Adaptive Markov chain Monte Carlo sampling and estimation in Mata
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Other versions of this item:
- Matthew J. Baker, 2014. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Stata Journal, StataCorp LP, vol. 14(3), pages 623-661, September.
- Matthew J. Baker, 2013. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Economics Working Paper Archive at Hunter College 440, Hunter College Department of Economics.
References listed on IDEAS
- Train,Kenneth E., 2009.
"Discrete Choice Methods with Simulation,"
Cambridge Books,
Cambridge University Press, number 9780521766555, December.
- Train,Kenneth E., 2009. "Discrete Choice Methods with Simulation," Cambridge Books, Cambridge University Press, number 9780521747387, December.
- Kenneth Train, 2003. "Discrete Choice Methods with Simulation," Online economics textbooks, SUNY-Oswego, Department of Economics, number emetr2.
- Arne Risa Hole, 2007. "Fitting mixed logit models by using maximum simulated likelihood," Stata Journal, StataCorp LP, vol. 7(3), pages 388-401, September.
- Chernozhukov, Victor & Hong, Han, 2003. "An MCMC approach to classical estimation," Journal of Econometrics, Elsevier, vol. 115(2), pages 293-346, August.
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Cited by:
- Pourya Valizadeh & Travis A Smith, 2020. "How Did The American Recovery and Reinvestment Act Affect the Material Well‐Being of SNAP Participants? A Distributional Approach," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 42(3), pages 455-476, September.
- Erik Figueiredo & Luiz Renato Lima & Gianluca Orefice, 2016.
"Migration and Regional Trade Agreements: A (New) Gravity Estimation,"
Review of International Economics, Wiley Blackwell, vol. 24(1), pages 99-125, February.
- Gianluca Orefice & Luiz Lima & Erik Figueiredo, 2014. "Migration and Regional Trade Agreement: a (new) Gravity Estimation," Working Papers 2014-13, CEPII research center.
- Erik Figueiredo & Luiz Renato Lima & Gianluca Orefice, 2016. "Migration and Regional Trade Agreements: A (New) Gravity Estimation," Post-Print hal-02534389, HAL.
- Andrew Myburgh & Jordi Paniagua, 2016. "Does International Commercial Arbitration Promote Foreign Direct Investment?," Journal of Law and Economics, University of Chicago Press, vol. 59(3), pages 597-627.
- Cuadros, Ana & Martín-Montaner, Joan & Paniagua, Jordi, 2019.
"Migration and FDI: The role of job skills,"
International Review of Economics & Finance, Elsevier, vol. 59(C), pages 318-332.
- Ana Cuadros & Joan Martín-Montaner & Jordi Paniagua, 2017. "Migration and FDI: The role of job skills," Working Papers 2017/15, Economics Department, Universitat Jaume I, Castellón (Spain).
- Valizadeh, Pourya & Smith, Travis A., 2017. "How Did the American Recovery and Reinvestment Act (ARRA) Impact the Material Well-being of SNAP Participants? A Distributional Approach," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258496, Agricultural and Applied Economics Association.
More about this item
Keywords
Stata; Mata; Markov chain Monte Carlo; drawing from distributions; mixed logit Bayesian estimation; bayesmlogit; mcmccqreg;JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2014-08-02 (Discrete Choice Models)
- NEP-ORE-2014-08-02 (Operations Research)
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