Machine Learning Econometrics: Bayesian algorithms and methods

Bayesian inference in economics is primarily perceived as a methodology for cases where the data are short, that is, not informative enough in order to be able to obtain reliable econometric estimates of quantities of interest. In these cases, prior beliefs, such as the experience of the decision-ma...

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Bibliographic details
Main Author: Korobilis, Dimitris
Pettenuzzo, Davide
Format: Book Chapter
Language: English
Place of publication: Oxford University Press 18.08.2020
Editor: Hamilton, Jonathan H
Dixit, Avinash
Edwards, Sebastian
Judd, Kenneth
Data of publication: 2020-08-18
Bibliography: http://eprints.gla.ac.uk/223797/
10.1093/acrefore/9780190625979.013.588
Subjects:
Online Access: available in Bonn?
Database: University of Glasgow IR Enlighten
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