excelled and stimulated further research. Econometrics in Theory and Practice is a collection of survey articles and research … papers from the field of theoretical and applied econometrics. It contains articles on errors-in-variables, decision theory …

This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk … paradigm for inference. The next three chapters describe the estimation of the GARCH model with Normal innovations and the … between individuals can be substantial in terms of regulatory capital. The last chapter proposes the estimation of a Markov …