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Bayesian inference
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Dijk, Herman K. van
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9
Basturk, Nalan
8
Opschoor, Anne
8
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7
Grassi, Stefano
6
Schorfheide, Frank
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Wolpin, Kenneth I.
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Ardia, David
5
Kohn, Robert
5
Borowska, Agnieszka
4
Chernozhukov, Victor
4
De Luca, Giuseppe
4
Griffiths, William E.
4
Kaashoek, Johan F.
4
Magnus, Jan R.
4
Molinari, Francesca
4
Peracchi, Franco
4
Peters, Gareth
4
Schrimpf, Paul
4
Tsionas, Efthymios G.
4
Baltagi, Badi H.
3
Bresson, Georges
3
Böhl, Gregor
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Chandrasekhar, Arun G.
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Damien, Paul
3
Maheu, John M.
3
Nakata, Taisuke
3
Nguyen Ngoc Thach
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Osiewalski, Jacek
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Peng, Yijie
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Pettenuzzo, Davide
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Ravazzolo, Francesco
3
Robert, Christian P.
3
Timmermann, Allan
3
Tonetti, Christopher
3
Weide, Roy van der
3
Zhang, Xiaohui
3
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Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland
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ECONIS (ZBW)
226
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1
Finite
sample
inference in the SUR model
Duangkamon Chotikapanich
;
Griffiths, William E.
-
1999
Persistent link: https://www.econbiz.de/10001425105
Saved in:
2
Mixture models, latent variables and partitioned importance
sampling
Casella, George
;
Robert, Christian P.
;
Wells, Martin T.
-
2000
Persistent link: https://www.econbiz.de/10001470588
Saved in:
3
A Monte Carlo study on the finite
sample
properties of the Gibbs
sampling
method for a stochastic frontier model
Zhang, Xingyuan
- In:
Journal of productivity analysis
14
(
2000
)
1
,
pp. 71-83
Persistent link: https://www.econbiz.de/10001492415
Saved in:
4
Numerical tools for the Bayesian analysis of stochastic frontier models
Osiewalski, Jacek
;
Steel, Mark F. J.
-
1996
Persistent link: https://www.econbiz.de/10000932546
Saved in:
5
Bayes inference via Gibbs
sampling
of dynamic linear models with Markov-switching
Kim, Chang-jin
- In:
Journal of economic theory and econometrics : journal …
3
(
1997
)
2
,
pp. 123-149
Persistent link: https://www.econbiz.de/10001560752
Saved in:
6
A Bayesian approach to dynamic Tobit models
Wei, Steven X.
- In:
Econometric reviews
18
(
1999
)
4
,
pp. 417-439
Persistent link: https://www.econbiz.de/10001413476
Saved in:
7
Testing restrictions in hierarchical normal data models using Gibs
sampling
Ciccarelli, Matteo
- In:
Research in economics : an international review of economics
58
(
2004
)
2
,
pp. 135-157
Persistent link: https://www.econbiz.de/10002118420
Saved in:
8
Tobin q: forecast performance for hierachical bayes, shrinkage, heterogeneous and homogeneous panel data estimators
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
1
,
pp. 107-113
Persistent link: https://www.econbiz.de/10001863314
Saved in:
9
On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank : an application of flexible
sampling
methods using neural networ...
Hoogerheide, Lennart F.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002823287
Saved in:
10
Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models
Osiewalski, Jacek
;
Steel, Mark F. J.
-
1997
practical applications. We survey these two methods in some detail and argue that Gibbs
sampling
methods can greatly reduce the …
Persistent link: https://www.econbiz.de/10014051870
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