BAYESIAN-INFERENCE IN ECONOMETRIC-MODELS USING MONTE-CARLO INTEGRATION

被引：770

作者：

GEWEKE, J

机构：

来源：

ECONOMETRICA | 1989年 / 57卷 / 06期

关键词：

D O I：

10.2307/1913710

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1317 / 1339

页数：23

共 24 条

[1] A 1-1 POLY-TERT RANDOM VARIABLE GENERATOR WITH APPLICATION TO MONTE-CARLO INTEGRATION [J].

BAUWENS, L ;

RICHARD, JF .

JOURNAL OF ECONOMETRICS, 1985, 29 (1-2) :19-46

[2]

BAUWENS W, 1984, BAYESIAN FULL INFORM

[3]

CRAMER H, 1946, MATH METHODS STATIST

[4]

DAVIS PJ, 1975, METHODS NUMERICAL IN

[5] ESTIMATES OF THE VARIANCE OF UNITED-STATES INFLATION BASED UPON THE ARCH MODEL [J].

ENGLE, RF .

JOURNAL OF MONEY CREDIT AND BANKING, 1983, 15 (03) :286-301

[6] AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION [J].

ENGLE, RF .

ECONOMETRICA, 1982, 50 (04) :987-1007

[7]

ENGLE RF, 1984, HDB ECONOMETRICS, V2, pCH13

[8] EXPLICITLY INFINITE-DIMENSIONAL BAYESIAN-ANALYSIS OF PRODUCTION TECHNOLOGIES [J].

GALLANT, AR ;

MONAHAN, JF .

JOURNAL OF ECONOMETRICS, 1985, 30 (1-2) :171-201

[9] EXACT INFERENCE FOR CONTINUOUS-TIME MARKOV-CHAIN MODELS [J].

GEWEKE, J ;

MARSHALL, RC ;

ZARKIN, GA .

REVIEW OF ECONOMIC STUDIES, 1986, 53 (04) :653-669

[10] MOBILITY INDEXES IN CONTINUOUS-TIME MARKOV-CHAINS [J].

GEWEKE, J ;

MARSHALL, RC ;

ZARKIN, GA .

ECONOMETRICA, 1986, 54 (06) :1407-1423

← 1 2 3 →