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1
Possibly ill-behaved posteriors in econometric models
Hoogerheide, Lennart
;
Dijk, Herman K. van
-
2008
sophisticated neural network
simulation
techniques is explored. In all examples considered in this paper – a bimodal distribution of …
Persistent link: https://www.econbiz.de/10011374406
Saved in:
2
Instrumental variables estimation without outside instruments
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Journal of quantitative economics
20
(
2022
)
3
,
pp. 489-506
Persistent link: https://www.econbiz.de/10013441680
Saved in:
3
Bayesian nonparametric instrumental variable regression based on penalized splines and Dirichlet process mixtures
Wiesenfarth, Manuel
;
Hisgen, Carlos Matías
;
Kneib, Thomas
-
2012
Carlo
simulation
techniques. The resulting posterior samples do not only provide us with point estimates, but allow us to …
Persistent link: https://www.econbiz.de/10010358651
Saved in:
4
Bayesian nonparametric instrumental variables regression based on penalized splines and Dirichlet process mixtures
Wiesenfarth, Manuel
;
Hisgen, Carlos Matías
;
Kneib, Thomas
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 468-482
Persistent link: https://www.econbiz.de/10010488460
Saved in:
5
VEC-MSF models in Bayesian analysis of short- and long-run relationships
Pajor, Anna
;
Wróblewska, Justyna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011708691
Saved in:
6
Essays on Bayesian econometrics
Radchenko, Stanislav
-
2002
Persistent link: https://www.econbiz.de/10003780474
Saved in:
7
Bayesian inference in a time varying
cointegration
model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 210-220
Persistent link: https://www.econbiz.de/10009409679
Saved in:
8
Bayesian inference in a time varying
cointegration
model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
-
2011
Persistent link: https://www.econbiz.de/10009405764
Saved in:
9
Bayesian inference in the time varying
cointegration
model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
-
2011
Persistent link: https://www.econbiz.de/10009231249
Saved in:
10
Bayesian analysis of a fractional
cointegration
model
Martin, Gael M.
- In:
Econometric reviews
20
(
2001
)
2
,
pp. 217-234
Persistent link: https://www.econbiz.de/10001596591
Saved in:
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