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~isPartOf:"Econometric Society 2004 Australasian Meetings"
~isPartOf:"Tinbergen Institute Discussion Paper 15-138/III"
~subject:"Markov Chain Monte Carlo"
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Markov Chain Monte Carlo
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Dijk, Herman K. van
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Martin, Gael
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Econometric Society 2004 Australasian Meetings
Tinbergen Institute Discussion Paper 15-138/III
Economics Working Paper
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Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data
Martin, Gael
;
Strickland, Chris
;
Forbes, Catherine
-
Econometric Society
-
2004
A
general
Bayesian Markov Chain Monte Carlo methodology is utilized for conducting an analysis of the intensity process …
Persistent link: https://www.econbiz.de/10005170371
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2
Cyclical components in economic time series: A Bayesian approach
Dijk, Herman K. van
;
Harvey, Andrew
;
Trimbur, Thomas
-
Econometric Society
-
2004
periodicity to be used. The method is based on a
general
class of unobserved component models that allow relatively smooth cycles …
Persistent link: https://www.econbiz.de/10005702586
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