-
1
-
-
21444433315
-
A general maximum likelihood analysis of overdispersion in generalized linear models
-
Aitkin M. A general maximum likelihood analysis of overdispersion in generalized linear models. Statist. Comput. 6 (1996) 251-262
-
(1996)
Statist. Comput.
, vol.6
, pp. 251-262
-
-
Aitkin, M.1
-
2
-
-
55549084723
-
Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts
-
Albert J.H., and Chib S. Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts. J. Business Econom. Statist. 11 (1993) 1-15
-
(1993)
J. Business Econom. Statist.
, vol.11
, pp. 1-15
-
-
Albert, J.H.1
Chib, S.2
-
4
-
-
0000193853
-
On Gibbs sampling for state space models
-
Carter C.K., and Kohn R. On Gibbs sampling for state space models. Biometrika 81 (1994) 541-553
-
(1994)
Biometrika
, vol.81
, pp. 541-553
-
-
Carter, C.K.1
Kohn, R.2
-
5
-
-
0040100079
-
Semiparametric Bayesian inference for time series with mixed spectra
-
Carter C.K., and Kohn R. Semiparametric Bayesian inference for time series with mixed spectra. J. Roy. Statist. Soc. Ser. B 59 (1997) 255-268
-
(1997)
J. Roy. Statist. Soc. Ser. B
, vol.59
, pp. 255-268
-
-
Carter, C.K.1
Kohn, R.2
-
6
-
-
0002609888
-
Posterior simulation and Bayes factors in panel count data models
-
Chib S., Greenberg E., and Winkelmann R. Posterior simulation and Bayes factors in panel count data models. J. Econometrics 86 (1998) 33-54
-
(1998)
J. Econometrics
, vol.86
, pp. 33-54
-
-
Chib, S.1
Greenberg, E.2
Winkelmann, R.3
-
7
-
-
0011716069
-
Markov chain Monte Carlo methods for stochastic volatility models
-
Chib S., Nardari F., and Shephard N. Markov chain Monte Carlo methods for stochastic volatility models. J. Econometrics 108 (2002) 281-316
-
(2002)
J. Econometrics
, vol.108
, pp. 281-316
-
-
Chib, S.1
Nardari, F.2
Shephard, N.3
-
8
-
-
0001325243
-
The simulation smoother for time series models
-
De Jong P., and Shephard N. The simulation smoother for time series models. Biometrika 82 (1995) 339-350
-
(1995)
Biometrika
, vol.82
, pp. 339-350
-
-
De Jong, P.1
Shephard, N.2
-
9
-
-
0039644192
-
Bayesian inference for generalized linear and proportional hazards models via Gibbs sampling
-
Dellaportas P., and Smith A.F.M. Bayesian inference for generalized linear and proportional hazards models via Gibbs sampling. Appl. Statist. 42 (1993) 443-459
-
(1993)
Appl. Statist.
, vol.42
, pp. 443-459
-
-
Dellaportas, P.1
Smith, A.F.M.2
-
10
-
-
33847413423
-
-
Dey, D., Ghosh, S.K., Mallick, B.K. (Eds.), 2000. Generalized Linear Models: a Bayesian Perspective. Marcel Dekker, NewYork, Basel.
-
-
-
-
11
-
-
3142711588
-
A simple and efficient simulation smoother for state space time series analysis
-
Durbin J., and Koopman S.J. A simple and efficient simulation smoother for state space time series analysis. Biometrika 89 (2002) 603-615
-
(2002)
Biometrika
, vol.89
, pp. 603-615
-
-
Durbin, J.1
Koopman, S.J.2
-
12
-
-
84981426681
-
Data augmentation and dynamic linear models
-
Frühwirth-Schnatter S. Data augmentation and dynamic linear models. J. Time Series Anal. 15 (1994) 183-202
-
(1994)
J. Time Series Anal.
, vol.15
, pp. 183-202
-
-
Frühwirth-Schnatter, S.1
-
13
-
-
33847369235
-
Finite Mixture and Markov Switching Models
-
Springer, New York, Berlin, Heidelberg
-
Frühwirth-Schnatter S. Finite Mixture and Markov Switching Models. Springer Series in Statistics (2006), Springer, New York, Berlin, Heidelberg
-
(2006)
Springer Series in Statistics
-
-
Frühwirth-Schnatter, S.1
-
14
-
-
33847370103
-
-
Frühwirth-Schnatter, S., Otter, T., 1999. Conjoint-analysis using mixed effect models. In: Friedl, H., Berghold, A., Kauermann, G. (Eds.), Statistical Modelling. Proceedings of the Fourteenth International Workshop on Statistical Modelling, Graz, pp. 181-191.
-
-
-
-
15
-
-
33847420720
-
Data augmentation and Gibbs sampling for regression models of small counts
-
Available at 〈http://www.ifas.jku.at/〉 as Research Report IFAS 2004-04
-
Frühwirth-Schnatter S., and Wagner H. Data augmentation and Gibbs sampling for regression models of small counts. Student 5 (2005) 207-220. http://www.ifas.jku.at/ Available at 〈http://www.ifas.jku.at/〉 as Research Report IFAS 2004-04
-
(2005)
Student
, vol.5
, pp. 207-220
-
-
Frühwirth-Schnatter, S.1
Wagner, H.2
-
16
-
-
33845796064
-
-
Frühwirth-Schnatter, S., Wagner, H., 2006. Auxiliary mixture sampling for parameter-driven models of time series of small counts with applications to state space modelling. Biometrika, to appear.
-
-
-
-
18
-
-
0042042167
-
Efficient sampling from the posterior distribution in generalized linear mixed models
-
Gamerman D. Efficient sampling from the posterior distribution in generalized linear mixed models. Statist. Comput. 7 (1997) 57-68
-
(1997)
Statist. Comput.
, vol.7
, pp. 57-68
-
-
Gamerman, D.1
-
19
-
-
0001053807
-
Markov chain Monte Carlo for dynamic generalized linear models
-
Gamerman D. Markov chain Monte Carlo for dynamic generalized linear models. Biometrika 85 (1998) 215-227
-
(1998)
Biometrika
, vol.85
, pp. 215-227
-
-
Gamerman, D.1
-
20
-
-
0348197212
-
Mixture of normals probit models
-
Hsiao C., Pesaran M.H., Lahiri K.L., and Lee L.F. (Eds), Cambridge University Press, Cambridge
-
Geweke J., and Keane M. Mixture of normals probit models. In: Hsiao C., Pesaran M.H., Lahiri K.L., and Lee L.F. (Eds). Analysis of Panels and Limited Dependent Variables (1999), Cambridge University Press, Cambridge 49-78
-
(1999)
Analysis of Panels and Limited Dependent Variables
, pp. 49-78
-
-
Geweke, J.1
Keane, M.2
-
21
-
-
84867151416
-
Bayesian auxiliary variable models for binary and multinomial regression
-
Holmes C.C., and Held L. Bayesian auxiliary variable models for binary and multinomial regression. Bayesian Anal. 1 (2006) 145-168
-
(2006)
Bayesian Anal.
, vol.1
, pp. 145-168
-
-
Holmes, C.C.1
Held, L.2
-
23
-
-
0001251517
-
Stochastic volatility: likelihood inference and comparison with ARCH models
-
Kim S., Shephard N., and Chib S. Stochastic volatility: likelihood inference and comparison with ARCH models. Rev. Econom. Stud. 65 (1998) 361-393
-
(1998)
Rev. Econom. Stud.
, vol.65
, pp. 361-393
-
-
Kim, S.1
Shephard, N.2
Chib, S.3
-
24
-
-
0034147039
-
Bayesian inference for finite mixtures of generalized linear models with random effects
-
Lenk P.J., and DeSarbo W.S. Bayesian inference for finite mixtures of generalized linear models with random effects. Psychometrika 65 (2000) 93-119
-
(2000)
Psychometrika
, vol.65
, pp. 93-119
-
-
Lenk, P.J.1
DeSarbo, W.S.2
-
26
-
-
43949158952
-
An exact likelihood analysis of the multinomial probit models
-
McCulloch R., and Rossi P.E. An exact likelihood analysis of the multinomial probit models. J. Econometrics 64 (1994) 207-240
-
(1994)
J. Econometrics
, vol.64
, pp. 207-240
-
-
McCulloch, R.1
Rossi, P.E.2
-
27
-
-
0001434493
-
A Bayesian analysis of the multinomial probit model with fully identified parameters
-
McCulloch R.E., Polson N.G., and Rossi P.E. A Bayesian analysis of the multinomial probit model with fully identified parameters. J. Econometrics 99 (2000) 173-193
-
(2000)
J. Econometrics
, vol.99
, pp. 173-193
-
-
McCulloch, R.E.1
Polson, N.G.2
Rossi, P.E.3
-
28
-
-
0002297105
-
Conditional logit analysis of qualitative choice behaviour
-
Zarembka P. (Ed), Academic Press, New York
-
McFadden D. Conditional logit analysis of qualitative choice behaviour. In: Zarembka P. (Ed). Frontiers of Econometrics (1974), Academic Press, New York 105-142
-
(1974)
Frontiers of Econometrics
, pp. 105-142
-
-
McFadden, D.1
-
29
-
-
0034365737
-
Mixed MNL models of discrete responses
-
McFadden D., and Train K. Mixed MNL models of discrete responses. J. Appl. Econometrics 15 (2000) 447-470
-
(2000)
J. Appl. Econometrics
, vol.15
, pp. 447-470
-
-
McFadden, D.1
Train, K.2
-
30
-
-
0000238336
-
A simplex method for function minimization
-
Nelder J., and Mead R. A simplex method for function minimization. Comput. J. 7 (1965) 308-313
-
(1965)
Comput. J.
, vol.7
, pp. 308-313
-
-
Nelder, J.1
Mead, R.2
-
31
-
-
33847401696
-
-
Omori, Y., Chib, S., Shephard, N., Nakajima, J., 2004. Stochastic volatility with leverage: fast likelihood inference. Research Report.
-
-
-
-
33
-
-
0041375875
-
On convergence of the EM algorithm and the Gibbs sampler
-
Sahu S.K., and Roberts G.O. On convergence of the EM algorithm and the Gibbs sampler. Statist. Comput. 9 (1999) 55-64
-
(1999)
Statist. Comput.
, vol.9
, pp. 55-64
-
-
Sahu, S.K.1
Roberts, G.O.2
-
34
-
-
33847371860
-
-
Scott, S.L., 2004. Data augmentation, frequentistic estimation, and the Bayesian analysis of multinomial logit models. Technical Report, The Marshall School of Business, University of Southern California, Los Angeles.
-
-
-
-
35
-
-
0038853197
-
Partial non-Gaussian state space
-
Shephard N. Partial non-Gaussian state space. Biometrika 81 (1994) 115-131
-
(1994)
Biometrika
, vol.81
, pp. 115-131
-
-
Shephard, N.1
-
36
-
-
0003258788
-
Likelihood analysis of non-Gaussian measurement time series
-
Shephard N., and Pitt M.K. Likelihood analysis of non-Gaussian measurement time series. Biometrika 84 (1997) 653-667
-
(1997)
Biometrika
, vol.84
, pp. 653-667
-
-
Shephard, N.1
Pitt, M.K.2
-
39
-
-
0000569928
-
A linear mixed-effects model with heterogeneity in the random-effects population
-
Verbeke G., and Lesaffre E. A linear mixed-effects model with heterogeneity in the random-effects population. J. Amer. Statist. Assoc. 91 (1996) 217-221
-
(1996)
J. Amer. Statist. Assoc.
, vol.91
, pp. 217-221
-
-
Verbeke, G.1
Lesaffre, E.2
-
40
-
-
0029938342
-
Mixed Poisson regression models with covariate dependent rates
-
Wang P., Puterman M.L., Cockburn I., and Le N. Mixed Poisson regression models with covariate dependent rates. Biometrics 52 (1996) 381-400
-
(1996)
Biometrics
, vol.52
, pp. 381-400
-
-
Wang, P.1
Puterman, M.L.2
Cockburn, I.3
Le, N.4
-
41
-
-
33847356278
-
-
Weber, A., 2001. State dependence and wage dynamics: a heterogeneous Markov chain model for wage mobility in Austria. Research Report Institute for Advanced Sudies.
-
-
-
-
42
-
-
84910906566
-
Generalized linear models with random effects: a Gibbs sampling approach
-
Zeger S., and Karim M. Generalized linear models with random effects: a Gibbs sampling approach. J. Amer. Statist. Assoc. 86 (1991) 79-86
-
(1991)
J. Amer. Statist. Assoc.
, vol.86
, pp. 79-86
-
-
Zeger, S.1
Karim, M.2
-
43
-
-
0024204207
-
Markov regression models for time series: a quasi-likelihood approach
-
Zeger S.L., and Qaqish B. Markov regression models for time series: a quasi-likelihood approach. Biometrics 44 (1988) 1019-1031
-
(1988)
Biometrics
, vol.44
, pp. 1019-1031
-
-
Zeger, S.L.1
Qaqish, B.2
-
45
-
-
0001190784
-
Bayesian analysis of dichotomous quantal response models
-
Zellner A., and Rossi P.E. Bayesian analysis of dichotomous quantal response models. J. Econometrics 25 (1984) 365-393
-
(1984)
J. Econometrics
, vol.25
, pp. 365-393
-
-
Zellner, A.1
Rossi, P.E.2
|