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~subject:"Bayes-Statistik"
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Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
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2
Estimation of state-space models with endogenous Markov regime-switching parameters
Kang, Kyu Ho
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 56-82
Persistent link: https://www.econbiz.de/10010498759
Saved in:
3
Stochastic volatility : Bayesian computation using automatic differentiation and the extended Kalman filter
Meyer, Renate
;
Fournier, David A.
;
Berg, Andreas
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 408-420
Persistent link: https://www.econbiz.de/10001831283
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