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~isPartOf:"ERIM report series research in management"
~person:"Billio, Monica"
~person:"Del Negro, Marco"
~person:"Paap, Richard"
~person:"Zhang, Xibin"
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ERIM report series research in management
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A hierarchical bayes error correction model to explain dynamic effects of price changes
Fok, Dennis
;
Paap, Richard
;
Horváth, Csilla
;
Franses, …
-
2005
the Markov Chain
Monte
Carlo (MCMC) simulation method. In Appendix A we derive the likelihood function of the model …
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