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  • Search: subject:"Bayesian Robustness"
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Year of publication
Subject
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Bayesian Robustness 6 Bayes-Statistik 5 Bayesian inference 5 Bayesian robustness 5 Partial Identification 5 Ambiguity 4 Decision under uncertainty 4 Entscheidung unter Unsicherheit 4 Model Averaging 4 Robust statistics 4 Robustes Verfahren 4 Sensitivity Analysis 4 Sensitivity analysis 4 Sensitivitätsanalyse 4 ambiguity 4 Risiko 3 Risk 3 sensitivity analysis 3 Estimation theory 2 Partial identification 2 Schätztheorie 2 Statistical theory 2 Statistische Methodenlehre 2 Theorie 2 Theory 2 identifying restrictions 2 model averaging 2 multiple priors 2 statistical decision theory 2 structural vector autoregression 2 Belief Function 1 Contamination Class 1 Decision theory 1 Econometrics 1 Entscheidungstheorie 1 Gamma-minimax 1 Gaussian process 1 Imprecise Probability 1 Probability theory 1 Random Set 1
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Online availability
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Free 11 CC license 1
Type of publication
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Book / Working Paper 8 Article 3
Type of publication (narrower categories)
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Working Paper 7 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
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Language
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English 11
Author
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Kitagawa, Toru 9 Giacomini, Raffaella 8 Volpicella, Alessio 6 Read, Matthew 2 Agustín, Hernández-Bastida 1 Fernández-Sánchez, M.P. 1 Gómez-Deniz, E. 1 Jacobi, Liana 1 Kwok, Chun Fung 1 Nghiem Nhung 1 Ramírez Hassan, Andrés 1
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Institution
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Departamento de Teoría e Historia Económica, Facultad de Ciencias Económicas y Empresariales 1
Published in...
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cemmap working paper 3 CEMMAP working papers / Centre for Microdata Methods and Practice 2 FEG Working Paper Series 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 Working Paper 1 Working papers / Federal Reserve Bank of Chicago 1
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Source
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ECONIS (ZBW) 5 EconStor 5 RePEc 1
Showing 1 - 10 of 11
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Posterior manifolds over prior parameter regions : beyond pointwise sensitivity assessments for posterior statistics from MCMC inference
Jacobi, Liana; Kwok, Chun Fung; Ramírez Hassan, Andrés; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 403-434
Persistent link: https://www.econbiz.de/10014631952
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Uncertain identification
Giacomini, Raffaella; Kitagawa, Toru; Volpicella, Alessio - In: Quantitative Economics 13 (2022) 1, pp. 95-123
Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored in empirical practice. This paper considers uncertainty over models that impose different identifying assumptions, which can lead to a mix of point- and set-identified models. We propose...
Persistent link: https://www.econbiz.de/10014536853
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Uncertain identification
Giacomini, Raffaella; Kitagawa, Toru; Volpicella, Alessio - In: Quantitative economics : QE ; journal of the … 13 (2022) 1, pp. 95-123
Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored in empirical practice. This paper considers uncertainty over models that impose different identifying assumptions, which can lead to a mix of point‐ and set‐identified models. We propose...
Persistent link: https://www.econbiz.de/10012807735
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Robust Bayesian analysis for econometrics
Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - 2021
We review the literature on robust Bayesian analysis as a tool for global sensitivity analysis and for statistical decision-making under ambiguity. We discuss the methods proposed in the literature, including the different ways of constructing the set of priors that are the key input of the...
Persistent link: https://www.econbiz.de/10012888645
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Robust Bayesian analysis for econometrics
Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - 2021 - This draft: 23 Aug 2021
We review the literature on robust Bayesian analysis as a tool for global sensitivity analysis and for statistical decision-making under ambiguity. We discuss the methods proposed in the literature, including the different ways of constructing the set of priors that are the key input of the...
Persistent link: https://www.econbiz.de/10012607980
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Cover Image
Uncertain identification
Giacomini, Raffaella; Kitagawa, Toru; Volpicella, Alessio - 2020
Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored in empirical practice. This paper considers uncertainty over models that impose different identifying assumptions, which, in general, leads to a mix of point- and set-identified models. We...
Persistent link: https://www.econbiz.de/10012621110
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Uncertain identification
Giacomini, Raffaella; Kitagawa, Toru; Volpicella, Alessio - 2020 - This draft: June 2020
Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored in empirical practice. This paper considers uncertainty over models that impose different identifying assumptions, which, in general, leads to a mix of point- and set-identified models. We...
Persistent link: https://www.econbiz.de/10012241832
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Cover Image
Uncertain identification
Giacomini, Raffaella; Kitagawa, Toru; Volpicella, Alessio - 2017
Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored in empirical practice. This paper considers uncertainty over models that impose different identifying assumptions, which, in general, leads to a mix of point- and set-identified models. We...
Persistent link: https://www.econbiz.de/10011941451
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Cover Image
Uncertain identification
Giacomini, Raffaella; Kitagawa, Toru; Volpicella, Alessio - 2017 - This draft: April 2017
Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored in empirical practice. This paper considers uncertainty over models that impose different identifying assumptions, which, in general, leads to a mix of point- and set-identified models. We...
Persistent link: https://www.econbiz.de/10011644088
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Inference and decision for set identified parameters using posterior lower and upper probabilities
Kitagawa, Toru - 2011
This paper develops inference and statistical decision for set-identified parameters from the robust Bayes perspective. When a model is set-identified, prior knowledge for model parameters is decomposed into two parts: the one that can be updated by data (revisable prior knowledge) and the one...
Persistent link: https://www.econbiz.de/10010288337
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