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Some remarks on the simulation revolution in Bayesian econometric inference

Dijk, Herman K. van - In: Econometric reviews 18 (1999) 1, pp. 105-112

Persistent link: https://www.econbiz.de/10001395558

Some remarks on the simulation revolution in Bayesian econometric inference

Dijk, Herman K. van - 1998

Persistent link: https://www.econbiz.de/10000995344

Efficient posterior simulation for cointegrated models with priors on the cointegration space

Koop, Gary (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003054164

Efficient posterior simulation for cointegrated models with priors on the cointegration space

Koop, Gary; León-González, Roberto; Strachan, Rodney W. - In: Econometric reviews 29 (2010) 2, pp. 224-242

Persistent link: https://www.econbiz.de/10003960502

Bayes estimates of multi-criteria decision alternatives using Monte Carlo integration

Boender, Guus; Dijk, Herman K. van - 1991

Persistent link: https://www.econbiz.de/10000842033

Two algorithms for the computation of posterior moments and densities using Monte Carlo integration

Hop, J. Peter; Dijk, Herman K. van - 1991

Persistent link: https://www.econbiz.de/10000842214

Special issue on econometric inference using simulation techniques

Brown, Bryan W. (contributor); Monfort, Alain (contributor); … - In: Journal of applied econometrics 8 (1993), pp. 1-173

Persistent link: https://www.econbiz.de/10001153473

Posterior analysis of econometric models using Monte Carlo integration

Dijk, Herman K. van - 1984

Persistent link: https://www.econbiz.de/10000000631

Adaptive polar sampling : a class of flexible and robust Monte Carlo integration methods

Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van; … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001702115

Possibly Ill-Behaved Posteriors in Econometric Models

Hoogerheide, Lennart F.; Dijk, Herman K. van - 2008

Highly non-elliptical posterior distributions may occur in several econometric models, in particular, when the likelihood information is allowed to dominate and data information is weak. We explain the issue of highly non-elliptical posteriors in a model for the effect of education on income...

Persistent link: https://www.econbiz.de/10014219016