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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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