Constrained estimation using penalization and MCMC
Year of publication: |
2022
|
---|---|
Authors: | Gallant, A. Ronald ; Hong, Han ; Leung, Michael P. ; Li, Jessie |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 228.2022, 1, p. 85-106
|
Subject: | Bayesian LASSO | Laplace-type estimators | MCMC | Penalized estimation | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Schätzung | Estimation |
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