Robust Bayesian analysis for econometrics
Raffaella Giacomini, Toru Kitagawa and Matthew Read
| Year of publication: |
27 August 2021
|
|---|---|
| Authors: | Giacomini, Raffaella ; Kitagawa, Toru ; Read, Matthew |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | ambiguity | Bayesian robustness | statistical decision theory | identifyingrestrictions | multiple priors | structural vector autoregression | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Entscheidungstheorie | Decision theory | Statistische Methodenlehre | Statistical theory | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty | Ökonometrie | Econometrics |