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This paper is concerned with the study of Bayesian inference procedures to commonly used time series models. In … are analytically integrated and hyperparameters are integrated by Markov chain Monte Carlo methods. Credibility regions …
Persistent link: https://www.econbiz.de/10012018632
This paper describes the inference procedures required to perform Bayesian inference to some multivariate econometric …
Persistent link: https://www.econbiz.de/10012019328
This paper is concerned with the study of Bayesian inference procedures to commonly used time series models. In … are analytically integrated and hyperparameters are integrated by Markov chain Monte Carlo methods. Credibility regions …
Persistent link: https://www.econbiz.de/10011762920
This paper is concerned with the study of Bayesian inference procedures to commonly used time series models. In … are analytically integrated and hyperparameters are integrated by Markov chain Monte Carlo methods. Credibility regions …
Persistent link: https://www.econbiz.de/10012234118
Space-varying regression models are generalizations of standard linear models where the regression coefficients are allowed to change in space. The spatial structure is specified by a multivariate extension of pairwise difference priors thus enabling incorporation of neighboring structures and...
Persistent link: https://www.econbiz.de/10012234115
Space-varying regression models are generalizations of standard linear models where the regression coefficients are allowed to change in space. The spatial structure is specified by a multivariate extension of pairwise difference priors thus enabling incorporation of neighboring structures and...
Persistent link: https://www.econbiz.de/10012007896
Persistent link: https://www.econbiz.de/10011974694
This paper presents the methodology of Markov chain Monte Carlos (MCMC) to statistical inference in Ecometrics. MCMC theory is reviewed and some relevant pratical aspects associated with convergence of the chain are discussed. The most common forms of MCMC using Gibbs sampling and the...
Persistent link: https://www.econbiz.de/10004970404
Persistent link: https://www.econbiz.de/10011566617
Persistent link: https://www.econbiz.de/10011704723