[PDF] Top 20 Bayesian Estimation of Dynamic Discrete Choice Models
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Bayesian Estimation of Dynamic Discrete Choice Models
... the Bayesian methods of estimation, suitably mod- ified, can be used effectively to conduct full-solution-based estimation of struc- tural DDC ...of Bayesian methods to estimate such ... See full document
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Bayesian online algorithms for learning in discrete Hidden Markov Models
... These methods, inspired by the works of Opper [7] and Amari [1] are essentially mean field methods [8]. The Bayesian prescription for the posterior usually leads to a distribution that cannot be handled in ... See full document
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Learning large scale dynamic discrete choice models of spatio temporal preferences with application to migratory pastoralism in East Africa
... movement choice problem the pastoralists face a key tradeoff: they want to locate at the most abundant re- source points (measured by observable water and forage), but movement (measured by distance) carries ... See full document
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Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment
... a Bayesian estimation framework — I argue that confi- dence intervals derived from first-order approximations employed in frequen- tist statistics are inferior to the Bayesian concept of the ... See full document
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Bayesian Inference on Dynamic Models with Latent Factors
... Gaussian dynamic sys- ...of dynamic models for time series and treats the use of Kalman filter for states and parameters estima- ...for discrete time and discrete valued dynamic ... See full document
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Efficient Bayesian estimation and combination of GARCH type models
... ML estimation of GARCH-type ...the choice of starting ...GARCH models, the interest usually does not center directly on the model parameters but on possi- bly complicated nonlinear functions of the ... See full document
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Bayesian estimation of agent based models
... the choice of summary statistics also requires extensive sensitivity analysis and is, to some extent, ...non-parametric estimation of the likelihood via kernel density estimation coupled with a ... See full document
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Bayesian Dynamic Linear Models for Estimation of Phenological Events from Remote Sensing Data
... a Bayesian analysis of DLMs provides a natural environment to model and extract phenological patterns from time series of satellite derived VI data, and is a flexible extension of currently applied ...recursive ... See full document
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Efficient Bayesian Estimation and Combination of GARCH-Type Models
... ML estimation of GARCH-type ...the choice of starting ...GARCH models, the interest usually does not center directly on the model parameters but on possi- bly complicated nonlinear functions of the ... See full document
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Bayesian Estimation of Non Gaussian Stochastic Volatility Models
... The second step in our simulation study consists of testing the hypothesis that the choice of a specification is based on the dispersion measure of the data base. So, we simulate data bases with different ... See full document
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On the role of unobserved preference heterogeneity in discrete choice models of labor supply
... structural discrete choice models of labor ...coefficient models. Nevertheless, the estimation of such models by means of standard, gradient-based methods is often difficult, in ... See full document
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On the Bayesian analysis of species sampling mixture models for density estimation
... the Bayesian literature on random effects model where the distribution of the random effects is to be es- timated (see ...The choice of within-component covariance matrix Σ k such ... See full document
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Competing methods for representing random taste heterogeneity in discrete choice models
... It should also be noted that the potential of these approaches is not limited solely to the estimation of models with flexible distributions. Indeed, as in the present application to the Swiss value of time ... See full document
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Hierarchical Bayesian Estimation of System Parameters from Dynamic Responses
... several dynamic responses of the ...the Bayesian models, while the uncertainty of measurement noise has little negative influence on the estimating ...hierarchical Bayesian approach has good ... See full document
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Simulation Based Inference for Dynamic Multinomial Choice Models
... variable models. The reason is that such models often generate econometric objective functions that embed high-order integrals, and which, consequently, can be most easily evaluated using simulation ... See full document
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Measuring Dynamic Connectedness with Large Bayesian VAR Models
... the dynamic connectedness measures in the original work of Diebold-Yilmaz are obtained through the use of rolling-sample estimation of the VARs, based on a fixed window of ...rolling estimation means ... See full document
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Performance Analysis of Mixed Logit Models for Discrete Choice Models
... the discrete responses in modelling and there is a correlation among alternatives, then the MXL is more appropriate than ...other estimation methods can also be ... See full document
13
Interpolating Value Functions in Discrete Choice Dynamic Programming Models
... a dynamic structural model of occupational choices and job ...of dynamic programming techniques is well suited to examine the performance of the interpolating regression because it includes several features ... See full document
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A practitioner's guide to Bayesian estimation of discrete choice dynamic programming models
... the Bayesian Markov Chain Monte Carlo (MCMC) approach has provided a tractable way to simulate the posterior distribution of parameter vectors for complicated static dis- crete choice models, making ... See full document
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Bayesian Estimation of DSGE Models
... survey Bayesian methods for estimating dynamic stochastic general equilibrium (DSGE) models in this ...(NK)DSGE models because of the interest shown in this class of models by ... See full document
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