Zero Variance Markov Chain Monte Carlo for Bayesian Estimators
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References listed on IDEAS
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More about this item
KeywordsControl variates; GARCH models; Logistic regression; Metropolis-Hastings algorithm; Variance reduction;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-03-26 (All new papers)
- NEP-ECM-2011-03-26 (Econometrics)
- NEP-ETS-2011-03-26 (Econometric Time Series)
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