Bayesian Methods in Econometrics
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References listed on IDEAS
- L. Randall Wray & Stephanie Bell, 2004. "Introduction," Chapters,in: Credit and State Theories of Money, chapter 1 Edward Elgar Publishing.
- Philippe Robert-Demontrond & R. Ringoot, 2004. "Introduction," Post-Print halshs-00081823, HAL.
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- repec:nea:journl:y:2017:i:36:p:12-30 is not listed on IDEAS
- Shulgin, Andrei, 2014. "How much monetary policy rules do we need to estimate DSGE model for Russia?," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 36(4), pages 3-31.
- Slutskin, Lev, 2010. "Bayesian analysis in the case of an estimated parameter following a stochastic process," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 20(4), pages 119-131.
- Slutskin, Lev, 2015. "Definition of a prior distribution in Bayesian analysis by minimizing Kullback–Leibler divergence under data availability," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 40(4), pages 129-141.
- Demeshev, Boris & Malakhovskaya, Oxana, 2016. "BVAR mapping," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 43, pages 118-141.
More about this item
Keywordsbayesian approach to econometric analysis; small samples; prior information;
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
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