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  • Search: subject:"MCMC simulation"
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Year of publication
Subject
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Bayesian inference 4 Bayes-Statistik 3 MCMC simulation 3 Simulation 3 MCMC simulation methods 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Theorie 2 Theory 2 informative prior distributions 2 social networks 2 Bangladesch 1 Bangladesh 1 Bayesian Value-at-Risk 1 Bayesian time series 1 Bayesianischer Value-at-Risk 1 Demographic and Health Surveys 1 Density estimator 1 Estimation 1 Estimation theory 1 Expert Elicitation 1 Expertenbefragung 1 Factor model 1 Fertility 1 Fertilität 1 Fundamental solution 1 Geldpolitik 1 Generalized variance function 1 Hierarchical Bayesian approach 1 Impact assessment 1 MCMC Simulation 1 Markov Chain Monte Carlo (MCMC) Simulation 1 Markov chain 1 Markov-Kette 1 Model Weighting 1 Model selection 1 Modelgewichtung 1 Monetary Policy 1 Monetary policy 1 Prediction Markets 1
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Online availability
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Free 7 CC license 1
Type of publication
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Book / Working Paper 5 Article 2
Type of publication (narrower categories)
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Graue Literatur 2 Non-commercial literature 2 Arbeitspapier 1 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1 Thesis 1 Working Paper 1
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Language
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English 6 Undetermined 1
Author
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García, María Acosta 2 Gómez-Déniz, Emilio 2 Pérez-Sánchez, José María 2 Boonstra, Harm Jan 1 Brakel, Jan A. van den 1 Das, Sumonkanti 1 Fucik, Markus 1 Haslett, Stephen 1 Imparato, Daniele 1 Kang, Kyu Ho 1 Lee, Sunho 1 Mira, Antonietta 1 Tekatli, Necati 1
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Institution
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Facoltà di Economia, Università degli Studi dell'Insubria 1 Türkiye Cumhuriyet Merkez Bankası 1
Published in...
All
BOK working paper 1 Discussion paper / Statistics Netherlands 1 Economics and Quantitative Methods 1 Revista de Métodos Cuantitativos para la Economía y la Empresa 1 Revista de métodos cuantitativos para la economía y la empresa 1 Working Papers / Türkiye Cumhuriyet Merkez Bankası 1
Source
All
ECONIS (ZBW) 3 RePEc 2 BASE 1 EconStor 1
Showing 1 - 7 of 7
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A large Bayesian vector autoregression of the yield curve and macroeconomic variables with no-arbitrage restriction
Lee, Sunho; Kang, Kyu Ho - 2025
Persistent link: https://www.econbiz.de/10015401970
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Incorporating expert judgment for detecting eelevant factors in social networks undetected by ordinary methods
Pérez-Sánchez, José María; García, María Acosta; … - In: Revista de Métodos Cuantitativos para la Economía y … 38 (2024), pp. 1-13
Information and communications technology (ICT) has potential to complement information sharing bureaus (ISB) Most companies use social networks as communication channels because they can provide significant business benefits. This paper focuses on the impact of social networks in a Spanish...
Persistent link: https://www.econbiz.de/10015338975
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Incorporating expert judgment for detecting eelevant factors in social networks undetected by ordinary methods
Pérez-Sánchez, José María; García, María Acosta; … - In: Revista de métodos cuantitativos para la economía y … 38 (2024), pp. 1-13
Information and communications technology (ICT) has potential to complement information sharing bureaus (ISB) Most companies use social networks as communication channels because they can provide significant business benefits. This paper focuses on the impact of social networks in a Spanish...
Persistent link: https://www.econbiz.de/10015332237
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Multilevel time series modelling of antenatal care coverage in Bangladesh at disaggregated administrative levels
Das, Sumonkanti; Brakel, Jan A. van den; Boonstra, Harm Jan - 2021
Persistent link: https://www.econbiz.de/10012595573
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Density estimators through Zero Variance Markov Chain Monte Carlo
Mira, Antonietta; Imparato, Daniele - Facoltà di Economia, Università degli Studi dell'Insubria - 2011
A Markov Chain Monte Carlo method is proposed for the pointwise evaluation of a density whose normalizing constant is not known. This method was introduced in the physics literature by Assaraf et al (2007). Conditions for unbiasedness of the estimator are derived. A central limit theorem is also...
Persistent link: https://www.econbiz.de/10008868144
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Bayesian risk management : "Frequency does not make you smarter"
Fucik, Markus - 2010
with its Markov Chain Monte Carlo (MCMC) simulation algorithm. It provides a full illustration of data-induced uncertainty …
Persistent link: https://www.econbiz.de/10009449038
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A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)
Tekatli, Necati - Türkiye Cumhuriyet Merkez Bankası - 2010
This paper has two major objectives. First, we develop and implement a Bayesian generalized factor model that allows for non-orthogonality of the idiosyncratic factors and the flexibility of cross-sectional and time series dimensions. Second, we evaluate the significance of the orthogonality...
Persistent link: https://www.econbiz.de/10008694916
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