Geweke, J.F.

model paper method bayesian issue decision bayesian methods mixture econometrics university data anal comput regression simulation herman analysis application process dsge models importance sampling sampling distribution address importance geweke approach variable herman van dijk forecast rotterdam literature schorfheide volume contribution space parameter journal problem erasmu multivariate 2007. high-dimensional model spaces mixture processes erasmus university rotterdam nl -3062 pa editorial simulation methods autoregressive time series time series uncertainty bayesian model article annals issue particle bayesian econometrics 2000 john wiley algorithm function component statistic series herbst herman k bootstrap component regression john geweke decision-making author decision-making environment model space dsge model justin tobias optimization dirichlet process modelling van vuuren 2003. covariate regression career number