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Bayesian Generalized Product Partition Model

Dunson, David - 2010

need for expensive computation of large numbers of unknowns characterizing priors for dependent collections of random …

Persistent link: https://www.econbiz.de/10009475421

Inference in dynamic stochastic general equilibrium models with possible weak identification

Qu, Zhongjun - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 457-494

Persistent link: https://www.econbiz.de/10010409930

Inference in dynamic stochastic general equilibrium models with possible weak identification

Qu, Zhongjun - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 457-494

This paper considers inference in log-linearized dynamic stochastic general equilibrium (DSGE) models with weakly … for the structural parameter vector based on the frequency domain approximation to the Gaussian likelihood. The …

Persistent link: https://www.econbiz.de/10011757270

Long-term survivor mixture model with random effects: application to a multi-centre clinical trial of carcinoma

Yau, KKW; Ng, ASK - 2001

A mixture model incorporating long-term survivors has been adopted in the field of biostatistics where some individuals may never experience the failure event under study. The surviving fractions may be considered as cured. In most applications, the survival times are assumed to be independent....

Persistent link: https://www.econbiz.de/10009448034

Inference in dynamic stochastic general equilibrium models with possible weak identification

Qu, Zhongjun - In: Quantitative Economics 5 (2014) 2, pp. 457-494

Persistent link: https://www.econbiz.de/10011599662

Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models

Flury, Thomas; Shephard, Neil - Finance Research Centre, Oxford University - 2008

Suppose we wish to carry out likelihood based inference but we solely have an unbiased simulation based estimator of … perhaps surprising given the celebrated results on maximum simulated likelihood estimation. Bayesian inference based on … we can carry out likelihood based inference using its simulations. …

Persistent link: https://www.econbiz.de/10005730008