Minh-Ngoc Tran

UNSW Business School

UNSW Business School

High St

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

1

DOWNLOADS

80

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (1)

1.

Importance Sampling Squared for Bayesian Inference in Latent Variable Models

Number of pages: 39 Posted: 28 Jan 2014
UNSW Business School, The University of Sydney, University of Warwick and University of New South Wales - School of Economics and School of Banking and Finance
Downloads 80 (348,129)
Citation 13

Abstract:

Loading...

Efficient importance sampling, marginal likelihood, multinomial logit, particle marginal Metropolis-Hastings, optimal number of particles, stochastic volatility