Listagem FGV EPGE - Seminários de Pesquisa Econômica por Assunto "Monte Carlo, Método de"

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    • Modelos dinâmicos e simulação estocástica 

      Gamerman, Dani
      1996-09-05
      This paper presents new methodology for making Bayesian inference about dy~ o!s for exponential famiIy observations. The approach is simulation-based _~t> use of ~vlarkov chain Monte Carlo techniques. A yletropolis-Hastings ...

    • Non-parametric specification tests for conditional duration models 

      Fernandes, Marcelo
      2000-03-23
      This paper deals with the estimation and testing of conditional duration models by looking at the density and baseline hazard rate functions. More precisely, we foeus on the distance between the parametric density (or ...