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Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation : an application ti the demand for healthcare

Munkin, Murat K.; Trivedi, Pravin K. - In: Journal of econometrics 114 (2003) 2, pp. 197-220

Persistent link: https://www.econbiz.de/10001750798

A comparison of dynamic panel data estimators : Monte Carlo evidence and an application to the investment function

Behr, Andreas - 2003

In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their performance in Monte Carlo simulations. It is a well known fact that the natural choice, the least squares dummy variable estimator is biased in the context of dynamic estimation. The...

Persistent link: https://www.econbiz.de/10001751405

A Bayesian analysis of dual trader informativeness in futures markets

Chakravarty, Sugato; Li, Kai - In: Journal of empirical finance 10 (2003) 3, pp. 355-371

Persistent link: https://www.econbiz.de/10001752108

Alternating subspace-spanning resampling to accelerate Markov chain Monte Carlo simulation

Liu, Chuanhai - In: Journal of the American Statistical Association : JASA 98 (2003) 461, pp. 110-117

Persistent link: https://www.econbiz.de/10001754521

Asymptotic variance and convergence rates of nearly-periodic Markow chain Monte Carlo algorithms

Rosenthal, Jeffrey S. - In: Journal of the American Statistical Association : JASA 98 (2003) 461, pp. 169-177

Persistent link: https://www.econbiz.de/10001754701

Marginal likelihood and Bayes factors for Dirichlet process mixture models

Basu, Sanjib; Chib, Siddhartha - In: Journal of the American Statistical Association : JASA 98 (2003) 461, pp. 224-235

Persistent link: https://www.econbiz.de/10001754853

Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule

García, Diego - In: Journal of economic dynamics & control 27 (2003) 10, pp. 1855-1879

Persistent link: https://www.econbiz.de/10001755436

Structural equation models for finite mixtures : simulation results and empirical applications

Temme, Dirk; Williams, John R.; Hildebrandt, Lutz - 2002

Persistent link: https://www.econbiz.de/10001684894

Simulation based option pricing

Lüssem, Jens; Schumacher, Jürgen - 2002

Persistent link: https://www.econbiz.de/10001685020

A Monte Carlo study of stuctural equation models for finite mixtures

Williams, John R.; Temme, Dirk; Hildebrandt, Lutz - 2002

Persistent link: https://www.econbiz.de/10001685036

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