TY - CHAP
T1 - Simulation-Based Bayesian Econometric Inference
T2 - Principles and Some Recent Computational Advances
AU - Hoogerheide, Lennart F.
AU - van Dijk, Herman K.
AU - van Oest, Rutger D.
PY - 2009
Y1 - 2009
KW - Adaptive radial-based direction sampling (ARDS)
KW - Bayesian inference and frequentist approach comparison
KW - Bayesian learning and average US real GNP growth
KW - Highest posterior density (HPD) region
KW - Importance sampling computing marginal likelihood
KW - MCMC class and Gibbs sampling algorithm
KW - Ordinary least squares (OLS) regression
KW - Primer on Bayesian inference
KW - Primer on simulation methods
KW - Simulation-based Bayesian econometric inference (SBBEI)
UR - http://www.scopus.com/inward/record.url?scp=77649270513&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=77649270513&partnerID=8YFLogxK
U2 - 10.1002/9780470748916.ch7
DO - 10.1002/9780470748916.ch7
M3 - Chapter
AN - SCOPUS:77649270513
SN - 9780470743850
SP - 215
EP - 280
BT - Handbook of Computational Econometrics
A2 - Belsley, David A.
A2 - Kontoghiorghes, E.J.
PB - John Wiley & Sons, Ltd
ER -