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Simulation based Bayesianeconometric inference: principles and some recent computational advances

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Author Info
HOOGERHEIDE, Lennart F.
VAN DIJK, Herman K.
VAN OEST, Rutger D.

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Abstract

In this paper we discuss several aspects of simulation based Bayesian econometric inference. We start at an elementary level on basic concepts of Bayesian analysis; evaluating integrals by simulation methods is a crucial ingredient in Bayesian inference. Next, the most popular and well-known simulation techniques are discussed, the MetropolisHastings algorithm and Gibbs sampling (being the most popular Markov chain Monte Carlo methods) and importance sampling. After that, we discuss two recently developed sampling methods: adaptive radial based direction sampling [ARDS], which makes use of a transformation to radial coordinates, and neural network sampling, which makes use of a neural network approximation to the posterior distribution of interest. Both methods are especially useful in cases where the posterior distribution is not well-behaved, in the sense of having highly non-elliptical shapes. The simulation techniques are illustrated in several example models, such as a model for the real US GNP and models for binary data of a US recession indicator.

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Publisher Info
Paper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 2007015.

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Date of creation: 01 Mar 2007
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Handle: RePEc:cor:louvco:2007015

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Find related papers by JEL classification:
C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Bayesian Analysis
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing

Cited by:
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  1. 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!]
  2. 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!]
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