A flexible approach to parametric inference in nonlinear and time varying time series models
Year of publication: |
2010-09-15
|
---|---|
Authors: | Koop, Gary ; Potter, Simon |
Institutions: | HAL |
Subject: | Bayesian | Structural break | Threshold autoregressive | Regime switching | State space model |
-
A flexible approach to parametric inference in nonlinear and time varying time series models
Koop, Gary, (2010)
-
Yilanci, Veli, (2020)
-
Regime-switching cointegration
Jochmann, Markus, (2015)
- More ...
-
A flexible approach to parametric inference in nonlinear and time varying time series models
Koop, Gary, (2010)
-
Forecasting in large macroeconomic panels using Bayesian model averaging
Koop, Gary, (2003)
-
A flexible approach to parametric inference in nonlinear time series models
Koop, Gary, (2007)
- More ...