Narrow search
Showing 1 - 3 of 3
Cover Image
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
Cover Image
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
Cover Image
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