Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model
Year of publication: |
2007
|
---|---|
Authors: | Goldman, Elena ; Tsurumi, Hiroki |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 9.2007, 2, p. 1166-1166
|
Publisher: |
Berkeley Electronic Press |
Subject: | double truncation | Markov Chain Monte Carlo algorithms | model selection | purchasing power parity |
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