On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
Year of publication: |
2005-03-31
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Authors: | Hoogerheide, L.F. ; Kaashoek, J.F. ; Dijk, H.K. van |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | instrumental variables | reduced rank | importance sampling | Markov chain Monte Carlo | neural networks | Bayesian inference | credible sets |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2005-12 |
Source: |
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van Dijk, Herman K., (2005)
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HOOGERHEIDE, Lennart F., (2005)
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Possibly ill-behaved posteriors in econometric models
Hoogerheide, Lennart, (2008)
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Functional approximations to posterior densities: a neural network approach to efficient sampling
Hoogerheide, L.F., (2002)
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Neural network approximations to posterior densities: an analytical approach
Hoogerheide, L.F., (2003)
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Hoogerheide, L.F., (2004)
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