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~institution:"Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)"
~subject:"Markov chain Monte Carlo"
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Markov chain Monte Carlo
Approximate Bias Correction
1
Bayesian inference
1
Binding Function
1
Bootstrap
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Dynamic heteroskedasticity
1
Edgeworth Expansion
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GARCH model
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Higher Order Bias Approximation
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Higher Order Mean Square Error Approximation
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Moment Approximation
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Monte Carlo
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Anyfantaki, Sofia
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Demos, Antonis
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Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)
Erasmus University Rotterdam, Econometric Institute
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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EconWPA
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Oesterreichische Nationalbank
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Department of Econometrics and Business Statistics, Monash Business School
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Institute for Monetary and Economic Studies, Bank of Japan
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Department of Economics, Rutgers University-New Brunswick
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Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model
Anyfantaki, Sofia
;
Demos, Antonis
-
Department of International and European Economic …
-
2012
the issues and suggests to employ a Markov chain Monte
Carlo
algorithm which allows the calculation of a classical …
Persistent link: https://www.econbiz.de/10010859442
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