Raffaella Giacomini

Raffaella Giacomini

Research fellow

Raffaella Giacomini came to UCL from a position at UCLA in summer 2007. Her recent research focuses on: Predictive Ability Testing, Forecast Evaluation, Forecasting in a Changing Economy, Model Selection, Density and Quantile Forecasting.

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External web page: cemmap and UCL

Bayesian estimation of state space models using moment conditions

| Journal Article

We consider Bayesian estimation of state space models when the measurement density is not available but estimating equations for the parameters of the measurement density are available from moment conditions.

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