Bayesian Econometrics

Since the advent of Markov chain Monte Carlo (MCMC) methods in the early 1990s, Bayesian methods have been proposed for a large and growing number of applications. One of the main advantages of Bayesian inference is the ability to deal with many different sources of uncertainty, including data, mode...

Celý popis

Uloženo v:

Podrobná bibliografie
Médium:	Online
Jazyk:	angličtina
Vydáno:	MDPI - Multidisciplinary Digital Publishing Institute 2021
Témata:	unconventional monetary policy transmission channel Bayesian TVP-SV-VAR Bayesian econometrics portfolio choice sentiments stock market predictability cryptocurrency Bitcoin forecasting point forecast density forecast dynamic model averaging dynamic model selection forgetting factors military and civilian spending DSGE model fiscal policy monetary policy Bayesian estimation Bayesian VAR density forecasting time-varying volatility ES CES function Bayesian nonlinear mixed-effects regression MCMC methods macroeconomic and financial applications thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issues
On-line přístup:	ONIX_20210501_9783039437856_1192
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!

Buďte první, kdo okomentuje tento záznam!

Bayesian Econometrics

Podobné jednotky