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  • Search: subject:"Posterior simulation"
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Year of publication
Subject
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posterior simulation 7 Posterior simulation 6 Bayesian inference 5 Simulation 5 Theorie 4 Theory 4 Bayes-Statistik 3 Monte Carlo simulation 3 Monte-Carlo-Simulation 3 sequential Monte Carlo 3 Analysis of variance 2 Bayesian 2 Bayesian estimation 2 Learning process 2 Lernprozess 2 Multi-equation system 2 Outdoor watering 2 Statistical test 2 Statistischer Test 2 Water conservation 2 business cycles 2 predictive distributions 2 Algorithm 1 Algorithmus 1 Bayesian analysis 1 Bayesian learning 1 Business cycle 1 Causality analysis 1 Decision theory 1 Econometrics 1 Estimation theory 1 Forecasting model 1 Gamma distribution 1 Gewässerschutz 1 Gibbs sampling 1 Granger causality 1 Graphics processing unit 1 Hypothesis testing 1 Kausalanalyse 1 Konjunktur 1
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Online availability
All
Free 5 Undetermined 5
Type of publication
All
Article 10 Book / Working Paper 3
Type of publication (narrower categories)
All
Article in journal 5 Aufsatz in Zeitschrift 5 Article 1 Aufsatz im Buch 1 Book section 1 Working Paper 1
Language
All
English 8 Undetermined 4 Spanish 1
Author
All
Geweke, John 6 Amisano, Gianni 2 Castledine, A. 2 Durham, Garland 2 Adepoju, Adedayo A. 1 Cornwall, Gary J. 1 KOOP, GARY 1 Li, Yong 1 Liu, Xiaobin 1 Mills, Jeffrey Alan 1 Moeltner, K. 1 Moeltner, Klaus 1 Ojo, Oluwadare O. 1 POIRIER, DALE J. 1 Price, M. K. 1 Price, M.K. 1 Sauley, Beau A. 1 Stoddard, S. 1 Stoddard, Shawn W. 1 Tsionas, Efthymios 1 Weng, Huibin 1 Yu, Jun 1 Zeng, Tao 1
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Institution
All
Economics Discipline Group, Business School 1 European Central Bank 1
Published in...
All
Journal of econometrics 2 ECB Working Paper 1 Econometrics 1 Econometrics : open access journal 1 Econometrics Journal 1 Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada 1 Journal of Economic Behavior & Organization 1 Journal of Productivity Analysis 1 Journal of economic behavior & organization : JEBO 1 Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A 1 Working Paper Series / Economics Discipline Group, Business School 1 Working Paper Series / European Central Bank 1
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Source
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ECONIS (ZBW) 6 RePEc 5 EconStor 2
Showing 1 - 10 of 13
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Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin; Li, Yong; Yu, Jun; Zeng, Tao - In: Journal of econometrics 230 (2022) 1, pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
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Sequentially adaptive Bayesian learning for a nonlinear model of the secular and cyclical behavior of US real GDP
Geweke, John - In: Econometrics 4 (2016) 1, pp. 1-23
There is a one-to-one mapping between the conventional time series parameters of a third-order autoregression and the more interpretable parameters of secular half-life, cyclical half-life and cycle period. The latter parameterization is better suited to interpretation of results using both...
Persistent link: https://www.econbiz.de/10011755315
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Sequentially adaptive Bayesian learning for a nonlinear model of the secular and cyclical behavior of US real GDP
Geweke, John - In: Econometrics : open access journal 4 (2016) 1, pp. 1-23
There is a one-to-one mapping between the conventional time series parameters of a third-order autoregression and the more interpretable parameters of secular half-life, cyclical half-life and cycle period. The latter parameterization is better suited to interpretation of results using both...
Persistent link: https://www.econbiz.de/10011504629
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Predictive testing for Granger causality via posterior simulation and cross-validation
Cornwall, Gary J.; Mills, Jeffrey Alan; Sauley, Beau A.; … - 2019
Persistent link: https://www.econbiz.de/10012244159
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Sequentially adaptive Bayesian learning algorithms for inference and optimization
Geweke, John; Durham, Garland - In: Journal of econometrics 210 (2019) 1, pp. 4-25
Persistent link: https://www.econbiz.de/10012303357
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A comparative analysis of posterior simulation techniques in the estimation of bayesian regression model
Adepoju, Adedayo A.; Ojo, Oluwadare O. - In: Estudios de economía aplicada : revista promovida por … 37 (2019) 1, pp. 151-158
Persistent link: https://www.econbiz.de/10012062632
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Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments
Durham, Garland; Geweke, John - Economics Discipline Group, Business School - 2013
environment for posterior simulation in fundamental and potentially quite advantageous ways. But to fully exploit these benfits … Carlo methods and theory to provide a thorough and practical foundation for sequential posterior simulation that is well …
Persistent link: https://www.econbiz.de/10010752836
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Analysis of variance for bayesian inference
Geweke, John; Amisano, Gianni - 2011
This paper develops a multi-way analysis of variance for non-Gaussian multivariate distributions and provides a practical simulation algorithm to estimate the corresponding components of variance. It specifically addresses variance in Bayesian predictive distributions, showing that it may be...
Persistent link: https://www.econbiz.de/10011605454
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Analysis of variance for bayesian inference
Geweke, John; Amisano, Gianni - European Central Bank - 2011
This paper develops a multi-way analysis of variance for non-Gaussian multivariate distributions and provides a practical simulation algorithm to estimate the corresponding components of variance. It specifically addresses variance in Bayesian predictive distributions, showing that it may be...
Persistent link: https://www.econbiz.de/10009399787
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Free to choose: Promoting conservation by relaxing outdoor watering restrictions
Castledine, A.; Moeltner, K.; Price, M.K.; Stoddard, S. - In: Journal of Economic Behavior & Organization 107 (2014) PA, pp. 324-343
Many water utilities use outdoor watering restrictions based on assigned weekly watering days to promote conservation and delay costly capacity expansions. We find that such policies can lead to unintended consequences – customers who adhere to the prescribed schedule use more water than those...
Persistent link: https://www.econbiz.de/10011077035
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