| Original language | English |
|---|---|
| Title of host publication | Contributions to Economic Analysis |
| Publisher | Elsevier |
| Chapter | 6 |
| Pages | 143-157 |
| DOIs | |
| Publication status | Published - 1992 |
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Bera, A. K., & Machado, J. A. F. (1992). Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-Normal Priors* *We would like to thank Bill Griffiths for numerous suggestions which improved the paper. Thanks are also due to an anonymous referee, Paul Newbold, Sidhartha Chib and Kim Sawyer for helpful comments and Pin Ng for drawing the figures. Earlier versions of this paper were presented at a Bayesian Conference in Econometrics and the Sixth World Congress of the Econometric Society. Responsibility for any errors and omissions is naturally solely ours. Financial support from the Bureau of Economic and Business Research and the Research Board of the University of Illinois is gratefully acknowledged. In Contributions to Economic Analysis (pp. 143-157). Elsevier. https://doi.org/10.1016/B978-0-444-89574-5.50012-5
Bera, Anil k. ; Machado, José a.f. / Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-Normal Priors* *We would like to thank Bill Griffiths for numerous suggestions which improved the paper. Thanks are also due to an anonymous referee, Paul Newbold, Sidhartha Chib and Kim Sawyer for helpful comments and Pin Ng for drawing the figures. Earlier versions of this paper were presented at a Bayesian Conference in Econometrics and the Sixth World Congress of the Econometric Society. Responsibility for any errors and omissions is naturally solely ours. Financial support from the Bureau of Economic and Business Research and the Research Board of the University of Illinois is gratefully acknowledged. Contributions to Economic Analysis. Elsevier, 1992. pp. 143-157
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title = "Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-Normal Priors* *We would like to thank Bill Griffiths for numerous suggestions which improved the paper. Thanks are also due to an anonymous referee, Paul Newbold, Sidhartha Chib and Kim Sawyer for helpful comments and Pin Ng for drawing the figures. Earlier versions of this paper were presented at a Bayesian Conference in Econometrics and the Sixth World Congress of the Econometric Society. Responsibility for any errors and omissions is naturally solely ours. Financial support from the Bureau of Economic and Business Research and the Research Board of the University of Illinois is gratefully acknowledged.",
author = "Bera, {Anil k.} and Machado, {Jos{\'e} a.f.}",
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Bera, AK & Machado, JAF 1992, Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-Normal Priors* *We would like to thank Bill Griffiths for numerous suggestions which improved the paper. Thanks are also due to an anonymous referee, Paul Newbold, Sidhartha Chib and Kim Sawyer for helpful comments and Pin Ng for drawing the figures. Earlier versions of this paper were presented at a Bayesian Conference in Econometrics and the Sixth World Congress of the Econometric Society. Responsibility for any errors and omissions is naturally solely ours. Financial support from the Bureau of Economic and Business Research and the Research Board of the University of Illinois is gratefully acknowledged. in Contributions to Economic Analysis. Elsevier, pp. 143-157. https://doi.org/10.1016/B978-0-444-89574-5.50012-5
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-Normal Priors* *We would like to thank Bill Griffiths for numerous suggestions which improved the paper. Thanks are also due to an anonymous referee, Paul Newbold, Sidhartha Chib and Kim Sawyer for helpful comments and Pin Ng for drawing the figures. Earlier versions of this paper were presented at a Bayesian Conference in Econometrics and the Sixth World Congress of the Econometric Society. Responsibility for any errors and omissions is naturally solely ours. Financial support from the Bureau of Economic and Business Research and the Research Board of the University of Illinois is gratefully acknowledged. / Bera, Anil k.; Machado, José a.f.
Contributions to Economic Analysis. Elsevier, 1992. p. 143-157.
Contributions to Economic Analysis. Elsevier, 1992. p. 143-157.
Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
TY - CHAP
T1 - Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-Normal Priors* *We would like to thank Bill Griffiths for numerous suggestions which improved the paper. Thanks are also due to an anonymous referee, Paul Newbold, Sidhartha Chib and Kim Sawyer for helpful comments and Pin Ng for drawing the figures. Earlier versions of this paper were presented at a Bayesian Conference in Econometrics and the Sixth World Congress of the Econometric Society. Responsibility for any errors and omissions is naturally solely ours. Financial support from the Bureau of Economic and Business Research and the Research Board of the University of Illinois is gratefully acknowledged.
AU - Bera, Anil k.
AU - Machado, José a.f.
PY - 1992
Y1 - 1992
U2 - 10.1016/B978-0-444-89574-5.50012-5
DO - 10.1016/B978-0-444-89574-5.50012-5
M3 - Chapter
SP - 143
EP - 157
BT - Contributions to Economic Analysis
PB - Elsevier
ER -
Bera AK, Machado JAF. Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-Normal Priors* *We would like to thank Bill Griffiths for numerous suggestions which improved the paper. Thanks are also due to an anonymous referee, Paul Newbold, Sidhartha Chib and Kim Sawyer for helpful comments and Pin Ng for drawing the figures. Earlier versions of this paper were presented at a Bayesian Conference in Econometrics and the Sixth World Congress of the Econometric Society. Responsibility for any errors and omissions is naturally solely ours. Financial support from the Bureau of Economic and Business Research and the Research Board of the University of Illinois is gratefully acknowledged. In Contributions to Economic Analysis. Elsevier. 1992. p. 143-157 doi: 10.1016/B978-0-444-89574-5.50012-5