On selection of statistics for approximate Bayesian computing (or the method of simulated moments)

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On selection of statistics for approximate Bayesian computing (or the method of simulated moments). / Kristensen, Dennis; Creel, Michael .

In: Computational Statistics & Data Analysis, Vol. 100, No. August, 2016, p. 99–114.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

Vancouver

Kristensen D, Creel M. On selection of statistics for approximate Bayesian computing (or the method of simulated moments). Computational Statistics & Data Analysis. 2016;100(August):99–114. doi: 10.1016/j.csda.2015.05.005

Author

Kristensen, Dennis ; Creel, Michael . / On selection of statistics for approximate Bayesian computing (or the method of simulated moments). In: Computational Statistics & Data Analysis. 2016 ; Vol. 100, No. August. pp. 99–114.

Bibtex

@article{ad34cc22c7894f14bf1949be85eb07df,

title = "On selection of statistics for approximate Bayesian computing (or the method of simulated moments)",

author = "Dennis Kristensen and Michael Creel",

year = "2016",

doi = "10.1016/j.csda.2015.05.005",

language = "English",

volume = "100",

pages = "99–114",

journal = "Computational Statistics & Data Analysis",

issn = "0167-9473",

publisher = "Elsevier BV",

number = "August",

}

RIS

TY - JOUR

T1 - On selection of statistics for approximate Bayesian computing (or the method of simulated moments)

AU - Kristensen, Dennis

AU - Creel, Michael

PY - 2016

Y1 - 2016

U2 - 10.1016/j.csda.2015.05.005

DO - 10.1016/j.csda.2015.05.005

M3 - Journal article

VL - 100

SP - 99

EP - 114

JO - Computational Statistics & Data Analysis

JF - Computational Statistics & Data Analysis

SN - 0167-9473

IS - August

ER -

Department of Economics and Business Economics