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Zero Variance Markov Chain Monte Carlo for Bayesian Estimators


  • Antonietta Mira

    () (Department of Economics, University of Insubria, Italy)

  • Daniele Imparato

    () (Department of Economics, University of Insubria, Italy)

  • Reza Solgi

    () (Istituto di Finanza, Universita di Lugano)


No abstract is available for this item.

Suggested Citation

  • Antonietta Mira & Daniele Imparato & Reza Solgi, 2011. "Zero Variance Markov Chain Monte Carlo for Bayesian Estimators," Economics and Quantitative Methods qf1109, Department of Economics, University of Insubria.
  • Handle: RePEc:ins:quaeco:qf1109

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    References listed on IDEAS

    1. Alfredo Gigliobianco (editor) & Gianni Toniolo (editor), 2009. "Financial market regulation in the wake of financial crises: the historical experience," Workshop and Conferences 1, Bank of Italy, Economic Research and International Relations Area.
    2. Fohlin, Caroline, 1998. "Fiduciariand Firm Liquidity Constraints: The Italian Experience with German-Style Universal Banking," Explorations in Economic History, Elsevier, vol. 35(1), pages 83-107, January.
    3. Caroline Fohlin, 1998. "Relationship Banking, Liquidity, and Investment in the German Industrialization," Journal of Finance, American Finance Association, vol. 53(5), pages 1737-1758, October.
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    Control variates; GARCH models; Logistic regression; Metropolis-Hastings algorithm; Variance reduction;

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