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Search: subject:"precision-based sampling"
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Estimation theory
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Precision-based sampling
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factor models
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precision-based sampling
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band matrix
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banded matrices
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missing observations
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Hauber, Philipp
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Mertens, Elmar
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Precision-based
sampling
for state space models that have no measurement error
Mertens, Elmar
-
2023
instance of
precision-based
sampling
methods that operate on the inverse variance-covariance matrix of the states (also known … other instances of
precision-based
sampling
, computational gains are considerable. Relevant applications include trend …
Persistent link: https://www.econbiz.de/10014339489
Saved in:
2
Precision-based
sampling
for state space models that have no measurement error
Mertens, Elmar
-
2023
instance of
precision-based
sampling
methods that operate on the inverse variance-covariance matrix of the states (also known … other instances of
precision-based
sampling
, computational gains are considerable. Relevant applications include trend …
Persistent link: https://www.econbiz.de/10014336195
Saved in:
3
How useful is external information from professional forecasters? Conditional forecasts in large factor models
Hauber, Philipp
-
2021
methodological point of view, this paper proposes
precision-based
sampling
algorithms to draw from the predictive density …
Persistent link: https://www.econbiz.de/10013164448
Saved in:
4
Precision-based
sampling
with missing observations: A factor model application
Hauber, Philipp
;
Schumacher, Christian
-
2021
existing literature on
precision-based
sampling
is focused on complete-data applications, whereas the proposed samplers in this …
Persistent link: https://www.econbiz.de/10012511370
Saved in:
5
Precision-based
sampling
with missing observations : a factor model application
Hauber, Philipp
;
Schumacher, Christian
-
2021
existing literature on
precision-based
sampling
is focused on complete-data applications, whereas the proposed samplers in this …
Persistent link: https://www.econbiz.de/10012510141
Saved in:
6
Precision-based
sampling
for state space models that have no measurement error
Mertens, Elmar
- In:
Journal of economic dynamics & control
154
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014480317
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