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Adaptive Polar Sampling Author info | Abstract | Publisher info | Download info | Related research | Statistics Luc Bauwens
Charles S. Bos
Herman K. van Dijk
Rutger D. van Oest
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Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2002 with number
307.
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Date of creation: 01 Jul 2002Date of revision:
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Keywords: polar transformation ; importance sampling ; markov chain monte carlo ; mixture distributions ; Other versions of this item:
Find related papers by JEL classification: C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Bayesian Analysis 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
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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: 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!]
Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2006.
"Regime switching GARCH models ,"
Cahiers de recherche
06-08, HEC Montréal, Institut d'économie appliquée.
[Downloadable!]
Other versions:
BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen, 2006.
"Regime switching GARCH models ,"
CORE Discussion Papers
2006011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!] Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2006.
"Regime switching GARCH models ,"
Discussion Papers (ECON - Département des Sciences Economiques)
2006006, Université catholique de Louvain, Département des Sciences Economiques.
[Downloadable!] 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:
Bauwens, L. & Bos, C.S. & Dijk, H.K. van & Oest, R.D. van, 2003.
"Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods ,"
Econometric Institute Report
EI 2003-22 Revision_Date:, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004.
"Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods ,"
Journal of Econometrics ,
Elsevier, vol. 123(2), pages 201-225, December.
[Downloadable!] (restricted) Andrzej Kociêcki, 2003.
"On Priors for Impulse Responses in Bayesian Structural VAR Models ,"
Econometrics
0307006, EconWPA.
[Downloadable!]
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This page was last updated on 2009-11-13.
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