Showing 1 - 10 of 240
Persistent link: https://www.econbiz.de/10000690676
Persistent link: https://www.econbiz.de/10014462117
Persistent link: https://www.econbiz.de/10000883192
Persistent link: https://www.econbiz.de/10000012596
Persistent link: https://www.econbiz.de/10003715408
Persistent link: https://www.econbiz.de/10003759970
Persistent link: https://www.econbiz.de/10003645182
Persistent link: https://www.econbiz.de/10003773219
Persistent link: https://www.econbiz.de/10002118420
This paper develops a systematic Markov Chain Monte Carlo (MCMC) framework based upon Efficient Importance Sampling (EIS) which can be used for the analysis of a wide range of econometric models involving integrals without an analytical solution. EIS is a simple, generic and yet accurate...
Persistent link: https://www.econbiz.de/10003327173