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~institution:"Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain"
~institution:"Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)"
~institution:"Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC)"
~person:"Bauwens, L."
~subject:"ECONOMETRICS"
~subject:"asymmetric information"
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ECONOMETRICS
asymmetric information
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Bauwens, L.
ISAAC, Tanguy
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC)
Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)
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Bayesian Inference on Garch Models Using the Gibbs Sampler.
Bauwens, L.
;
Lubrano, M.
-
Center for Operations Research and Econometrics (CORE), …
-
1996
sampler is usually based on the analytical
knowledge
of the full conditional posterior densities, such
knowledge
is not …
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