Locally time-varying parameter regression
Year of publication: |
2024
|
---|---|
Authors: | He, Zhongfang |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 43.2024, 5, p. 269-300
|
Subject: | Bayesian shrinkage | economic time series | MCMC | TVP | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
-
A Bayesian approach to modeling time-varying cointegration and cointegrating rank
Chua, Chew Lian, (2018)
-
A dynamic binary probit model with time-varying parameters and shrinkage prior
He, Zhongfang, (2024)
-
Forecasting with approximate dynamic factor models : the role of non-pervasive shocks
Luciani, Matteo, (2013)
- More ...
-
Structural Breaks and Forecasting in Empirical Finance and Macroeconomics
He, Zhongfang, (2009)
-
Real time detection of structural breaks in GARCH models
He, Zhongfang, (2009)
-
Gauthier, Céline, (2010)
- More ...