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  • Search: subject:"Monte Carlo estimation"
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Year of publication
Subject
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Monte Carlo estimation 6 Bayesian inference 5 Metropolis-Hastings algorithm 5 Monte Carlo simulation 5 Monte-Carlo-Simulation 5 mixture of Student's t-distributions 4 Desirability Function 3 Desirability Index 3 Estimation 3 MCD 3 MCDA 3 MCO 3 Markov chain 3 Markov-Kette 3 Monte-Carlo estimation 3 Schätzung 3 Theorie 3 Theory 3 bias 3 computer intensive procedures 3 importance sampling 3 numerical optimisation 3 Algorithm 2 Algorithmus 2 Bayes-Statistik 2 Estimation theory 2 Markov Chain Monte Carlo estimation 2 Schätztheorie 2 State space model 2 Statistical distribution 2 Statistische Verteilung 2 Stochastic process 2 Stochastischer Prozess 2 Zustandsraummodell 2 spatial dependence 2 Age-of-onset 1 Bayesian Markov Chain monte carlo estimation 1 Bias 1 Censored Survival-data 1 Combined Segregation 1
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Online availability
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Free 14
Type of publication
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Book / Working Paper 13 Article 1
Type of publication (narrower categories)
All
Working Paper 11 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5
Language
All
English 11 Undetermined 3
Author
All
Hoogerheide, Lennart 5 Koopman, Siem Jan 5 Lucas, André 4 Barra, István 3 Steuer, Detlef 3 Barra, Istvan 2 Chih, Yao-Yu 2 Vance, Colin 2 Aitken, Joanne F. 1 Do, Kim-Anh 1 Green, Adele C 1 Haram, Naoko 1 Hiraki, Kazuhiro 1 Ichise, Yoshitaka 1 K. M. Kirk 1 Keller, Wolfgang 1 LeSage, James P. 1 Lesage, James P. 1 Lucas, Andre 1 Martin, Nicholas G. 1 Müller-Langer, Frank 1 N. G. Martin 1 Scheufen, Marc 1 Waelbroeck, Patrick 1
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Institution
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Tinbergen Instituut 1
Published in...
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Discussion paper / Tinbergen Institute 2 Tinbergen Institute Discussion Paper 2 Bank of Japan working paper series 1 JRC Digital Economy Working Paper 1 Nota di Lavoro 1 Ruhr Economic Papers 1 Ruhr economic papers 1 Technical Report 1 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1 Tinbergen Institute Discussion Papers 1
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Source
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EconStor 6 ECONIS (ZBW) 5 RePEc 2 BASE 1
Showing 1 - 10 of 14
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Markov chain Monte Carlo estimation of spatial dynamic panel models for large samples
LeSage, James P.; Chih, Yao-Yu; Vance, Colin - 2018
Focus is on efficient estimation of a dynamic space-time panel data model that incorporates spatial dependence, temporal dependence, as well as space-time covariance and can be implemented in large N and T situations, where N is the number of spatial units and T the number of time periods....
Persistent link: https://www.econbiz.de/10011955001
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Does Online Access Promote Research in Developing Countries? Empirical Evidence from Article-Level Data
Müller-Langer, Frank; Scheufen, Marc; Waelbroeck, Patrick - 2018
Universities in developing countries have rarely been able to subscribe to academic journals in the past. The “Online Access to Research in the Environment” initiative (OARE) provides institutions in developing countries with free online access to more than 5,700 environmental science...
Persistent link: https://www.econbiz.de/10012055357
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Markov chain Monte Carlo estimation of spatial dynamic panel models for large samples
Lesage, James P.; Chih, Yao-Yu; Vance, Colin - 2018
Focus is on efficient estimation of a dynamic space-time panel data model that incorporates spatial dependence, temporal dependence, as well as space-time covariance and can be implemented in large N and T situations, where N is the number of spatial units and T the number of time periods....
Persistent link: https://www.econbiz.de/10011954962
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Changing exchange rate pass-through in Japan : does it indicate changing pricing behavior?
Haram, Naoko; Hiraki, Kazuhiro; Ichise, Yoshitaka - 2015
Persistent link: https://www.econbiz.de/10012178064
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Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
Barra, István; Hoogerheide, Lennart; Koopman, Siem Jan; … - 2014
We propose a new methodology for designing flexible proposal densities for the joint posterior density of parameters and states in a nonlinear non-Gaussian state space model. We show that a highly efficient Bayesian procedure emerges when these proposal densities are used in an independent...
Persistent link: https://www.econbiz.de/10010491347
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Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
Barra, István; Hoogerheide, Lennart; Koopman, Siem Jan; … - Tinbergen Instituut - 2014
We propose a new methodology for designing flexible proposal densities for the joint posterior density of parameters and states in a nonlinear non-Gaussian state space model. We show that a highly efficient Bayesian procedure emerges when these proposal densities are used in an independent...
Persistent link: https://www.econbiz.de/10011256750
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Joint Bayesian analysis of parameters and states in nonlinear, non-Gaussian state space models
Barra, István; Hoogerheide, Lennart; Koopman, Siem Jan; … - 2014
We propose a new methodology for designing flexible proposal densities for the joint posterior density of parameters and states in a nonlinear non-Gaussian state space model. We show that a highly efficient Bayesian procedure emerges when these proposal densities are used in an independent...
Persistent link: https://www.econbiz.de/10010399681
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Joint independent metropolis-hastings methods for nonlinear non-Gaussian state space models
Barra, Istvan; Hoogerheide, Lennart; Koopman, Siem Jan; … - 2013
Persistent link: https://www.econbiz.de/10010191411
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Joint Independent Metropolis-Hastings Methods for Nonlinear Non-Gaussian State Space Models
Barra, Istvan; Hoogerheide, Lennart; Koopman, Siem Jan; … - 2012
We propose a new methodology for the Bayesian analysis of nonlinear non-Gaussian state space models with a Gaussian time-varying signal, where the signal is a function of a possibly high-dimensional state vector. The novelty of our approach is the development of proposal densities for the joint...
Persistent link: https://www.econbiz.de/10010326393
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Analysis of Melanoma Onset: Assessing Familial Aggregation by Using Estimating Equations and Fitting Variance Components via Bayesian Random Effects Models
Do, Kim-Anh; Aitken, Joanne F.; Green, Adele C; Martin, … - 2004
We investigate whether relative contributions of genetic and shared environmental factors are associated with an increased risk in melanoma. Data from the Queensland Familial Melanoma Project comprising 15,907 subjects arising from 1912 families were analyzed to estimate the additive genetic,...
Persistent link: https://www.econbiz.de/10009447892
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