Bayesian Estimation of the GARCH(1, 1) Model with Normal Innovations

2008 ◽  
pp. 17-37 ◽  
Keyword(s):  
Bayesian Estimation

BAYESIAN ESTIMATION OF A TIME DEPENDENT INTERNAL HEAT SOURCE IN A HETEROGENEOUS MEDIA

2016 ◽  
Author(s):  
Carolina Palma Naveira Cotta ◽  
Kelvin Chen ◽  
Christopher Tostado ◽  
Philippe Rollemberg d'Egmont ◽  
Fernando Duda ◽  
...  
Keyword(s):  
Heat Source ◽  
Bayesian Estimation ◽  
Heterogeneous Media ◽  
Internal Heat ◽  
Internal Heat Source ◽  
Time Dependent

Bayesian Estimation of Undetected Errors.

1983 ◽  
Author(s):  
W. S. Jewell
Keyword(s):  
Bayesian Estimation

Are Commodity Price Shocks Important? A Bayesian Estimation of a DSGE Model for Russia

2013 ◽  
Author(s):  
Oxana Malakhovskaya ◽  
Alexey Minabutdinov
Keyword(s):  
Bayesian Estimation ◽  
Commodity Price ◽  
Dsge Model ◽  
Price Shocks ◽  
Commodity Price Shocks

Bayesian Estimation of Financial Frictions: An Encompassing View

2018 ◽  
Author(s):  
Abdellah Manadir ◽  
Kevin Moran
Keyword(s):  
Bayesian Estimation ◽  
Financial Frictions

Bayesian Estimation of Long-Run Risk Models Using Sequential Monte Carlo

2020 ◽  
Author(s):  
Andras Fulop ◽  
Jeremy Heng ◽  
Junye Li ◽  
Hening Liu
Keyword(s):  
Monte Carlo ◽  
Bayesian Estimation ◽  
Sequential Monte Carlo ◽  
Risk Models ◽  
Long Run ◽  
Long Run Risk
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