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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
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Adaptive polar sampling : a new MC technique for the analysis of III-behaved surfaces
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1998
Persistent link: https://www.econbiz.de/10000988077
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Adaptive polar sampling : a new MC technique for the analysis of ill-behaved surfaces
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1998 - August 25, 1998, rev. B
Adaptive Polar Sampling is proposed as an algorithm where random drawings aredirectly generated from the target …
Persistent link: https://www.econbiz.de/10011299991
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Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1999
Adaptive Polar Sampling (APS) is proposed as a Markov chain Monte Carlomethod for Bayesian analysis of models with ill …
Persistent link: https://www.econbiz.de/10011302625
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Adaptive polar sampling : a class of flexible and robust Monte Carlo integration methods
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van; … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702115
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Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1999
Persistent link: https://www.econbiz.de/10001430057
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Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1999
Persistent link: https://www.econbiz.de/10001430824
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Adaptive radial-based direction sampling : some flexible and robust Monte Carlo integration methods
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van; … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784030
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Adaptive radial-based direction sampling : some flexible and robust Monte Carlo integration methods
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van; … - In: Journal of econometrics 123 (2004) 2, pp. 201-225
Persistent link: https://www.econbiz.de/10002361666
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Adaptive Radial-Based Direction Sampling : Some Flexible and Robust Monte Carlo Integration Methods
Bauwens, Luc; Bos, Charles S.; van Dijk, H. K.; Oest, … - 2005
Adaptive radial-based direction sampling (ARDS) algorithms are specified for Bayesian analysis of models with …. After the transformations a Metropolis-Hastings method or, alternatively, an importance sampling method is applied to …
Persistent link: https://www.econbiz.de/10014066096