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Sample size requirements for estimation in SUR models

Griffiths, William E.; Skeels, Christopher L.; … - 2001

Persistent link: https://www.econbiz.de/10001593268

Sample size requirements for estimation in SUR models

Griffiths, William E.; Skeels, Christopher L.; … - In: Handbook of applied econometrics and statistical inference, (pp. 575-590). 2002

Persistent link: https://www.econbiz.de/10001701999

Estimating time series models for count data using efficient importance sampling

Jung, Robert; Liesenfeld, Roman - In: Allgemeines statistisches Archiv : AStA ; journal of … 85 (2001) 4, pp. 387-407

Persistent link: https://www.econbiz.de/10001627138

Estimating time series models for count data using efficient importance sampling

Jung, Robert - 2000

Persistent link: https://www.econbiz.de/10013268717

Improving MCMC Using Efficient Importance Sampling

Liesenfeld, Roman; Richard, Jean-Francois - 2006

This paper develops a systematic Markov Chain Monte Carlo (MCMC) framework based upon Efficient Importance Sampling … solution. EIS is a simple, generic and yet accurate Monte-Carlo integration procedure based on sampling densities which are … MCMC components such as auxiliary sampling densities, normalizing constants and starting values. The potential of this …

Persistent link: https://www.econbiz.de/10014058202