Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago*

Keyphrases

• Volatility 100%
• Spatial Stochastic Models 100%
• Chicago 100%
• Bayesian Inference 100%
• Autoregressive Process 100%
• Spatial Autoregressive 100%
• House Price Returns 100%
• Stochastic Volatility Model 100%
• Metropolitan Areas 50%
• Estimation Algorithms 50%
• Estimation Method 50%
• Spatial Correlation 50%
• Spatial Dependence 50%
• Squared Error 50%
• Error Term 50%
• Bayesian Estimation 50%
• Residential Property 50%
• Price Return 50%
• Finite Sample Properties 50%
• Bayesian Markov Chain Monte Carlo 50%
• Markov Chain Monte Carlo Estimation 50%
• Linear Gaussian State Space Models 50%
• Practical Usefulness 50%
• Transformed Model 50%
• Finite Mixture Distribution 50%

Mathematics

• Gaussian Distribution 100%
• Bayesian 100%
• Autoregressive Model 100%
• Bayesian Inference 100%
• Stochastic Volatility Model 100%
• Approximates 50%
• Squared Error 50%
• Markov Chain Monte Carlo 50%
• Space Model 50%
• Spatial Correlation 50%
• Estimation Method 50%
• Error Term 50%
• Finite Mixture 50%