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This paper gives a short introduction to Bayesian econometrics and the way it might be applied in economics and …
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most widely used and applied models in spatial econometrics. Particular attention is paid to the mathematical derivations …
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Intro -- Bayesian Econometrics -- Copyright Page -- Contents -- List of Contributors -- Part I: Introduction -- Chapter … 1. Bayesian Econometrics: An Introduction -- 1. Introduction -- 2. Microeconometric Modeling -- 3. Time-Series Modeling … -- References -- Chapter 2. Bayesian Econometrics: Past, Present, and Future -- 1. Introduction -- 2. The Past -- 3. The Present …
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This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes
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