Citations for "Antithetic acceleration of Monte Carlo integration in Bayesian inference"
by Geweke, John
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- John Geweke, 1992.
"Priors for macroeconomic time series and their application,"
Discussion Paper / Institute for Empirical Macroeconomics
64, Federal Reserve Bank of Minneapolis.
- Lixin Cai & Guyonne Kalb, 2007.
"Health status and labour force status of older working-age Australian men,"
Australian Journal of Labour Economics (AJLE),
The Centre for Labour Market Research (CLMR), Curtin Business School, vol. 10(4), pages 227-252, December.
- Lixin Cai, 2007.
"The Relationship between Health and Labour Force Participation: Evidence from a Panel Data Simultaneous Equation Model,"
Melbourne Institute Working Paper Series
wp2007n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Steel, M.F.J., 1989.
"A Bayesian Analysis Of Simultaneous Equation Models By Combining Recursive Analytical And Numerical Approaches,"
Papers
8908, Tilburg - Center for Economic Research.
- Stern, Steven, 1994.
"Two Dynamic Discrete Choice Estimation Problems and Simulation Method Solutions,"
The Review of Economics and Statistics,
MIT Press, vol. 76(4), pages 695-702, November.
- Geweke, John, 1996.
"Monte carlo simulation and numerical integration,"
Handbook of Computational Economics,
in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 15, pages 731-800
Elsevier.
- Lence, Sergio H., 2002.
"Do Futures Benefit Farmers Who Adopt Them?,"
2002 Annual meeting, July 28-31, Long Beach, CA
19768, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Sullivan, Paul, 2007.
"A Dynamic Analysis of Educational Attainment, Occupational Choices, and Job Search,"
MPRA Paper
4590, University Library of Munich, Germany.
- Sullivan, Paul, 2006.
"A Dynamic Analysis of Educational Attainment, Occupational Choices, and Job Search,"
MPRA Paper
861, University Library of Munich, Germany.
- Sullivan, Paul, 2006.
"A Dynamic Analysis of Educational Attainment, Occupational Choices, and Job Search,"
MPRA Paper
3896, University Library of Munich, Germany, revised Jun 2007.
- Sims, Christopher A. & Zha, Tao, 2006.
"Does Monetary Policy Generate Recessions?,"
Macroeconomic Dynamics,
Cambridge University Press, vol. 10(02), pages 231-272, April.
- Michelle Goeree & Bridget Hiedemann & Steven Stern, 2011.
"Will You Still Want Me Tomorrow? The Dynamics of Families' Long-Term Care Arrangements,"
Working Papers
2011-035, Human Capital and Economic Opportunity Working Group.
- John Geweke, 1999.
"Using simulation methods for bayesian econometric models: inference, development,and communication,"
Econometric Reviews,
Taylor and Francis Journals, vol. 18(1), pages 1-73.
- Karlsson, Sune, 2012.
"Forecasting with Bayesian Vector Autoregressions,"
Working Papers
2012:12, Örebro University, School of Business.
- John Geweke, 1991.
"Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments,"
Staff Report
148, Federal Reserve Bank of Minneapolis.
- Sullivan, Paul, 2006.
"Interpolating Value Functions in Discrete Choice Dynamic Programming Models,"
MPRA Paper
864, University Library of Munich, Germany.
- Laura Mørch Andersen, 2013.
"Obtaining reliable Likelihood Ratio tests from simulated likelihood functions,"
IFRO Working Paper
2013/1, University of Copenhagen, Department of Food and Resource Economics.
- Lastrapes, W.D., 2000.
"Real Wages and Aggregate Demand Shocks: Contradictory Evidence from Vars,"
Papers
99-476, Georgia - College of Business Administration, Department of Economics.
- Ingo Fender, 2000.
"The impact of corporate risk management on monetary policy transmission: some empirical evidence,"
BIS Working Papers
95, Bank for International Settlements.
- Bridget Hiedemann & Michelle Sovinsky & Steven Stern, 2011.
"Will You Still Want Me Tomorrow? The Dynamics of Families’ Long-Term Care Arrangements,"
Working Papers
2012-017, Human Capital and Economic Opportunity Working Group.
- Wang, Xuecai & Dorfman, Jeffrey H. & McKissick, John C. & Turner, Steven C., 2001.
"Optimal Marketing Decisions For Feeder Cattle Under Price And Production Risk,"
Journal of Agricultural and Applied Economics,
Southern Agricultural Economics Association, vol. 33(03), December.
- Lence, Sergio H. & Hayes, Dermot J., 1995.
"Land Allocation in the Presence of Estimation Risk,"
Staff General Research Papers
995, Iowa State University, Department of Economics.
- Sandor, Zsolt & Andras, P.Peter, 2004.
"Alternative sampling methods for estimating multivariate normal probabilities,"
Journal of Econometrics,
Elsevier, vol. 120(2), pages 207-234, June.
- Steven Stern & John Pepper & David Dean & Robert Schmidt, 2011.
"The Effects of Vocational Rehabilitation for People with Mental Illlness,"
Virginia Economics Online Papers
382, University of Virginia, Department of Economics.
- Steel, M.F.J., 1988.
"Seemingly unrelated regression equation systems under diffuse stochastic prior information: A recursive analytical approach,"
Discussion Paper
1988-5, Tilburg University, Center for Economic Research.
- John Hsu & Tom Leonard & Kam-Wah Tsui, 1991.
"Statistical inference for multiple choice tests,"
Psychometrika,
Springer, vol. 56(2), pages 327-348, June.
- Robert Amano1 & Kim McPhail & Hope Pioro & Andrew Rennison, 2002.
"Evaluating the Quarterly Projection Model: A Preliminary Investigation,"
Working Papers
02-20, Bank of Canada.
- Munkin, Murat K., 2003.
"The MCMC and SML estimation of a self-selection model with two outcomes,"
Computational Statistics & Data Analysis,
Elsevier, vol. 42(3), pages 403-424, March.
- Tanizaki, Hisashi & Mariano, Roberto S., 1998.
"Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations,"
Journal of Econometrics,
Elsevier, vol. 83(1-2), pages 263-290.
- Lastrapes, W. D., 1998.
"International evidence on equity prices, interest rates and money,"
Journal of International Money and Finance,
Elsevier, vol. 17(3), pages 377-406, June.
- Balcombe, Kelvin & Bailey, Alastair, 2006.
"Bayesian inference of a smooth transition dynamic almost ideal model of food demand in the US,"
MPRA Paper
17305, University Library of Munich, Germany.
- John Geweke & Michael Keane & David Runkle, 1994.
"Alternative computational approaches to inference in the multinomial probit model,"
Staff Report
170, Federal Reserve Bank of Minneapolis.
- Dorfman, Jeffrey H. & McIntosh, Christopher S., 1998.
"Putting The "Econ" Into Econometrics,"
1998 Annual meeting, August 2-5, Salt Lake City, UT
20874, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Dorfman, Jeffrey H., 1995.
"A numerical bayesian test for cointegration of AR processes,"
Journal of Econometrics,
Elsevier, vol. 66(1-2), pages 289-324.
- Lence, Sergio H., 2008.
"Do Futures Benefit Farmers?,"
Staff General Research Papers
12919, Iowa State University, Department of Economics.
- Bound, John & Schoenbaum, Michael & Stinebrickner, Todd R. & Waidmann, Timothy, 1999.
"The dynamic effects of health on the labor force transitions of older workers,"
Labour Economics,
Elsevier, vol. 6(2), pages 179-202, June.
- Lence, Sergio H., 2008.
"How Much Can We Learn About Producers' Utility Functions from Their Production Data?,"
Proceedings:2008 Agricultural and Rural Finance Markets in Transition, September 25-26, 2008, Kansas City, Missouri
119534, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
- Vijverberg, Wim P. M., 1997.
"Monte Carlo evaluation of multivariate normal probabilities,"
Journal of Econometrics,
Elsevier, vol. 76(1-2), pages 281-307.
- Dorfman, Jeffrey H. & McIntosh, Christopher S., 2001.
"Imposing inequality restrictions: efficiency gains from economic theory,"
Economics Letters,
Elsevier, vol. 71(2), pages 205-209, May.
- Michelle Sovinsky Goeree, 2005.
"Advertising in the US Personal Computer Industry,"
Industrial Organization
0503002, EconWPA.
- Amano, Robert & Coletti , Don & Murchison , Stephen, 2000.
"Empirical Estimation and the Quarterly Projection Model: An Example Focusing on the External Sector,"
Working Paper Series
104, Sveriges Riksbank (Central Bank of Sweden).