Implementing Markov Chain Monte Carlo in Econometrics
碩士 === 國立中正大學 === 國際經濟研究所 === 88 === Markov chain Monte Carlo (MCMC) methods are extremely popular tools in econometrics. Both of Bayesians and frequentists may find this method useful. We review the Bayesian foundation for deriving the posterior condi-tionals. Then...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75917680736492634986 |