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Search: subject:"Particle marginal Metropolis-Hastings"
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Estimating the competitive storage model with stochastic trends in commodity prices
Osmundsen, Kjartan Kloster
;
Kleppe, Tore Selland
; …
- In:
Econometrics
9
(
2021
)
4
,
pp. 1-24
Markov chain Monte Carlo algorithm based on the
particle
marginal
Metropolis-Hastings
approach. An empirical application to …
Persistent link: https://www.econbiz.de/10012705256
Saved in:
2
Estimating the competitive storage model with stochastic trends in commodity prices
Osmundsen, Kjartan Kloster
;
Kleppe, Tore Selland
; …
- In:
Econometrics : open access journal
9
(
2021
)
4
,
pp. 1-24
Markov chain Monte Carlo algorithm based on the
particle
marginal
Metropolis-Hastings
approach. An empirical application to …
Persistent link: https://www.econbiz.de/10012697516
Saved in:
3
Stochastic volatility models based on OU-Gamma time change : theory and estimation
James, Lancelot F.
;
Müller, Gernot
;
Zhang, Zhiyuan
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011894398
Saved in:
4
Particle efficient importance sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
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