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Antithetic acceleration of Monte Carlo integration in Bayesian inference
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Cited by:
- Geweke, John, 1994.
"Priors for Macroeconomic Time Series and Their Application,"
Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 609-632, August.
- John Geweke, 1992. "Priors for macroeconomic time series and their application," Discussion Paper / Institute for Empirical Macroeconomics 64, Federal Reserve Bank of Minneapolis.
- Lence, Sergio H., 2002.
"Do Futures Benefit Farmers Who Adopt Them?,"
2002 Annual meeting, July 28-31, Long Beach, CA
19768, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Lence, Sergio H., 2003. "Do futures benefit farmers who adopt them?," ESA Working Papers 289079, Food and Agriculture Organization of the United Nations, Agricultural Development Economics Division (ESA).
- Sergio H. Lence, 2003. "Do Futures Benefit Farmers Who Adopt Them?," Working Papers 03-20, Agricultural and Development Economics Division of the Food and Agriculture Organization of the United Nations (FAO - ESA).
- Wang, Zhenyu, 1998. "Efficiency loss and constraints on portfolio holdings," Journal of Financial Economics, Elsevier, vol. 48(3), pages 359-375, June.
- 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.
- Karlsson, Sune, 2013.
"Forecasting with Bayesian Vector Autoregression,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 791-897,
Elsevier.
- Karlsson, Sune, 2012. "Forecasting with Bayesian Vector Autoregressions," Working Papers 2012:12, Örebro University, School of Business.
- Amine Ouazad & Romain Rancière, 2019.
"City Equilibrium With Borrowing Constraints: Structural Estimation And General Equilibrium Effects,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(2), pages 721-749, May.
- Amine Ouazad & Romain Rancière, 2017. "City Equilibrium with Borrowing Constraints: Structural Estimation and General Equilibrium Effects," NBER Working Papers 23994, National Bureau of Economic Research, Inc.
- Ingo Fender, 2000. "The impact of corporate risk management on monetary policy transmission: some empirical evidence," BIS Working Papers 95, Bank for International Settlements.
- Cranfield, John A.L. & Preckel, Paul V. & Liu, Songquan, 1997. "Approximating Bayesian Posteriors using Multivariate Gaussian Quadrature," 1997 Annual Meeting, July 13-16, 1997, Reno\ Sparks, Nevada 35791, Western Agricultural Economics Association.
- Wang, Xuecai & Dorfman, Jeffrey H. & McKissick, John & Turner, Steven C., 2001.
"Optimal Marketing Decisions for Feeder Cattle under Price and Production Risk,"
Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 33(3), pages 431-443, December.
- Wang, Xuecai & Dorfman, Jeffrey H. & McKissick, John C. & Turner, Steven C., 2001. "Optimal Marketing Decisions For Feeder Cattle Under Price And Production Risk," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 33(3), pages 1-13, December.
- Sandor, Zsolt & Andras, P.Peter, 2004. "Alternative sampling methods for estimating multivariate normal probabilities," Journal of Econometrics, Elsevier, vol. 120(2), pages 207-234, June.
- Lastrapes, William D., 2002.
"Real wages and aggregate demand shocks: contradictory evidence from VARs,"
Journal of Economics and Business, Elsevier, vol. 54(4), pages 389-413.
- Lastrapes, W.D., 2000. "Real Wages and Aggregate Demand Shocks: Contradictory Evidence from Vars," Papers 99-476, Georgia - College of Business Administration, Department of Economics.
- Robert Amano & Kim McPhail & Hope Pioro & Andrew Rennison, 2002. "Evaluating the Quarterly Projection Model: A Preliminary Investigation," Staff Working Papers 02-20, Bank of Canada.
- Balcombe, Kelvin & Bailey, Alastair, 2006. "Bayesian inference of a smooth transition dynamic almost ideal model of food demand in the US," MPRA Paper 17305, University Library of Munich, Germany.
- John Geweke, 1999.
"Using simulation methods for bayesian econometric models: inference, development,and communication,"
Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 1-73.
- John Geweke, 1998. "Using simulation methods for Bayesian econometric models: inference, development, and communication," Staff Report 249, Federal Reserve Bank of Minneapolis.
- Steel, Mark F. J., 1991.
"A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches,"
Journal of Econometrics, Elsevier, vol. 48(1-2), pages 83-117.
- Steel, M.F.J., 1989. "A Bayesian Analysis Of Simultaneous Equation Models By Combining Recursive Analytical And Numerical Approaches," Papers 8908, Tilburg - Center for Economic Research.
- Steel, M.F.J., 1989. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Discussion Paper 1989-8, Tilburg University, Center for Economic Research.
- Steel, M.F.J., 1989. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Other publications TiSEM b3f4c27f-4dab-46b3-9587-6, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1991. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Other publications TiSEM 029ee64f-b5a0-4787-9f5e-0, Tilburg University, School of Economics and Management.
- Lixin Cai, 2009. "Is self-reported disability status endogenous to labour force status?," Applied Economics Letters, Taylor & Francis Journals, vol. 16(5), pages 459-464.
- Bound, John & Schoenbaum, Michael & Stinebrickner, Todd R. & Waidmann, Timothy, 1999.
"The dynamic effects of health on the labor force transitions of older workers,"
Labour Economics, Elsevier, vol. 6(2), pages 179-202, June.
- John Bound & Michael Schoenbaum & Todd R. Stinebrickner & Timothy Waidmann, 1998. "The Dynamic Effects of Health on the Labor Force Transitions of Older Workers," NBER Working Papers 6777, National Bureau of Economic Research, Inc.
- Sergio H. Lence, 2009.
"Do Futures Benefit Farmers?,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(1), pages 154-167.
- Lence, Sergio H., 2008. "Do Futures Benefit Farmers?," Staff General Research Papers Archive 12919, Iowa State University, Department of Economics.
- M F Goodchild & L Anselin & U Deichmann, 1993. "A Framework for the Areal Interpolation of Socioeconomic Data," Environment and Planning A, , vol. 25(3), pages 383-397, March.
- Carrasco, Marine & Florens, Jean-Pierre, 2011.
"A Spectral Method For Deconvolving A Density,"
Econometric Theory, Cambridge University Press, vol. 27(3), pages 546-581, June.
- Carrasco, Marine & Florens, Jean-Pierre, 2002. "Spectral Method for Deconvolving a Density," IDEI Working Papers 138, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2009.
- Paul Sullivan, 2010.
"A Dynamic Analysis Of Educational Attainment, Occupational Choices, And Job Search,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(1), pages 289-317, February.
- Sullivan, Paul, 2006. "A Dynamic Analysis of Educational Attainment, Occupational Choices, and Job Search," MPRA Paper 3896, University Library of Munich, Germany, revised Jun 2007.
- Sullivan, Paul, 2007. "A Dynamic Analysis of Educational Attainment, Occupational Choices, and Job Search," MPRA Paper 4590, University Library of Munich, Germany.
- Sullivan, Paul, 2006. "A Dynamic Analysis of Educational Attainment, Occupational Choices, and Job Search," MPRA Paper 861, University Library of Munich, Germany.
- William Greene, 2001.
"Fixed and Random Effects in Nonlinear Models,"
Working Papers
01-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Greene, W., 2001. "Fixed and Random Effects in Nonlinear Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires 01-01, New York University, Leonard N. Stern School of Business-.
- Stern, Steven, 1994.
"Two Dynamic Discrete Choice Estimation Problems and Simulation Method Solutions,"
The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 695-702, November.
- Steven Stern, 1994. "Two Dynamic Discrete Choice Estimation Problems and Simulation Method Solutions," Virginia Economics Online Papers 389, University of Virginia, Department of Economics.
- Geweke, John, 1996.
"Monte carlo simulation and numerical integration,"
Handbook of Computational Economics, in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 15, pages 731-800,
Elsevier.
- John Geweke, 1995. "Monte Carlo simulation and numerical integration," Staff Report 192, Federal Reserve Bank of Minneapolis.
- Laura Mørch Andersen, 2014. "Obtaining Reliable Likelihood Ratio Tests from Simulated Likelihood Functions," PLOS ONE, Public Library of Science, vol. 9(10), pages 1-12, October.
- John Geweke, 1991. "Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments," Staff Report 148, Federal Reserve Bank of Minneapolis.
- Laura Mørch Andersen, 2013. "Obtaining reliable Likelihood Ratio tests from simulated likelihood functions," IFRO Working Paper 2013/1, University of Copenhagen, Department of Food and Resource Economics.
- Fredriksson, Peter, 1999.
"The Dynamics of Regional Labor Markets and Active Labor Market Policy: Swedish Evidence,"
Oxford Economic Papers, Oxford University Press, vol. 51(4), pages 623-648, October.
- Fredriksson, P., 1995. "The Dynamics of Regional Labour Markets and Active Labour Market Policy: Swedish Evidence," Papers 1995-20, Uppsala - Working Paper Series.
- Steel, M.F.J., 1988.
"Seemingly unrelated regression equation systems under diffuse stochastic prior information : A recursive analytical approach,"
Other publications TiSEM
6d8c95f6-dc7f-4fb9-ae6b-3, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1988. "Seemingly unrelated regression equation systems under diffuse stochastic prior information : A recursive analytical approach," Discussion Paper 1988-5, Tilburg University, Center for Economic Research.
- Fofana, Abdulai & Jaffry, Shabbar, 2008. "Measuring Oligopsony Power of UK Salmon Retailers," Working Papers 61116, Scotland's Rural College (formerly Scottish Agricultural College), Land Economy & Environment Research Group.
- Steven Stern & John Pepper & David Dean & Robert Schmidt, 2011. "The Effects of Vocational Rehabilitation for People with Mental Illlness," Virginia Economics Online Papers 382, University of Virginia, Department of Economics.
- Geweke, John & Keane, Michael P & Runkle, David, 1994.
"Alternative Computational Approaches to Inference in the Multinomial Probit Model,"
The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 609-632, November.
- John Geweke & Michael P. Keane & David E. Runkle, 1994. "Alternative computational approaches to inference in the multinomial probit model," Staff Report 170, Federal Reserve Bank of Minneapolis.
- Lence, Sergio H., 2008. "How Much Can We Learn About Producers' Utility Functions from Their Production Data?," 2008 Agricultural and Rural Finance Markets in Transition, September 25-26, 2008, Kansas City, Missouri 119534, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
- Sims, Christopher A. & Zha, Tao, 2006.
"Does Monetary Policy Generate Recessions?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 10(2), pages 231-272, April.
- Christopher A. Sims & Tao Zha, 1998. "Does monetary policy generate recessions?," FRB Atlanta Working Paper 98-12, Federal Reserve Bank of Atlanta.
- Vijverberg, Wim P. M., 1997. "Monte Carlo evaluation of multivariate normal probabilities," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 281-307.
- Christopher M Clapp & Steven Stern & Steven Dan Yu, 2017. "Interactions of Public Paratransit and Vocational Rehabilitation," Department of Economics Working Papers 17-12, Stony Brook University, Department of Economics.
- Lence, Sergio H. & Hayes, Dermot J., 1995.
"Land Allocation In The Presence Of Estimation Risk,"
Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 20(1), pages 1-15, July.
- Lence, Sergio H. & Hayes, Dermot J., 1995. "Land Allocation in the Presence of Estimation Risk," Staff General Research Papers Archive 995, Iowa State University, Department of Economics.
- Lence, Sergio H. & Hayes, Dermot J., 1995. "Land Allocation in the Presence of Estimation Risk," ISU General Staff Papers 199507010700001008, Iowa State University, Department of Economics.
- Dorfman, Jeffrey H. & McIntosh, Christopher S., 2001. "Imposing inequality restrictions: efficiency gains from economic theory," Economics Letters, Elsevier, vol. 71(2), pages 205-209, May.
- Michelle Sovinsky Goeree, 2005. "Advertising in the US Personal Computer Industry," Industrial Organization 0503002, University Library of Munich, Germany.
- Bridget Hiedemann & Michelle Sovinsky & Steven Stern, 2018.
"Will You Still Want Me Tomorrow?: The Dynamics of Families’ Long-Term Care Arrangements,"
Journal of Human Resources, University of Wisconsin Press, vol. 53(3), pages 663-716.
- Michelle Goeree & Bridget Hiedemann & Steven Stern, 2011. "Will You Still Want Me Tomorrow? The Dynamics of Families' Long-Term Care Arrangements," Working Papers 2011-035, Human Capital and Economic Opportunity Working Group.
- Michelle Sovinsky Goeree & Bridget Hiedemann & Steven Stern, 2012. "Will you still want me tomorrow? The dynamics of families' long-term care arrangements," ECON - Working Papers 088, Department of Economics - University of Zurich.
- Bridget Hiedemann & Michelle Sovinsky & Steven Stern, 2011. "Will You Still Want Me Tomorrow? The Dynamics of Families' Long-Term Care Arrangements," Working Papers 2012-017, Human Capital and Economic Opportunity Working Group.
- Bearse, Peter & Gurmu, Shiferaw & Rapaport, Carol & Stern, Steven, 2004. "Paratransit demand of disabled people," Transportation Research Part B: Methodological, Elsevier, vol. 38(9), pages 809-831, November.
- Sullivan, Paul, 2006. "Interpolating Value Functions in Discrete Choice Dynamic Programming Models," MPRA Paper 864, University Library of Munich, Germany.
- Tanizaki, Hisashi, 1997. "Nonlinear and nonnormal filters using Monte Carlo methods," Computational Statistics & Data Analysis, Elsevier, vol. 25(4), pages 417-439, September.
- Sándor, Z. & András, P., 2003. "Alternate Samplingmethods for Estimating Multivariate Normal Probabilities," Econometric Institute Research Papers EI 2003-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Munkin, Murat K., 2003. "The MCMC and SML estimation of a self-selection model with two outcomes," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 403-424, March.
- Dorfman, Jeffrey H. & Havenner, Arthur M., 1992. "A Bayesian approach to state space multivariate time series modeling," Journal of Econometrics, Elsevier, vol. 52(3), pages 315-346, June.
- Tanizaki, Hisashi & Mariano, Roberto S., 1998. "Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 263-290.
- William Greene, 2004.
"Convenient estimators for the panel probit model: Further results,"
Empirical Economics, Springer, vol. 29(1), pages 21-47, January.
- William Greene, 2002. "Convenient estimators for the panel probit model: Further results," Working Papers 02-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Dorfman, Jeffrey H. & McIntosh, Christopher S., 1998. "Putting The "Econ" Into Econometrics," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20874, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Ban, Kyunghoon & Lence, Sergio H., 2022. "Estimating Demand Systems with Corner Solutions: The Performance of Tobit-Based Approaches," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322219, Agricultural and Applied Economics Association.
- Cai, Lixin, 2010.
"The relationship between health and labour force participation: Evidence from a panel data simultaneous equation model,"
Labour Economics, Elsevier, vol. 17(1), pages 77-90, January.
- Lixin Cai, 2007. "The Relationship between Health and Labour Force Participation: Evidence from a Panel Data Simultaneous Equation Model," Melbourne Institute Working Paper Series wp2007n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Amano, Robert & Coletti , Don & Murchison , Stephen, 2000. "Empirical Estimation and the Quarterly Projection Model: An Example Focusing on the External Sector," Working Paper Series 104, Sveriges Riksbank (Central Bank of Sweden).
- Lixin Cai & Guyonne Kalb, 2007.
"Health status and labour force status of older working-age Australian men,"
Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 10(4), pages 227-252.
- Lixin Cai & Guyonne Kalb, 2005. "Health Status and Labour Force Status of Older Working-Age Australian Men," Melbourne Institute Working Paper Series wp2005n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- David Dean & John Pepper & Robert Schmidt & Steven Stern, 2015. "The Effects Of Vocational Rehabilitation For People With Cognitive Impairments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(2), pages 399-426, May.
- Gihoon Hong, 2016. "Examining the role of amenities in migration decisions: A structural estimation approach," Papers in Regional Science, Wiley Blackwell, vol. 95(4), pages 733-754, November.
- Dellaportas, Petros & Tsionas, Mike G., 2019. "Importance sampling from posterior distributions using copula-like approximations," Journal of Econometrics, Elsevier, vol. 210(1), pages 45-57.
- Eggleston, Jonathan, 2016. "An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions," Journal of Econometrics, Elsevier, vol. 195(1), pages 120-133.
- John Hsu & Tom Leonard & Kam-Wah Tsui, 1991. "Statistical inference for multiple choice tests," Psychometrika, Springer;The Psychometric Society, vol. 56(2), pages 327-348, June.
- Lastrapes, W. D., 1998. "International evidence on equity prices, interest rates and money," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 377-406, June.
- Jean‐François Angers & Duncan K. H. Fong, 1994. "Estimating moments of the minimum order statistic from normal populations—a bayesian approach," Naval Research Logistics (NRL), John Wiley & Sons, vol. 41(7), pages 1007-1017, December.
- Abigail Tiffin & Richard Tiffin, 1999. "Estimates of Food Demand Elasticities for Great Britain: 1972–1994," Journal of Agricultural Economics, Wiley Blackwell, vol. 50(1), pages 140-147, January.
- Dorfman, Jeffrey H., 1995. "A numerical bayesian test for cointegration of AR processes," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 289-324.
- Dean, David & Pepper, John & Schmidt, Robert & Stern, Steven, 2019. "The effects of youth transition programs on labor market outcomes of youth with disabilities," Economics of Education Review, Elsevier, vol. 68(C), pages 68-88.
- Nadine Herrard & Yves Le Roux & Yves Surry & . Département d'Ecnomie Et de Sociologie Rurales, Rennes, 1996. "A bayesian analysis of trade in agri-food products : an application to France," Post-Print hal-02354663, HAL.