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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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    Control variates; GARCH models; Logistic regression; Metropolis-Hastings algorithm; Variance reduction;

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