Bayesian Modeling of Time-Varying Parameters Using Regression Trees
Year of publication: |
2023
|
---|---|
Authors: | Hauzenberger, Niko ; Huber, Florian ; Koop, Gary ; Mitchell, James |
Publisher: |
[S.l.] : SSRN |
Subject: | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (47 p) |
---|---|
Series: | FRB of Cleveland Working Paper ; No. 05, 2023 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 11, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4322548 [DOI] |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; E32 - Business Fluctuations; Cycles |
Source: | ECONIS - Online Catalogue of the ZBW |
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