Accept-reject Metropolis-Hastings sampling and marginal likelihood estimation
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Bibliographic InfoArticle provided by Netherlands Society for Statistics and Operations Research in its journal Statistica Neerlandica.
Volume (Year): 59 (2005)
Issue (Month): 1 ()
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0039-0402
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- Hosoe, Nobuhiro & Takagi, Shingo, 2012.
"Retail power market competition with endogenous entry decision—An auction data analysis,"
Journal of the Japanese and International Economies,
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- Nobuhiro Hosoe & Shingo Takagi, 2011. "Retail Power Market Competition with Endogenous Entry Decision-An Auction Data Analysis," GRIPS Discussion Papers 11-01, National Graduate Institute for Policy Studies.
- Chan, Joshua & Strachan, Rodney, 2012.
"Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods,"
39360, University Library of Munich, Germany.
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- Jouchi Nakajima, 2008. "EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns," IMES Discussion Paper Series 08-E-23, Institute for Monetary and Economic Studies, Bank of Japan.
- Jouchi Nakajima & Yasuhiro Omori, 2007. "Leverage, Heavy-Tails and Correlated Jumps in Stochastic Volatility Models (Revised in January 2008; Published in "Computational Statistics and Data Analysis", 53-6, 2335-2353. April 2009. )," CARF F-Series CARF-F-107, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
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