Ensemble MCMC sampling for robust Bayesian inference
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More about this item
Keywords
Bayesian Estimation; Monte Carlo Methods; Heterogeneous Agents; Global Optimization; Swiss Army Knife;All these keywords.
JEL classification:
- 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
- E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2023-02-06 (Discrete Choice Models)
- NEP-DGE-2023-02-06 (Dynamic General Equilibrium)
- NEP-ECM-2023-02-06 (Econometrics)
- NEP-ETS-2023-02-06 (Econometric Time Series)
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