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~person:"Billio, Monica"
~person:"Hoogerheide, Lennart F."
~person:"Li, Yong"
~subject:"Monte Carlo simulation"
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Monte Carlo simulation
Bayes-Statistik
103
Bayesian inference
102
Theorie
56
Theory
56
Markov chain
37
Markov-Kette
37
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28
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26
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24
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23
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23
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19
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Billio, Monica
Hoogerheide, Lennart F.
Li, Yong
Dijk, Herman K. van
33
Tsionas, Efthymios G.
24
Ravazzolo, Francesco
16
Casarin, Roberto
15
Martin, Gael M.
15
Koopman, Siem Jan
14
Forbes, Catherine Scipione
13
Hoogerheide, Lennart
13
Peters, Gareth
12
Strachan, Rodney W.
12
Grassi, Stefano
11
Kneib, Thomas
11
Kohn, Robert
11
Koop, Gary
11
Nason, James Michael
11
Stentoft, Lars
11
Lang, Stefan
10
Zhang, Xibin
10
Leon-Gonzalez, Roberto
9
Schorfheide, Frank
9
Geweke, John
8
Kano, Takashi
8
Maneesoonthorn, Worapree
8
Fischer, Manfred M.
7
Frühwirth-Schnatter, Sylvia
7
Korobilis, Dimitris
7
Mertens, Elmar
7
Nason, James M.
7
van Dijk, H. K.
7
Ando, Tomohiro
6
Ardia, David
6
Chib, Siddhartha
6
Del Negro, Marco
6
Franses, Philip Hans
6
Fulop, Andras
6
Gunawan, David
6
Herbst, Edward P.
6
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Journal of econometrics
6
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3
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ECONIS (ZBW)
24
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1
Sequential Bayesian inference for agent-based models with application to the Chinese business cycle
Zhang, Jinyu
;
Zhang, Qiaosen
;
Li, Yong
;
Wang, Qianchao
- In:
Economic modelling
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463503
Saved in:
2
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
3
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
4
Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
Barra, Istvan
-
2016
these proposal densities are used in an independent Metropolis-Hastings
algorithm
or in importance sampling. Our method …
Persistent link: https://www.econbiz.de/10013005987
Saved in:
5
To Bridge, to Warp or to Wrap? A Comperative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood
Ardia, David
-
2015
use of importance sampling or the independence chain Metropolis-Hastings
algorithm
for posterior analysis. A comparative …
Persistent link: https://www.econbiz.de/10012749869
Saved in:
6
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
7
Bayesian testing for leverage effect in stochastic volatility models
Zhang, Jin-Yu
;
Chen, Zhong-Tian
;
Li, Yong
- In:
Computational economics
53
(
2019
)
3
,
pp. 1153-1164
Persistent link: https://www.econbiz.de/10012135124
Saved in:
8
An improved Bayesian unit root test in stochastic volatility models
Li, Yong
;
Yu, Jun
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
Saved in:
9
Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng
;
Wang, Nianling
;
Li, Yong
;
Zhan, Yiwei
- In:
Applied economics letters
26
(
2019
)
11
,
pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
Saved in:
10
Bayesian Graphical Models for Structural Vector Autoregressive Processes
Ahelegbey, Daniel Felix
-
2014
represented by two different graphs. We also provide an efficient Markov chain Monte Carlo
algorithm
to estimate jointly the two …
Persistent link: https://www.econbiz.de/10013064757
Saved in:
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