Browsing Queen Mary University of London Theses by Subject "macro- economic models"
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A Quasi-Bayesian Local Likelihood Approach to Time Varying Parameter Models
(Queen Mary University of London, 2016-09-05)This thesis proposes a new econometric methodology for the estimation and inference of macro- economic models in the presence of time variation in the parameters. A novel quasi-Bayesian local likelihood (QBLL) approach ...