Note On The Eigenvalues Of The Covariance Matrix Of Disturbances In The General Linear Model, Ii
Author
Abstract
Suggested Citation
DOI: 10.22004/ag.econ.272262
Download full text from publisher
References listed on IDEAS
- Hazewinkel, Michiel, "undated". "Proceedings Filter-Day Rotterdam 1980," Econometric Institute Archives 272260, Erasmus University Rotterdam.
- van Dijk, H. K. & Kloek, T., 1980.
"Further experience in Bayesian analysis using Monte Carlo integration,"
Journal of Econometrics, Elsevier, vol. 14(3), pages 307-328, December.
- van Dijk, H. K. & Kloek, T., 1980. "Further Experience In Bayesian Analysis Using Monte Carlo Integration," Econometric Institute Archives 272261, Erasmus University Rotterdam.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- James A. Chalfant & Richard S. Gray & Kenneth J. White, 1991.
"Evaluating Prior Beliefs in a Demand System: The Case of Meat Demand in Canada,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 73(2), pages 476-490.
- Chalfant, James & Gray, Richard & White, Kenneth, 1989. "Evaluating Prior Beliefs in a Demand System: The Case of Meats Demand in Canada," CUDARE Working Papers 198485, University of California, Berkeley, Department of Agricultural and Resource Economics.
- 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," LIDAM Reprints CORE 1731, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
- Guyonne Kalb, 1998. "An Australian Model for Labour Supply and Welfare Participation in Two-Adult Households," Discussion Papers 0082, University of New South Wales, Social Policy Research Centre.
- VAN DIJK, Herman K., 1987.
"Some advances in Bayesian estimations methods using Monte Carlo Integration,"
LIDAM Reprints CORE
783, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- van Dijk, H. K., 1987. "Some Advances In Bayesian Estimation Methods Using Monte Carlo Integration," Econometric Institute Archives 272361, Erasmus University Rotterdam.
- Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K., 2007.
"On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks,"
Journal of Econometrics, Elsevier, vol. 139(1), pages 154-180, July.
- HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K., 2005. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," LIDAM Discussion Papers CORE 2005029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & van DIJK, Herman K., 2007. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks," LIDAM Reprints CORE 1922, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2005. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks," Econometric Institute Research Papers EI 2005-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Lennart F. Hoogerheide & Johan F. Kaashoek, 2004. "Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling," Computing in Economics and Finance 2004 74, Society for Computational Economics.
- George A. Christodoulakis & Emmanuel C. Mamatzakis, 2009. "Labour Market Dynamics in EU: a Bayesian Markov Chain Approach," Discussion Paper Series 2009_07, Department of Economics, University of Macedonia, revised Apr 2009.
- BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K., 1999.
"Adaptive polar sampling with an application to a Bayes measure of value-at-risk,"
LIDAM Discussion Papers CORE
1999057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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.
- 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.
- 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.
- Hop, J. P. & van Duk, H. K., 1990. "Two Algorithms For The Computation Of Posterior Moments And Densities Using Monte Carlo Integration," Econometric Institute Archives 272483, Erasmus University Rotterdam.
- van Dijk, H. K. & Kloek, T., 1983. "Experiments With Some Alternatives For Simple Importance Sampling In Monte Carlo Integration," Econometric Institute Archives 272281, Erasmus University Rotterdam.
- van Dijk, H. K. & Kloek, T., 1982. "Monte Carlo Analysis Of Skew Posterior Distributions: An Illustrative Econometric Example," Econometric Institute Archives 272268, Erasmus University Rotterdam.
- Heckelei, Thomas & Mittelhammer, Ronald C., 1996. "Bayesian Bootstrap Analysis of Systems of Equations," Discussion Papers 18786, University of Bonn, Institute for Food and Resource Economics.
- Hammond, Peter J., 2023.
"The Monte Carlo Integral of a Continuum of Independent Random Variables,"
CRETA Online Discussion Paper Series
80, Centre for Research in Economic Theory and its Applications CRETA.
- Hammond, Peter J., 2023. "The Monte Carlo Integral of a Continuum of Independent Random Variables," The Warwick Economics Research Paper Series (TWERPS) 1479, University of Warwick, Department of Economics.
- Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2003. "Neural network approximations to posterior densities: an analytical approach," Econometric Institute Research Papers EI 2003-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- George A. Christodoulakis & Emmanuel C. Mamatzakis, 2010. "Labour Market Dynamics in Greek Regions: a Bayesian Markov Chain Approach Using Proportions Data," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 2(1), pages 32-45, January.
- Lennart Hoogerheide & Herman K. van Dijk, 2008. "Possibly Ill-behaved Posteriors in Econometric Models," Tinbergen Institute Discussion Papers 08-036/4, Tinbergen Institute, revised 18 Apr 2008.
- 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.
- Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2004. "Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models," Econometric Institute Research Papers EI 2004-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013. "Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 13-191/III, Tinbergen Institute.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:eureia:272262. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/feeurnl.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/p/ags/eureia/272262.html