. We find that there are no relevant differences in point estimates given by the two models, even for small sample size …

by Smith (1985) for bivariate censored models. We use the bivariate probit model and Heckman selection model as examples …

regression and simulation-based least-squares Monte Carlo method by using put-call symmetry. The results show that, for a large …

In this paper we use Monte Carlo simulation to investigate the impact of effect size heterogeneity on the results of a …

Highly non-elliptical posterior distributions may occur in several econometric models, in particular, when the … indirect sampling methods in these models, one has to find a good candidate density. In a recent paper - Hoogerheide, Kaashoek … sophisticated neural network simulation techniques is explored. In all examples considered in this paper – a bimodal distribution of …

Adaptive Polar Sampling (APS) is proposed as a Markov chain Monte Carlomethod for Bayesian analysis of models with ill … the location and scale.Tested on a set of canonical models that feature nearnon-identifiability, strong correlation, and …