#113: Metropolis: add adaptive hybrid MCMC --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- See Ingvar Strid & Paolo Giordani & Robert Kohn “Adaptive hybrid MCMC for DSGE models” (2010) presented at the Dynare Conference 2010.
#113: Metropolis: add adaptive hybrid MCMC ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by michel):
* milestone: 4.2 => 4.3
#113: Metropolis: add adaptive hybrid MCMC --------------------------+------------------------------------------------- Reporter: sebastien | Owner: michel Type: feature | Status: assigned Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Changes (by michel):
* owner: => michel * status: new => assigned
#113: Metropolis: add adaptive hybrid MCMC ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: michel Type: feature | Status: assigned Priority: major | Milestone: 4.3 Component: Estimation | Version: Keywords: | ------------------------+--------------------------------------------------- Changes (by sebastien):
* component: General => Estimation
#113: Metropolis: add adaptive hybrid MCMC ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: michel Type: feature | Status: assigned Priority: major | Milestone: 4.3 Component: Estimation | Version: Keywords: | ------------------------+---------------------------------------------------
Comment(by sebastien):
RepEc link to the paper: http://ideas.repec.org/p/hhs/hastef/0724.html
#113: Metropolis: add adaptive hybrid MCMC ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: michel Type: feature | Status: assigned Priority: major | Milestone: 5.0 Component: Estimation | Version: Keywords: | ------------------------+--------------------------------------------------- Changes (by michel):
* milestone: 4.3 => 5.0
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