Similar Search Results - EconBiz

Joint independent metropolis-hastings methods for nonlinear non-Gaussian state space models

Barra, Istvan; Hoogerheide, Lennart; Koopman, Siem Jan; … - 2013

Persistent link: https://www.econbiz.de/10010191411

Joint Bayesian analysis of parameters and states in nonlinear, non-Gaussian state space models

Barra, István; Hoogerheide, Lennart; Koopman, Siem Jan; … - 2014

We propose a new methodology for designing flexible proposal densities for the joint posterior density of parameters and states in a nonlinear non-Gaussian state space model. We show that a highly efficient Bayesian procedure emerges when these proposal densities are used in an independent...

Persistent link: https://www.econbiz.de/10010399681

A class of adaptive EM-based importance sampling algorithms for efficient and robust posterior and predictive simulation

Hoogerheide, Lennart; Opschoor, Anne; Dijk, Herman K. van - 2011

Persistent link: https://www.econbiz.de/10008809885

A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation

Hoogerheide, Lennart; Opschoor, Anne; Dijk, Herman K. van - 2012

Persistent link: https://www.econbiz.de/10009722688

The r package MitISEM : mixture of student-t distributions using importance sampling weighted expectation maximization for efficient and robust simulation

Basturk, Nalan; Hoogerheide, Lennart; Opschoor, Anne; … - 2012

Persistent link: https://www.econbiz.de/10009722972

Models with time-varying mean and variance : a robust analysis of US industrial production

Bos, Charles S.; Koopman, Siem Jan - 2010

Persistent link: https://www.econbiz.de/10003973299

Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility

Bos, Charles S. - 2008

Persistent link: https://www.econbiz.de/10003645209

Possibly III-behaved posteriors in econometric models : on the connection between model structures, non-elliptical credible sets and neural network simulation techniques

Hoogerheide, Lennart; Dijk, Herman K. van - 2008

Persistent link: https://www.econbiz.de/10003706017

Comparative advantage, the rank-size rule, and Zipf's Law

Hinloopen, Jeroen; Marrewijk, Charles van - 2006

Persistent link: https://www.econbiz.de/10003408258

Bayes estimates of multimodal density features using DNA and Economic Data

Basturk, Nalan; Hoogerheide, Lennart; Dijk, Herman K. van - 2021

the modes of real GDP growth data from the PennWorld Tables and their evolution over time explores possible world …

Persistent link: https://www.econbiz.de/10012431876

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