Bayesian analysis in the case of an estimated parameter following a stochastic process
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References listed on IDEAS
- Aivazian, Sergei, 2008. "Bayesian Methods in Econometrics," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 9(1), pages 93-130.
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Keywordsasymptotic covariance matrix; Bayes’ rule; Gaussian process; marginal posterior distribution;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
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