论文信息 - Econometric illustrations of novel numerical integration strategies for Bayesian inference

Econometric illustrations of novel numerical integration strategies for Bayesian inference

Abstract Recent progress with numerical techniques for implementing Bayesian methods for irregular, multi-parameter likelihoods is reviewed and illustrated with two econometric examples. The numerical integration strategies involve novel iterative, adaptive uses of Cartesian product and spherical rule quadrature formulae, together with importance sampling techniques.

J. C. Naylor | J. Naylor | A.F.M. Smith | A.F.M. Smith

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