Improving MCMC Using Efficient Importance Sampling
Year of publication: |
2006
|
---|---|
Authors: | Liesenfeld, Roman ; Richard, Jean-François |
Institutions: | Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel |
Subject: | Autoregressive models | Bayesian posterior analysis | Dynamic latent variables | Gibbs sampling | Metropolis Hastings | Stochastic volatility |
Extent: | application/pdf |
---|---|
Series: | Economics Working Papers. - ISSN 2193-2476. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2006,05 |
Source: |
-
Improving MCMC Using Efficient Importance Sampling
Liesenfeld, Roman, (2006)
-
Ardia, David, (2009)
-
Ardia, David, (2009)
- More ...
-
Analysis of discrete dependent variable models with spatial correlation
Liesenfeld, Roman, (2013)
-
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
Liesenfeld, Roman, (2004)
-
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity
Jung, Robert, (2008)
- More ...