A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)
Year of publication: |
2010
|
---|---|
Authors: | Tekatli, Necati |
Institutions: | Türkiye Cumhuriyet Merkez Bankası |
Subject: | Factor model | Bayesian time series | MCMC simulation | Model selection |
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