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~accessRights:"restricted"
~person:"Bender, Stefan"
~person:"Nonejad, Nima"
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Bender, Stefan
Nonejad, Nima
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Modeling persistence and parameter instability in historical crude oil price data using a gibbs sampling approach
Nonejad, Nima
- In:
Computational economics
53
(
2019
)
4
,
pp. 1687-1710
Persistent link: https://www.econbiz.de/10012135601
Saved in:
2
Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 561-584
Persistent link: https://www.econbiz.de/10011431022
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3
Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
Nonejad, Nima
- In:
Economics letters
133
(
2015
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011431849
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4
The IAB employment subsample 1975 - 1995
Bender, Stefan
;
Haas, Anette
;
Klose, Christoph
- In:
Schmollers Jahrbuch : journal of contextual economics
120
(
2000
)
4
,
pp. 649-662
Persistent link: https://www.econbiz.de/10001574080
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