Search Results - subject:"approximate bayesian computation"

Moment matching for Bayesian inference in the baseline New-Keynesian model

Jang, Tae-Seok; Sacht, Stephen - 2025

approximate Bayesian computation combined with the choice of specific moment conditions. This estimation approach not only allows …

Persistent link: https://www.econbiz.de/10015373485

Moment matching for Bayesian inference in the baseline New-Keynesian model

Jang, Tae-Seok; Sacht, Stephen - 2025

approximate Bayesian computation combined with the choice of specific moment conditions. This estimation approach not only allows …

Persistent link: https://www.econbiz.de/10015372746

ABC-based forecasting in misspecified state space models

Weerasinghe, Chaya; Loaiza-Maya, Rubén; Martin, Gael M.; … - In: International journal of forecasting 41 (2025) 1, pp. 270-289

Persistent link: https://www.econbiz.de/10015440307

Extending approximate bayesian computation to non-linear regression models : the case of composite distributions

Aminzadeh, Mostafa S.; Deng, Min - In: Risks : open access journal 13 (2025) 11, pp. 1-17

the Gamma-Pareto and depends on multiple covariates is proposed. The maximum likelihood (ML) and Approximate Bayesian … Computation (ABC) methods are used to estimate the regression parameters. The Fisher information matrix, along with a multivariate …

Persistent link: https://www.econbiz.de/10015556022