MCMC method for Markov mixture simultaneous-equation models: a note
Year of publication: |
2004
|
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Authors: | Sims, Christopher A. ; Zha, Tao |
Publisher: |
Atlanta, GA : Federal Reserve Bank of Atlanta |
Subject: | Volatilität | Bayes-Statistik | Markovscher Prozess | Theorie | Simultanes Gleichungssystem |
Series: | Working Paper ; 2004-15 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 479119813 [GVK] hdl:10419/100926 [Handle] RePEc:fip:fedawp:2004-15 [RePEc] |
Source: |
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MCMC method for Markov mixture simultaneous-equation models : a note
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