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Combining strategies for the estimation of treatment effects
Firpo, Sergio; Carvalho Cayres Pinto, Rafael de - In: Brazilian review of econometrics : BRE ; the review of … 32 (2012) 1, pp. 31-71
Persistent link: https://www.econbiz.de/10011538440
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Machine learning econometrics : Bayesian algorithms and methods
Korobilis, Dimitris; Pettenuzzo, Davide - 2020
Persistent link: https://www.econbiz.de/10012660846
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Machine learning econometrics : Bayesian algorithms and methods
Korobilis, Dimitris; Pettenuzzo, Davide - 2020
Persistent link: https://www.econbiz.de/10012243263
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Online estimation of DSGE models
Cai, Michael; Del Negro, Marco; Herbst, Edward P.; … - 2020
Persistent link: https://www.econbiz.de/10012388566
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Online estimation of DSGE models
Cai, Michael; Del Negro, Marco; Herbst, Edward P.; … - 2019
Persistent link: https://www.econbiz.de/10012064996
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Online estimation of DSGE models
Cai, Michael; Del Negro, Marco; Herbst, Edward P.; … - 2019
This paper illustrates the usefulness of sequential Monte Carlo (SMC) methods in approximating DSGE model posterior distributions. We show how the tempering schedule can be chosen adaptively, explore the benefits of an SMC variant we call generalized tempering for "online" estimation, and...
Persistent link: https://www.econbiz.de/10012038824
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A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
Zhang, Xibin; King, Maxwell L.; Shang, Han Lin - 2013
Persistent link: https://www.econbiz.de/10010189540
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Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola; Chib, Siddhartha; Shephard, Neil G. - 2000
Persistent link: https://www.econbiz.de/10009581671
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Computing bayes : from then 'til now
Martin, Gael M.; Frazier, David T.; Robert, Christian P. - 2022
Persistent link: https://www.econbiz.de/10013494406
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Markov Chain Monte Carlo Models, Gibbs Sampling, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems
Malhotra, Yogesh - 2015
Algorithms, Gibbs Sampling and Metropolis-Hastings Algorithm. Network and security risk management application focus is on how …
Persistent link: https://www.econbiz.de/10013029835