Estimation of Dynamic Bivariate Mixture Models: Comments on Watanabe (2000)
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- Liesenfeld, Roman & Richard, Jean-François, 2008.
"Improving MCMC, using efficient importance sampling,"
Computational Statistics & Data Analysis,
Elsevier, vol. 53(2), pages 272-288, December.
- Liesenfeld, Roman & Richard, Jean-François, 2006. "Improving MCMC Using Efficient Importance Sampling," Economics Working Papers 2006-05, Christian-Albrechts-University of Kiel, Department of Economics.
- Pastorello, S. & Rossi, E., 2010. "Efficient importance sampling maximum likelihood estimation of stochastic differential equations," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2753-2762, November.
- Almeida, Carlos & Czado, Claudia, 2012. "Efficient Bayesian inference for stochastic time-varying copula models," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1511-1527.
- Richard, Oliver & Van Horn, Larry, 2004. "Persistence in prescriptions of branded drugs," International Journal of Industrial Organization, Elsevier, vol. 22(4), pages 523-540, April.
- Richard, Jean-Francois & Zhang, Wei, 2007. "Efficient high-dimensional importance sampling," Journal of Econometrics, Elsevier, vol. 141(2), pages 1385-1411, December.
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