Mean-plus-noise factor models : an empirical exploration
Year of publication: |
2012
|
---|---|
Authors: | Inoue, Atsushi |
Published in: |
The Japanese economic review : the journal of the Japanese Economic Association. - Richmond, Vic. : Wiley, ISSN 1352-4739, ZDB-ID 1335724-4. - Vol. 63.2012, 3, p. 289-309
|
Subject: | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | USA | United States | 1960-2010 |
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