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~person:"Tsay, Ruey S."
~source:"econis"
~subject:"Schätztheorie"
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Schätztheorie
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Tsay, Ruey S.
Koopman, Siem Jan
16
Schlicht, Ekkehart
10
Fox, Jeremy T.
9
Kapetanios, George
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Schorfheide, Frank
9
Zadrozny, Peter A.
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Baruník, Jozef
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Chan, Joshua
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Herbst, Edward
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Herbst, Edward P.
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Kim, Kyoo il
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ECONIS (ZBW)
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Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
Saved in:
2
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
-
2014
Persistent link: https://www.econbiz.de/10010440167
Saved in:
3
Particle filters and Bayesian inference in financial econometrics
Lopes, Hedibert Freitas
;
Tsay, Ruey S.
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 168-209
Persistent link: https://www.econbiz.de/10009233910
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