The Econometrics of Networks: A Review
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More about this item
Keywords
Bayesian inference; Graphical models; Model selection; Systemic risk.;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G01 - Financial Economics - - General - - - Financial Crises
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2015-06-13 (Corporate Finance)
- NEP-ECM-2015-06-13 (Econometrics)
- NEP-NET-2015-06-13 (Network Economics)
- NEP-RMG-2015-06-13 (Risk Management)
- NEP-URE-2015-06-13 (Urban and Real Estate Economics)
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