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  • Search: subject:"Markov Chain Monte Carlo sampling"
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Year of publication
Subject
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Ill-behaved surfaces 5 Markov Chain Monte Carlo sampling 5 Polar coordinates 5 Theorie 3 Markov chain 2 Markov-Kette 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Sampling 2 Stichprobenerhebung 2 Theory 2 Bayes-Statistik 1 Bayesian inference 1 Bayesian shrinkage 1 Estimation 1 Forecasting model 1 Interest rate 1 MCMC sampling 1 Markov chain Monte Carlo sampling 1 Prognoseverfahren 1 Public bond 1 Schätzung 1 Stichprobenverfahren 1 VAR model 1 VAR-Modell 1 Yield curve 1 Zins 1 Zinsstruktur 1 interest rate forecasting 1 latent effect modifiers 1 Öffentliche Anleihe 1
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Online availability
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Free 6
Type of publication
All
Book / Working Paper 6
Type of publication (narrower categories)
All
Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
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English 3 Undetermined 3
Author
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Bauwens, Luc 4 Bos, Charles S. 4 Dijk, Herman K. van 3 Bauwens, L. 1 Bos, C.S. 1 Dijk, H.K. van 1 Fischer, Manfred M. 1 Hauzenberger, Niko 1 Huber, Florian 1 Pfarrhofer, Michael 1 van Dijk, Herman K. 1
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Institution
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Erasmus University Rotterdam, Econometric Institute 1 Tinbergen Institute 1 Tinbergen Instituut 1
Published in...
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Tinbergen Institute Discussion Papers 2 Discussion paper / Tinbergen Institute 1 Econometric Institute Report 1 Tinbergen Institute Discussion Paper 1 Working papers in regional science 1
Source
All
RePEc 3 ECONIS (ZBW) 2 EconStor 1
Showing 1 - 6 of 6
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General Bayesian time-varying parameter VARs for modeling government bond yields
Fischer, Manfred M.; Hauzenberger, Niko; Huber, Florian; … - 2022
Persistent link: https://www.econbiz.de/10012498662
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Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - Tinbergen Instituut - 1998
This discussion paper resulted in a publication in: (W. Jansen and J.G. Bethlehem eds.) 'Compstat 2000, Statistics Netherlands', 2000, pages 13-14.<P> Adaptive Polar Sampling is proposed as an algorithm where random drawings aredirectly generated from the target function (posterior) in...</p>
Persistent link: https://www.econbiz.de/10011257402
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Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - Tinbergen Institute - 1998
Adaptive Polar Sampling is proposed as an algorithm where random drawings are directly generated from the target function (posterior) in all-but-one directions of the parameter space. The method is based on the mixed integration technique of Van Dijk, Kloek & Boender (1985) but extends this one...
Persistent link: https://www.econbiz.de/10005281700
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Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces
Bauwens, L.; Bos, C.S.; Dijk, H.K. van - Erasmus University Rotterdam, Econometric Institute - 1998
Adaptive Polar Sampling is proposed as an algorithm where random drawings are directly generated from the target function (posterior) in all-but-one directions of the parameter space. The method is based on the mixed integration technique of Van Dijk, Kloek & Boender (1985) but extends this one...
Persistent link: https://www.econbiz.de/10008584752
Saved in:
Cover Image
Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces
Bauwens, Luc; Bos, Charles S.; van Dijk, Herman K. - 1998
Adaptive Polar Sampling is proposed as an algorithm where random drawings aredirectly generated from the target function (posterior) in all-but-onedirections of the parameter space. The method is based on the mixed integrationtechnique of Van Dijk, Kloek & Boender (1985) but extends this one by...
Persistent link: https://www.econbiz.de/10010324425
Saved in:
Cover Image
Adaptive polar sampling : a new MC technique for the analysis of ill-behaved surfaces
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1998 - August 25, 1998, rev. B
Adaptive Polar Sampling is proposed as an algorithm where random drawings aredirectly generated from the target function (posterior) in all-but-onedirections of the parameter space. The method is based on the mixed integrationtechnique of Van Dijk, Kloek & Boender (1985) but extends this one by...
Persistent link: https://www.econbiz.de/10011299991
Saved in:
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