We complete the development of a testing ground for axioms of discrete stochastic choice. Our contribution here is to develop new posterior simulation methods for Bayesian inference, suitable for a class of prior distributions introduced by McCausland and Marley (2013). These prior distributions...

We complete the development of a testing ground for axioms of discrete stochastic choice. Our contribution here is to develop new posterior simulation methods for Bayesian inference, suitable for a class of prior distributions introduced by McCausland and Marley (2013). These prior distributions...

I introduce the HESSIAN (highly efficient simulation smoothing in a nutshell) method for numerically efficient simulation smoothing in state space models with univariate states. Given a vector θ of parameters, the vector of states α=(α1,…,αn) is Gaussian and the observed vector...