Bayesian applications in econometrics
The thesis considers several related aspects of Bayesian inference in econometrics. Particular attention is given to model-comparisons, distributed lags, and the sampling properties of estimators. In Chapter III the natural-conjugate Bayes (β˜) and Ordinary Least Squares (βˆ) estimators for the...
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| Language: | en |
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University of Canterbury. Economics
2010
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| Online Access: | http://hdl.handle.net/10092/4362 |