiction to …

Persistent link: https://www.econbiz.de/10005645174

Bayesian factor analysis for multilevel binary observations

Ansari, Asim; Jedidi, Kamel - In: Psychometrika 65 (2000) 4, pp. 475-496

Persistent link: https://www.econbiz.de/10005612773

Bayesian analysis of order-statistics models for ranking data

Yu, Philip - In: Psychometrika 65 (2000) 3, pp. 281-299

Persistent link: https://www.econbiz.de/10005166416

A Hierarchical Bayesian Methodology for Treating Heterogeneity in Structural Equation Models

Ansari, Asim; Jedidi, Kamel; Jagpal, Sharan - In: Marketing Science 19 (2000) 4, pp. 328-347

Structural equation models are widely used in marketing and psychometric literature to model relationships between unobserved constructs and manifest variables and to control for measurement error. Most applications of structural equation models assume that data come from a homogeneous...

Persistent link: https://www.econbiz.de/10008788118

A structural time series model with Markov switching

Shami, Roland G.; Forbes, Catherine Scipione - 2000

Persistent link: https://www.econbiz.de/10001586617

Nkhata Bay. - 1995. - IV, 52 S.

1987

Persistent link: https://www.econbiz.de/10000762729