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~institution:"IBMEC Business School - Rio de Janeiro"
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~subject:"Bayesian inference"
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Bayesian inference
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
National Bureau of Economic Research
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Efficient Bayesian estimation and combination of GARCH-type models
Ardia, David
;
Hoogerheide, Lennart F.
-
Volkswirtschaftliche Fakultät, …
-
2010
which avoids difficult and time consuming tuning of
MCMC
strategies. The AdMitIS methodology is illustrated with an …
Persistent link: https://www.econbiz.de/10008498470
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