Showing 1 - 10 of 34
Persistent link: https://www.econbiz.de/10005733970
This paper extends recent ideas for constructing classes of stationary autoregressive processes of order 1. A Gibbs sampler representation of such processes is extended in a straightforward way to introduce new processes. These maintain a linear expectation property which provides a simple...
Persistent link: https://www.econbiz.de/10005259234
Persistent link: https://www.econbiz.de/10012097269
Andrieu et al. (2010) prove that Markov chain Monte Carlo samplers still converge to the correct posterior distribution of the model parameters when the likelihood estimated by the particle filter (with a finite number of particles) is used instead of the likelihood. A critical issue for...
Persistent link: https://www.econbiz.de/10011052243
We consider efficient methods for likelihood inference applied to structural models. In particular, we introduce a particle filter method which concentrates upon disturbances in the Markov state of the approximating solution to the structural model. A particular feature of such models is that...
Persistent link: https://www.econbiz.de/10010753480
In this paper, a method is introduced for approximating the likelihood for the unknown parameters of a state space model. The approximation converges to the true likelihood as the simulation size goes to infinity. In addition, the approximating likelihood is continuous as a function of the...
Persistent link: https://www.econbiz.de/10010574072
Hippocampal volume is one of the best established biomarkers for Alzheimer's disease. However, for appropriate use in clinical trials research, the evolution of hippocampal volume needs to be well understood. Recent theoretical models propose a sigmoidal pattern for its evolution. To support...
Persistent link: https://www.econbiz.de/10010823975
The authors investigate the linkage between presidential operational codes and the management of foreign policy conflicts during the period of strategic adjustment in American foreign policy following the cold war. Beliefs expressed in public speeches by Presidents George Bush and Bill Clinton...
Persistent link: https://www.econbiz.de/10010827388
This paper examines the interface between Henry Kissinger's operational code and his bargaining behavior during the Vietnam conflict. Kissinger's position at the pinnacle of the American foreign affairs hierarchy, amidst the existence of competing policy recommendations, may be regarded as...
Persistent link: https://www.econbiz.de/10010802100
This article employs events data to compare two studies of crisis bargaining: a qualitative study by Snyder and Diesing based on comparative case studies, and a quantitative study by Leng and Wheeler. Three propositions are tested: (1) both disputants will adopt increasingly coercive bargaining...
Persistent link: https://www.econbiz.de/10010812294