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A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model

Chen, Haotian; Smyth, Russell; Zhang, Xibin - In: Energy economics 67 (2017), pp. 346-354

Persistent link: https://www.econbiz.de/10011897930

Sequential Monte Carlo sampling for state space models

Wüthrich, Mario V. - In: Robustness in econometrics, (pp. 25-50). 2017

The aim of these notes is to revisit sequential Monte Carlo (SMC) sampling. SMC sampling is a powerful simulation tool …

Persistent link: https://www.econbiz.de/10011800920

Generalized poststratification and importance sampling for subsampled Markov chain Monte Carlo estimation

Guha, Subharup; MacEachern, Steven N. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1175-1184

Persistent link: https://www.econbiz.de/10003375956

The finite sample performance of estimators for mediation analysis under sequential conditional independence

Huber, Martin; Lechner, Michael; Mellace, Giovanni - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 139-160

Persistent link: https://www.econbiz.de/10011691243

Dealing with small sample bias in post-crisis samples

Shagi, Makram el- - In: Economic modelling 65 (2017), pp. 1-8

Persistent link: https://www.econbiz.de/10011813538

Quantile estimation with Latin hypercube sampling

Dong, Hui; Nakayama, Marvin K. - In: Operations research 65 (2017) 6, pp. 1678-1695

Persistent link: https://www.econbiz.de/10011777843

Inference after estimation of breaks

Andrews, Isaiah; Kitagawa, Toru; McCloskey, Adam - 2020

In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean norm of a data-dependent vector. Examples that can be cast into this frame include threshold regression models with estimated thresholds and structural break models with estimated...

Persistent link: https://www.econbiz.de/10012241853

Predictive testing for Granger causality via posterior simulation and cross-validation

Cornwall, Gary J.; Mills, Jeffrey Alan; Sauley, Beau A.; … - 2019

Persistent link: https://www.econbiz.de/10012244159

Robust estimation and inference for importance sampling estimators with infinite variance

Chan, Joshua; Hou, Chenghan; Yang, Thomas Tao - In: Essays in honor of Cheng Hsiao, (pp. 255-285). 2020

Persistent link: https://www.econbiz.de/10012249406

Monte-Carlo simulation studies in survey statistics : an appraisal

Burgard, Jan Pablo; Dörr, Patricia; Münnich, Ralf T. - 2020

statistical modelling. Second, survey data is typically gathered using random sampling schemes from a finite population. In this … case, the sampling inference under a finite population model drives statistical conclusions. For empirical analyses, in … randomization with sampling inference. The question arises under which circumstances - if any - the sampling design can then be …

Persistent link: https://www.econbiz.de/10012256215