Simulation-Based Bayesian Econometric Inference: Principles and Some Recent Computational Advances

Handbook of Computational Econometrics

Volumn , Issue , 2009, Pages 215-280

  Hoogerheide, Lennart F ^a,b   van Dijk, Herman K ^b   van Oest, Rutger D ^c  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b TINBERGEN INSTITUTE   (Netherlands)

^c TILBURG UNIVERSITY   (Netherlands)

Author keywords

Adaptive radial based direction sampling (ARDS); Bayesian inference and frequentist approach comparison; Bayesian learning and average US real GNP growth; Highest posterior density (HPD) region; Importance sampling computing marginal likelihood; MCMC class and Gibbs sampling algorithm; Ordinary least squares (OLS) regression; Primer on Bayesian inference; Primer on simulation methods; Simulation based Bayesian econometric inference (SBBEI)

Indexed keywords

EID: 77649270513     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/9780470748916.ch7     Document Type: Chapter

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