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Further experience in Bayesian analysis using Monte Carlo integration

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van Dijk, H. K.
Kloek, T.

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File URL: http://www.sciencedirect.com/science/article/B6VC0-45828JM-3/2/099df9967ac6f48c406e0e685a5ece33
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 14 (1980)
Issue (Month): 3 (December)
Pages: 307-328
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Handle: RePEc:eee:econom:v:14:y:1980:i:3:p:307-328

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  1. Heckelei, Thomas & Mittelhammer, Ron C., 1996. "Bayesian Bootstrap Analysis of Systems of Equations," Discussion Papers 18786, University of Bonn, Institute for Food and Resource Economics. [Downloadable!]
  2. BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K., 1999. "Adaptive polar sampling with an application to a Bayes measure of value-at-risk," CORE Discussion Papers 1999057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
    Other versions:
  3. Guyonne Kalb, 1998. "An Australian Model for Labour Supply and Welfare Participation in Two-Adult Households," Discussion Papers 0082, University of New South Wales, Social Policy Research Centre. [Downloadable!]
  4. Denis Fougère & Thierry Kamionka, 2003. "Bayesian inference for the mover-stayer model in continuous time with an application to labour market transition data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(6), pages 697-723. [Downloadable!]
    Other versions:
  5. Heckelei, Thomas & Mittelhammer, Ron C. & Wahl, Thomas I., 1997. "Bayesian Analysis of a Japanese Meat Demand System: A Robust Likelihood Approach," Discussion Papers 18783, University of Bonn, Institute for Food and Resource Economics. [Downloadable!]
  6. L.F. Hoogerheide & J.F. Kaashoek & H.K. Van Dijk, 2002. "Functional approximations to posterior densities," Econometric Institute Report 312, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  7. Lennart Hoogerheide & Herman K. van Dijk, 2008. "Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling," Tinbergen Institute Discussion Papers 08-092/4, Tinbergen Institute. [Downloadable!]
  8. L. Bauwens & C.S. Bos & H.K. Van Dijk & R.D. Van Oest, 2002. "Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods," Econometric Institute Report 278, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
  9. HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K., 2005. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," CORE Discussion Papers 2005029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
    Other versions:
  10. Lennart F. Hoogerheide & Johan F. Kaashoek, 2004. "Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling," Computing in Economics and Finance 2004 74, Society for Computational Economics. [Downloadable!]
  11. Lennart Hoogerheide & Herman K. van Dijk, 2008. "Possibly Ill-behaved Posteriors in Econometric Models," Tinbergen Institute Discussion Papers 08-036/4, Tinbergen Institute, revised 18 Apr 2008. [Downloadable!]
  12. David Ardia & Lennart Hoogerheide & Herman K. van Dijk, 2009. "To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods," Tinbergen Institute Discussion Papers 09-017/4, Tinbergen Institute. [Downloadable!]
  13. L. Bauwens & C.S. Bos & H.K. Van Dijk & R.D. Van Oest, 2003. "Adaptive radial-based direction sampling - some flexibel and robust Monte Carlo integration methods," Econometric Institute Report 327, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
  14. Guyonne Kalb & Jenny Williams, 2001. "Delinquency and Gender," Melbourne Institute Working Paper Series wp2001n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    Other versions:
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