Bayesian Inference in Econometric Models Using Monte Carlo Integration
系统介绍了如何将蒙特卡洛积分与重要性抽样应用于计量经济模型的贝叶斯推断，给出了后验矩数值近似收敛的条件及精度评估方法。
Methods for the systematic application of Monte Carlo integration with importance sampling to Bayesian inference in econometric models are developed. Conditions under which the numerical approximation of a posterior moment converges almost surely to the true value as the number of Monte Carlo replications increases, and the numerical accuracy of this approximation may be assessed reliably, are set forth. Methods for the analytical verification of these conditions are discussed