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~institution:"Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam"
~subject:"Gibbs sampler"
~subject:"ill-behaved posterior"
~subject:"instrumental variables"
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Gibbs sampler
ill-behaved posterior
instrumental variables
Markov chain Monte Carlo
11
importance sampling
5
Bayesian inference
4
neural networks
4
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3
Kalman filter
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(t
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van Dijk, Herman K.
4
Harvey, Harvey, A.C.
2
Trimbur, Trimbur, T.M.
2
Bauwens, Luc
1
Bos, Charles
1
Hoogerheide, Hoogerheide, L.F.
1
Kaashoek, Kaashoek, J.F.
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
International Monetary Fund (IMF)
8
Erasmus University Rotterdam, Econometric Institute
4
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Tinbergen Institute
2
Tinbergen Instituut
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Faculty of Economics, University of Cambridge
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Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI)
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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 network...
van Dijk, Herman K.
;
Hoogerheide, Hoogerheide, L.F.
; …
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2005
credible sets. When approximating such contours using
Monte
Carlo integration methods like importance sampling or Markov chain …
Monte
Carlo procedures the speed of the algorithm and the quality of the results greatly depend on the choice of the …
Persistent link: https://www.econbiz.de/10010731672
Saved in:
2
Bayes estimates of the cyclical component in twentieth centruy US gross domestic product
van Dijk, Herman K.
;
Harvey, Harvey, A.C.
;
Trimbur, …
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2004
densities of parameters and estimated components are obtained using Markov chain
Monte
Carlo methods, which we develop for both …
Persistent link: https://www.econbiz.de/10010837772
Saved in:
3
Cyclical components in economic time series
van Dijk, Herman K.
;
Harvey, Harvey, A.C.
;
Trimbur, …
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2002
to be extracted. Posterior densities of parameters and smoothed cycles are obtained using Markov chain
Monte
Carlo …
Persistent link: https://www.econbiz.de/10010731918
Saved in:
4
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
Bauwens, Luc
;
Bos, Charles
;
van Dijk, Herman K.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
1999
Adaptive Polar Sampling (APS) is proposed as a Markov chain
Monte
Carlo method for Bayesian analysis of models with ill …
Persistent link: https://www.econbiz.de/10010731811
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