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Possibly ill-behaved posteriors in econometric models
Hoogerheide, Lennart; Dijk, Herman K. van - 2008
Highly non-elliptical posterior distributions may occur in several econometric models, in particular, when the likelihood information is allowed to dominate and data information is weak. We explain the issue of highly non-elliptical posteriors in a model for the effect of education on income...
Persistent link: https://www.econbiz.de/10011374406
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Instrumental variables, errors in variables, and simultaneous equations models : applicability and limitations of direct Monte Carlo
Zellner, Arnold; Ando, Tomohiro; Basturk, Nalan; … - 2011
Persistent link: https://www.econbiz.de/10009720744
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Bayesian analysis of instrumental variable models : acceptance-rejection within direct Monte Carlo
Zellner, Arnold; Ando, Tomohiro; Baştürk, Nalan; … - 2012
Persistent link: https://www.econbiz.de/10009722969
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Bayesian analysis of instrumental variable models : the potential of direct Monte Carlo
Zellner, Arnold; Ando, Tomohiro; Basturk, Nalan; … - 2012
Persistent link: https://www.econbiz.de/10010191002
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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