Bayesian Inference in Common Microeconometric Models With Massive Datasets by Double Marginalized Subsampling (Unknown)
- New search for: Qian, Hang
- New search for: Qian, Hang
In:
Journal of Business & Economic Statistics
;
40
, 4
;
1484-1497
;
2022
- Article (Journal) / Electronic Resource
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Title:Bayesian Inference in Common Microeconometric Models With Massive Datasets by Double Marginalized Subsampling
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Contributors:Qian, Hang ( author )
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Published in:Journal of Business & Economic Statistics ; 40, 4 ; 1484-1497
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Publisher:
- New search for: Taylor & Francis
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Publication date:2022-10-02
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Size:14 pages
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ISSN:
-
DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:Unknown
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Keywords:
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Source:
Table of contents – Volume 40, Issue 4
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1415
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Narrative Restrictions and ProxiesGiacomini, Raffaella / Kitagawa, Toru / Read, Matthew et al. | 2022
- 1426
-
Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and ReadRubio-Ramírez, Juan et al. | 2022
- 1429
-
Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”Kilian, Lutz et al. | 2022
- 1434
-
Discussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew ReadPlagborg-Møller, Mikkel et al. | 2022
- 1438
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Narrative Restrictions and Proxies: RejoinderGiacomini, Raffaella / Kitagawa, Toru / Read, Matthew et al. | 2022
- 1442
-
Hedging With Linear Regressions and Neural NetworksRuf, Johannes / Wang, Weiguan et al. | 2022
- 1455
-
Nonparametric Specification Testing of Conditional Asset Pricing ModelsPeñaranda, Francisco / Rodríguez-Poo, Juan M. / Sperlich, Stefan et al. | 2022
- 1470
-
High-Dimensional Mixed-Frequency IV RegressionBabii, Andrii et al. | 2022
- 1484
-
Bayesian Inference in Common Microeconometric Models With Massive Datasets by Double Marginalized SubsamplingQian, Hang et al. | 2022
- 1498
-
Efficient Estimation for Models With Nonlinear HeteroscedasticityXu, Zhanxiong / Zhao, Zhibiao et al. | 2022
- 1509
-
Fast Bayesian Record Linkage With Record-Specific Disagreement ParametersStringham, Thomas et al. | 2022
- 1523
-
Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial DependencyZhang, Haozhe / Li, Yehua et al. | 2022
- 1538
-
Using Triples to Assess Symmetry Under Weak DependencePsaradakis, Zacharias / Vávra, Marián et al. | 2022
- 1552
-
Multiple Testing and the Distributional Effects of Accountability Incentives in EducationLehrer, Steven F. / Pohl, R. Vincent / Song, Kyungchul et al. | 2022
- 1569
-
Efficient Covariate Balancing for the Local Average Treatment EffectHeiler, Phillip et al. | 2022
- 1583
-
A Unified Framework for Estimation in Lognormal ModelsZhang, Fengqing / Gou, Jiangtao et al. | 2022
- 1596
-
Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash OddsFries, Sébastien et al. | 2022
- 1617
-
Inward and Outward Network Influence AnalysisWu, Yujia / Lan, Wei / Zou, Tao / Tsai, Chih-Ling et al. | 2022
- 1629
-
Collaborative Filtering With Awareness of Social NetworksYu, Xianshi / Li, Ting / Ying, Ningchen / Jing, Bing-Yi et al. | 2022
- 1642
-
Interpretable Sparse Proximate Factors for Large DimensionsPelger, Markus / Xiong, Ruoxuan et al. | 2022
- 1665
-
A Synthetic Regression Model for Large Portfolio AllocationLi, Gaorong / Huang, Lei / Yang, Jin / Zhang, Wenyang et al. | 2022
- 1678
-
Scalable Bayesian Estimation in the Multinomial Probit ModelLoaiza-Maya, Rubén / Nibbering, Didier et al. | 2022
- 1691
-
A Note on Distributed Quantile Regression by Pilot Sampling and One-Step UpdatingPan, Rui / Ren, Tunan / Guo, Baishan / Li, Feng / Li, Guodong / Wang, Hansheng et al. | 2022
- 1701
-
LATE With Missing or Mismeasured TreatmentCalvi, Rossella / Lewbel, Arthur / Tommasi, Denni et al. | 2022
- 1718
-
Robust Inference for Nonstationary Time Series with Possibly Multiple Changing Periodic StructuresWang, Shouxia / Huang, Tao / You, Jinhong / Cheng, Ming-Yen et al. | 2022
- 1732
-
High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental VariablesSun, Baoluo / Tan, Zhiqiang et al. | 2022
- 1745
-
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*Stauskas, Ovidijus / Westerlund, Joakim et al. | 2022
- 1759
-
Varying Coefficient Mediation Model and Application to Analysis of Behavioral Economics DataLiao, Yujie / Liu, Jingyuan / Coffman, Donna L. / Li, Runze et al. | 2022
- 1772
-
Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and PandemicCavicchioli, Maddalena et al. | 2022
- 1784
-
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying CoefficientsLiang, Xuan / Gao, Jiti / Gong, Xiaodong et al. | 2022
- 1803
-
Inference in Games Without Equilibrium Restriction: An Application to Restaurant Competition in Opening HoursXie, Erhao et al. | 2022
- 1817
-
A Unified Framework for Specification Tests of Continuous Treatment Effect ModelsHuang, Wei / Linton, Oliver / Zhang, Zheng et al. | 2022
- 1831
-
Transformed Estimation for Panel Interactive Effects ModelsHsiao, Cheng / Shi, Zhentao / Zhou, Qiankun et al. | 2022
- 1849
-
Posterior Average EffectsBonhomme, Stéphane / Weidner, Martin et al. | 2022
- 1863
-
Local Composite Quantile Regression for Regression DiscontinuityHuang, Xiao / Zhan, Zhaoguo et al. | 2022
- 1876
-
Asymptotically Valid Bootstrap Inference for Proxy SVARsJentsch, Carsten / Lunsford, Kurt G. et al. | 2022
- 1892
-
Feature Screening for Massive Data Analysis by SubsamplingZhu, Xuening / Pan, Rui / Wu, Shuyuan / Wang, Hansheng et al. | 2022
- 1904
-
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression ModelsHauzenberger, Niko / Huber, Florian / Koop, Gary / Onorante, Luca et al. | 2022