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~subject:"Markov Chain Monte Carlo"
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Search: subject:"Marginal likelihood"
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Markov Chain Monte Carlo
Marginal likelihood
71
marginal likelihood
68
Bayesian inference
55
Bayes-Statistik
51
Theorie
34
Bayes factor
32
Estimation theory
29
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importance sampling
14
Statistical distribution
13
adaptive mixture of Student-t distributions
13
Gibbs sampling
12
Dynamic equilibrium
11
Dynamisches Gleichgewicht
11
Marginal Likelihood
11
Monte Carlo simulation
11
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11
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11
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11
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10
Volatilität
10
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Kaufmann, Sylvia
4
Chib, Siddhartha
1
Fiorentini, Gabriele
1
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1
Li, Yong
1
Meyer, Renate
1
Planas, Christophe
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RePEc
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ECONIS (ZBW)
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1
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:
2
Bayesian local influence analysis : with an application to stochastic frontiers
Tsionas, Efthymios G.
- In:
Economics letters
165
(
2018
),
pp. 54-57
Persistent link: https://www.econbiz.de/10011973833
Saved in:
3
The
marginal
likelihood
of Structural Time Series Models, with application to the euroareaa nd US NAIRU
Planas, Christophe
;
Rossi, Alessandro
;
Fiorentini, Gabriele
-
Rimini Centre for Economic Analysis (RCEA)
-
2008
We propose a simple procedure for evaluating the
marginal
likelihood
in univariate Structural Time Series (STS) models … yields the
marginal
likelihood
by simple or double integration over the (0,1)-support. For trend plus cycle models, we show …
Persistent link: https://www.econbiz.de/10005091121
Saved in:
4
Penalized
marginal
likelihood
estimation of finite mixtures of Archimedean copulas
Kauermann, Göran
;
Meyer, Renate
- In:
Computational Statistics
29
(
2014
)
1
,
pp. 283-306
maximizing the penalized
marginal
likelihood
via iterative quadratic programming. The motivation for the penalized
marginal
… family. An approximative
marginal
likelihood
is obtained by a classical quadrature discretization of the integral w.r.t. each … the penalized
marginal
likelihood
is maximized using an iterative quadratic programming routine. For comparison purposes …
Persistent link: https://www.econbiz.de/10010998442
Saved in:
5
Working Paper 45
Kaufmann, Sylvia
-
Oesterreichische Nationalbank
-
2001
simulation methods. Model selection and specification tests are performed by means of
marginal
likelihood
. The results document …
Persistent link: https://www.econbiz.de/10010727727
Saved in:
6
Is there an asymmetric effect on monetary policy over time? A bayesian analysis using Austrian data
Kaufmann, Sylvia
-
2001
simulation methods. Model selection and specification tests are performed by means of
marginal
likelihood
. The results document …
Persistent link: https://www.econbiz.de/10013369962
Saved in:
7
Is there an asymmetric effect on monetary policy over time? A bayesian analysis using austrian data
Kaufmann, Sylvia
-
Oesterreichische Nationalbank
-
2001
simulation methods. Model selection and specification tests are performed by means of
marginal
likelihood
. The results document …
Persistent link: https://www.econbiz.de/10005802627
Saved in:
8
Analysis of High Dimensional Multivariate Stochastic Volatility Models
Shephard, Neil
;
Chib, Siddhartha
-
Department of Economics, Oxford University
-
1999
determining the number of factors. For this purpose we use MCMC methods to find the
marginal
likelihood
and associated Bayes …
Persistent link: https://www.econbiz.de/10010605134
Saved in:
9
Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data.
Kaufmann, Sylvia
- In:
Empirical Economics
27
(
2002
)
2
,
pp. 277-297
simulation methods. Model selection and specification tests are performed by means of
marginal
likelihood
. The results document …
Persistent link: https://www.econbiz.de/10005382475
Saved in:
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