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On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
Pitt, Michael K.; Silva, Ralph dos Santos; Giordani, Paolo - In: Journal of econometrics 171 (2012) 2, pp. 134-152
Persistent link: https://www.econbiz.de/10010034684
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Inflation Volatility and Forecast Accuracy
Hall, Jamie; Jääskelä, Jarkko P. - In: The Australian economic review 44 (2011) 4, pp. 404-418
Persistent link: https://www.econbiz.de/10009806021
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Theory and Methods - Constructing Stationary Time Series Models Using Auxiliary Variables With Applications
Pitt, Michael K.; Walker, Stephen G. - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 554-564
Persistent link: https://www.econbiz.de/10006606917
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Theory and Methods - Filtering via Simulation: Auxiliary Particle Filters
Pitt, Michael K.; Shephard, Neil - In: Journal of the American Statistical Association : JASA 94 (1999) 446, pp. 590-599
Persistent link: https://www.econbiz.de/10006626716
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TRADE UNION DECLINE AND THE DISTRIBUTION OF WAGES IN THE UK: EVIDENCE FROM KERNEL DENSITY ESTIMATION*
Bell, Brian D.; Pitt, Michael K. - In: Oxford bulletin of economics and statistics 60 (1998) 4, pp. 509-528
Persistent link: https://www.econbiz.de/10006464310
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Particle filters for continuous likelihood evaluation and maximisation
Malik, Sheheryar; Pitt, Michael K. - In: Journal of econometrics 165 (2011) 2, pp. 190-210
Persistent link: https://www.econbiz.de/10009806616
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Theory and Methods - Parsimonious Covariance Matrix Estimation for Longitudinal Data
Smith, Michael; Kohn, Robert - In: Journal of the American Statistical Association : JASA 97 (2002) 460, pp. 1141-1153
Persistent link: https://www.econbiz.de/10006614776
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Applications and Case Studies - Statistical Correction of a Deterministic Numerical Weather Prediction Model
Nott, David J.; Dunsmuir, William T.M.; Kohn, Robert; … - In: Journal of the American Statistical Association : JASA 96 (2001) 455, pp. 794-804
Persistent link: https://www.econbiz.de/10006618385
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Theory and Methods - Efficient Bayesian Inference for Dynamic Mixture Models
Gerlach, Richard; Carter, Chris; Kohn, Robert - In: Journal of the American Statistical Association : JASA 95 (2000) 451, pp. 819-828
Persistent link: https://www.econbiz.de/10006623166
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Theory and Methods - Rejoinder - Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior
Shively, Thomas S.; Kohn, Robert; Wood, Sally - In: Journal of the American Statistical Association : JASA 94 (1999) 447, pp. 804-806
Persistent link: https://www.econbiz.de/10006626501