Nonlinear and nonnormal filters using Monte Carlo methods
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Brown, Bryan W & Mariano, Roberto S, 1989. "Measures of Deterministic Prediction Bias in Nonlinear Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(3), pages 667-84, August.
- McFadden, Daniel, 1989.
"A Method of Simulated Moments for Estimation of Discrete Response Models without Numerical Integration,"
Econometric Society, vol. 57(5), pages 995-1026, September.
- Daniel McFadden, 1987. "A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration," Working papers 464, Massachusetts Institute of Technology (MIT), Department of Economics.
- Tanizaki, Hisashi & Mariano, Roberto S, 1994. "Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(2), pages 163-79, April-Jun.
- Geweke, John, 1988. "Antithetic acceleration of Monte Carlo integration in Bayesian inference," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 73-89.
- Mariano, Roberto S & Brown, Bryan W, 1983. "Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(3), pages 523-36, October.
- Koop, Gary, 1994. " Recent Progress in Applied Bayesian Econometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 8(1), pages 1-34, March.
- Brown, Bryan W & Mariano, Roberto S, 1984. "Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System," Econometrica, Econometric Society, vol. 52(2), pages 321-43, March.
- Tanizaki, Hisashi, 1993. "Kalman Filter Model with Qualitative Dependent Variables," The Review of Economics and Statistics, MIT Press, vol. 75(4), pages 747-52, November.
- Geweke, John, 1989. "Bayesian Inference in Econometric Models Using Monte Carlo Integration," Econometrica, Econometric Society, vol. 57(6), pages 1317-39, November.
When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:25:y:1997:i:4:p:417-439. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Shamier, Wendy)
If references are entirely missing, you can add them using this form.