Posterior moments computed by mixed integration
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Cited by:
- Bauwens, L. & Bos, C.S. & van Dijk, H.K., 1999.
"Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk,"
Econometric Institute Research Papers
TI 99-082/4, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999. "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Tinbergen Institute Discussion Papers 99-082/4, Tinbergen Institute.
- K. Van Dijk & Luc Bauwens & Charles Bos, 2000. "Adaptive Polar Sampling With An Application To A Bayes Measure Of Value-At-Risk," Computing in Economics and Finance 2000 145, Society for Computational Economics.
- BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K., 1999. "Adaptive polar sampling with an application to a Bayes measure of value-at-risk," CORE Discussion Papers 1999057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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.
- Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003. "Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods," Econometric Institute Research Papers EI 2003-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- 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," CORE Discussion Papers RP 1731, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1998.
"Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces,"
Tinbergen Institute Discussion Papers
98-071/4, Tinbergen Institute.
- Bauwens, L. & Bos, C.S. & van Dijk, H.K., 1998. "Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces," Econometric Institute Research Papers EI 9822, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Denis Fougère & Thierry Kamionka, 2003.
"Bayesian inference for the mover-stayer model in continuous time with an application to labour market transition data,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 18(6), pages 697-723.
- Denis Fougère & Thierry Kamionka, 2002. "Bayesian Inference for the Mover-Stayer Model in Continuous Time with an Application to Labour Market Transition Data," Working Papers 2002-23, Center for Research in Economics and Statistics.
- Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003. "Explaining Adaptive Radial-Based Direction Sampling," Econometric Institute Research Papers EI 2003-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Hoogerheide, L.F. & van Dijk, H.K. & van Oest, R.D., 2007.
"Simulation based bayesian econometric inference: principles and some recent computational advances,"
Econometric Institute Research Papers
EI 2007-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D., 2007. "Simulation based Bayesian econometric inference: principles and some recent computational advances," CORE Discussion Papers 2007015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Vijverberg, Wim P. M., 1997. "Monte Carlo evaluation of multivariate normal probabilities," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 281-307.
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