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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
type_genre:"Graue Literatur"
~isPartOf:"Working paper series / Federal Reserve Bank of Atlanta"
~subject:"Bayesian inference"
~subject:"Option pricing theory"
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Bayesian inference
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Renault, Eric
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper series / Federal Reserve Bank of Atlanta
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80
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1
Des spécificités de l'approche bayésienne et de ses justifications en statistique inférentielle
Robert, Christian P.
-
2013
Persistent link: https://www.econbiz.de/10010348576
Saved in:
2
Learning and monetary policy shifts
Schorfheide, Frank
-
2003
Persistent link: https://www.econbiz.de/10001820160
Saved in:
3
Priors from general equilibrium models for VARs
Del Negro, Marco
;
Schorfheide, Frank
-
2002
Persistent link: https://www.econbiz.de/10001692417
Saved in:
4
Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modelling
Hobert, James P.
;
Robert, Christian P.
;
Roy, Vivekanada
-
2010
Persistent link: https://www.econbiz.de/10009405976
Saved in:
5
Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process
Chopin, Nicolas
;
Liseo, B.
;
Rousseau, Judith
-
2010
Persistent link: https://www.econbiz.de/10009406558
Saved in:
6
Nominal versus real wage rigidities : a Bayesian approach
Rabanal, Pau
;
Rubio-Ramírez, Juan Francisco
-
2001
Persistent link: https://www.econbiz.de/10001630680
Saved in:
7
Comparing dynamic equilibrium economies to data
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2001
Persistent link: https://www.econbiz.de/10001630682
Saved in:
8
Preference-free option pricing with path-dependent volatility : a clsosed-form approach
Heston, Steven L.
;
Nandi, Saikat
-
1999
Persistent link: https://www.econbiz.de/10001408069
Saved in:
9
Improving forecasts of the federal funds rate in a policy model
Robertson, John C.
;
Tallman, Ellis W.
-
1999
Persistent link: https://www.econbiz.de/10001372295
Saved in:
10
A discrete-time two-factor model for pricing bonds and interest rate derivatives under Random volatility
Heston, Steven L.
;
Nandi, Saikat
-
1999
Persistent link: https://www.econbiz.de/10001444589
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