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Econometric illustrations of novel numerical integration strategies for Bayesian inference

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  • Naylor, J. C.
  • Smith, A. F. M.

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  • Naylor, J. C. & Smith, A. F. M., 1988. "Econometric illustrations of novel numerical integration strategies for Bayesian inference," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 103-125.
  • Handle: RePEc:eee:econom:v:38:y:1988:i:1-2:p:103-125
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    Cited by:

    1. Heiss, Florian & Winschel, Viktor, 2008. "Likelihood approximation by numerical integration on sparse grids," Journal of Econometrics, Elsevier, vol. 144(1), pages 62-80, May.
    2. Cranfield, John A.L. & Preckel, Paul V. & Liu, Songquan, 1997. "Approximating Bayesian Posteriors using Multivariate Gaussian Quadrature," 1997 Annual Meeting, July 13-16, 1997, Reno\ Sparks, Nevada 35791, Western Agricultural Economics Association.
    3. Steel, Mark F. J., 1991. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 83-117.
    4. Feddag, M.-L. & Bacci, S., 2009. "Pairwise likelihood for the longitudinal mixed Rasch model," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1027-1037, February.
    5. Rabe-Hesketh, Sophia & Skrondal, Anders & Pickles, Andrew, 2005. "Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects," Journal of Econometrics, Elsevier, vol. 128(2), pages 301-323, October.
    6. Efthymios Tsionas & George Halkos, 2000. "Posterior Analysis of Environmental Damage Evaluation in Europe," International Review of Applied Economics, Taylor & Francis Journals, vol. 14(3), pages 371-390.

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