Estimating Long-Run Risks in Developed and Developing Countries : A Particle MCMC Approach
Year of publication: |
2019
|
---|---|
Authors: | Ho, Steven Wei |
Other Persons: | Wu, Yunmin (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Entwicklungsländer | Developing countries | Industrieländer | Industrialized countries | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Risiko | Risk | Momentenmethode | Method of moments | Markov-Kette | Markov chain |
Extent: | 1 Online-Ressource (45 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3294266 [DOI] |
Classification: | C11 - Bayesian Analysis ; c58 ; G12 - Asset Pricing ; F30 - International Finance. General ; E21 - Consumption; Saving |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka, (2019)
-
Estimation of agent-based models using sequential Monte Carlo methods
Lux, Thomas, (2017)
-
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas, (2020)
- More ...
-
Zhou, Hao, (2014)
-
HO, STEVEN WEI, (2018)
-
Ho, Steven Wei, (2020)
- More ...