Computational Bayesian inference for estimating the size of a finite population
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Jeremy York & David Madigan & Ivar Heuch & Rolv Terje Lie, 1995. "Birth Defects Registered by Double Sampling: A Bayesian Approach Incorporating Covariates and Model Uncertainty," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 44(2), pages 227-242, June.
- Chib, Siddhartha & Greenberg, Edward, 1995. "Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models," Journal of Econometrics, Elsevier, vol. 68(2), pages 339-360, August.
- Ronald R. Regal & Ernest B. Hook, 1999. "An Exact Test for All-Way Interaction in A 2 -super-M Contingency Table: Application to Interval Capture–Recapture Estimation of Population Size," Biometrics, The International Biometric Society, vol. 55(4), pages 1241-1246, December.
- W. R. Gilks & P. Wild, 1992. "Adaptive Rejection Sampling for Gibbs Sampling," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 41(2), pages 337-348, June.
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.- Lynn Kuo & Jun Ying & Gim S. Seow, 2005. "Forecasting stock prices using a hierarchical Bayesian approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(1), pages 39-59.
- Chib, Siddhartha & Greenberg, Edward, 1996.
"Markov Chain Monte Carlo Simulation Methods in Econometrics,"
Econometric Theory, Cambridge University Press, vol. 12(3), pages 409-431, August.
- Siddhartha Chib & Edward Greenberg, 1994. "Markov Chain Monte Carlo Simulation Methods in Econometrics," Econometrics 9408001, University Library of Munich, Germany, revised 23 Feb 1995.
- García, Irene & Huo, Stella & Prado, Raquel & Bravo, Lelys, 2020. "Dynamic Bayesian temporal modeling and forecasting of short-term wind measurements," Renewable Energy, Elsevier, vol. 161(C), pages 55-64.
- Gary Koop & Dimitris Korobilis, 2019.
"Forecasting with High‐Dimensional Panel VARs,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(5), pages 937-959, October.
- Gary Koop & Dimitris Korobilis, 2015. "Forecasting With High Dimensional Panel VARs," Working Papers 2015_25, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis, 2018. "Forecasting with High-Dimensional Panel VARs," Working Paper series 18-20, Rimini Centre for Economic Analysis.
- Koop, G & Korobilis, D, 2018. "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers 21329, University of Essex, Essex Business School.
- Koop, Gary & Korobilis, Dimitris, 2015. "Forecasting with High-Dimensional Panel VARs," MPRA Paper 84275, University Library of Munich, Germany, revised 31 Jan 2018.
- Pang, W. K. & Yang, Z. H. & Hou, S. H. & Leung, P. K., 2002. "Non-uniform random variate generation by the vertical strip method," European Journal of Operational Research, Elsevier, vol. 142(3), pages 595-609, November.
- Troske, Kenneth R. & Voicu, Alexandru, 2010.
"Joint estimation of sequential labor force participation and fertility decisions using Markov chain Monte Carlo techniques,"
Labour Economics, Elsevier, vol. 17(1), pages 150-169, January.
- Troske, Kenneth & Voicu, Alexandru, 2004. "Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques," IZA Discussion Papers 1251, Institute of Labor Economics (IZA).
- Hielke Buddelmeyer & Kenneth Troske, 2004. "Joint estimation of sequential labor force participation and fertility decisions using Markov chain Monte Carlo techniques," Econometric Society 2004 North American Winter Meetings 334, Econometric Society.
- Fabio Canova & Matteo Ciccarelli, 2002.
"Panel Index Var Models: Specification, Estimation, Testing And Leading Indicators,"
Working Papers. Serie AD
2002-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Canova, Fabio & Ciccarelli, Matteo, 2003. "Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators," CEPR Discussion Papers 4033, C.E.P.R. Discussion Papers.
- Z. Rezaei Ghahroodi & M. Ganjali, 2013. "A Bayesian approach for analysing longitudinal nominal outcomes using random coefficients transitional generalized logit model: an application to the labour force survey data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(7), pages 1425-1445, July.
- Chib, Siddhartha, 1998. "Estimation and comparison of multiple change-point models," Journal of Econometrics, Elsevier, vol. 86(2), pages 221-241, June.
- Anis Fradi & Chafik Samir & Ines Adouani, 2024. "A New Bayesian Approach to Global Optimization on Parametrized Surfaces in $$\mathbb {R}^{3}$$ R 3," Journal of Optimization Theory and Applications, Springer, vol. 202(3), pages 1077-1100, September.
- Antonio Pesce, 2013. "Is Decoupling in action?," ERSA conference papers ersa13p1252, European Regional Science Association.
- Antonello Loddo & Shawn Ni & Dongchu Sun, 2011.
"Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 342-355, July.
- Loddo, Antonello & Ni, Shawn & Sun, Dongchu, 2011. "Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 342-355.
- Shawn Ni & Antonello Loddo & Dongchu Sun, 2009. "Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search," Working Papers 0911, Department of Economics, University of Missouri.
- Ho-Chuan Huang, 2001. "Bayesian analysis of the SUR Tobit model," Applied Economics Letters, Taylor & Francis Journals, vol. 8(9), pages 617-622.
- Cambra-Fierro, Jesús & Polo-Redondo, Yolanda & Trifu, Andreea, 2021. "Short-term and long-term effects of touchpoints on customer perceptions," Journal of Retailing and Consumer Services, Elsevier, vol. 61(C).
- Fuentes-García, Ruth & Mena, Ramsés H. & Walker, Stephen G., 2009. "A nonparametric dependent process for Bayesian regression," Statistics & Probability Letters, Elsevier, vol. 79(8), pages 1112-1119, April.
- Wang, Hao, 2010. "Sparse seemingly unrelated regression modelling: Applications in finance and econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2866-2877, November.
- Deschamps, Philippe J., 2012. "Bayesian estimation of generalized hyperbolic skewed student GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3035-3054.
- Fabio Canova & Matteo Ciccarelli, 2009.
"Estimating Multicountry Var Models,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(3), pages 929-959, August.
- Fabio Canova & Matteo Ciccarelli, 2002. "Estimating multi-country VAR models," Economics Working Papers 920, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
- Matteo Ciccarelli & Fabio Canova, 2006. "Estimating Multi-country VAR models," Computing in Economics and Finance 2006 478, Society for Computational Economics.
- Canova, Fabio & Ciccarelli, Matteo, 2006. "Estimating multi-country VAR models," Working Paper Series 603, European Central Bank.
- Fabio Canova & Matteo Ciccarelli, 2007. "Estimating Multi-country VAR models," Discussion Papers 7_2007, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Gallizo, José Luis & Jiménez, Fernando & Salvador, Manuel, 2002. "Adjusting financial ratios: a Bayesian analysis of the Spanish manufacturing sector," Omega, Elsevier, vol. 30(3), pages 185-195, June.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016.
"Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1352-1370, November.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers 15-111/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:eee:csdana:v:51:y:2007:i:6:p:2934-2945. 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: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.