Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 3 of 3 for “"Bayesian Econometrics"”.
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Essays on economic policy analysis within the Bayesian econometrics framework
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2023-12-04 without embargo terms
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Bayesian Applications in Financial Econometrics
This thesis consists of three chapters in Bayesian financial econometrics. The three chapters apply both Bayesian nonparametric and parametric methods to financial market and macroeconomic time series. Chapter 1 extends popular discrete time short-rate models to include Markov switching of infinite …
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Essays On Spatial Econometrics: Estimation Methods And Applications
… estimation methods and applications of spatial econometrics models. In the first essay, we consider a spatial econometric model containing spatial lags in the dependent variable and the disturbance terms with an unknown form of heteroskedasticity in the innovations. We first prove that the …