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~isPartOf:"CAMA working paper series"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Eisenstat, Eric"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
~type_genre:"Working Paper"
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Marginal likelihood estimation with the cross-entropy method
Chan, Joshua C. C.
;
Eisenstat, Eric
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2012
Persistent link: https://www.econbiz.de/10009562438
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2
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
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3
Modelling inflation volatility
Eisenstat, Eric
;
Strachan, Rodney W.
-
2014
Persistent link: https://www.econbiz.de/10011341971
Saved in:
4
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
-
2014
Persistent link: https://www.econbiz.de/10010348808
Saved in:
5
Modelling inflation volatility
Eisenstat, Eric
;
Strachan, Rodney W.
-
2014
Persistent link: https://www.econbiz.de/10010348813
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