Zero Variance Markov Chain Monte Carlo for Bayesian Estimators

Antonietta Mira (), Daniele Imparato and Reza Solgi ()
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Antonietta Mira: Department of Economics, University of Insubria, Italy
Daniele Imparato: Department of Economics, University of Insubria, Italy
Reza Solgi: Istituto di Finanza, Universita di Lugano

Economics and Quantitative Methods from Department of Economics, University of Insubria

Keywords: Control variates; GARCH models; Logistic regression; Metropolis-Hastings algorithm; Variance reduction (search for similar items in EconPapers)
Pages: 29 pages
Date: 2011-03
New Economics Papers: this item is included in nep-ecm and nep-ets
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Persistent link: https://EconPapers.repec.org/RePEc:ins:quaeco:qf1109

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