Similar Search Results - EconBiz

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

The r package MitISEM : mixture of student-t distributions using importance sampling weighted expectation maximization for efficient and robust simulation

Basturk, Nalan; Hoogerheide, Lennart; Opschoor, Anne; … - 2012

Persistent link: https://www.econbiz.de/10009722972

Some remarks on the simulation revolution in Bayesian econometric inference

Dijk, Herman K. van - 1998

Persistent link: https://www.econbiz.de/10000995344

Some remarks on the simulation revolution in Bayesian econometric inference

Dijk, Herman K. van - In: Econometric reviews 18 (1999) 1, pp. 105-112

Persistent link: https://www.econbiz.de/10001395558

Posterior analysis of econometric models using Monte Carlo integration

Dijk, Herman K. van - 1984

Persistent link: https://www.econbiz.de/10000000631

Bayes estimates of multi-criteria decision alternatives using Monte Carlo integration

Boender, Guus; Dijk, Herman K. van - 1991

Persistent link: https://www.econbiz.de/10000842033

Two algorithms for the computation of posterior moments and densities using Monte Carlo integration

Hop, J. Peter; Dijk, Herman K. van - 1991

Persistent link: https://www.econbiz.de/10000842214

Bayesian near-boundary analysis in basic macroeconomic time series models

Pooter, Michiel de; Ravazzolo, Francesco; Segers, Rene; … - 2008

Persistent link: https://www.econbiz.de/10003754318

Simulation based Bayesian econometric inference : principles and some recent computational advances

Hoogerheide, Lennart F. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003414359

Simulation based Bayesian econometric inference : principles and some recent computational advances

Hoogerheide, Lennart F. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003431979

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