Bayesian Econometrics
نویسندگان
چکیده
منابع مشابه
Bayesian Econometrics
Suppose a data vector X = (X1, ..., Xn) follows a distribution with a density function pn(x|θ) which is fully characterized by some parameter vector θ = (θ1, ..., θd)′. Suppose that the prior belief about θ is characterized by a density p(θ) defined over a parameter space Θ, a subset of a Euclidian space R. Using Bayes’ rule to incorporate the information provided by the data, we can form poste...
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ژورنال
عنوان ژورنال: Journal of Risk and Financial Management
سال: 2020
ISSN: 1911-8074
DOI: 10.3390/jrfm13110257