Bayesian analysis of latent threshold dynamic models
Jouchi Nakajima; Mike West
| Year of publication: |
2013
|
|---|---|
| Authors: | Nakajima, Jouchi ; West, Mike |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 31.2013, 2, p. 151-164
|
| Subject: | Dynamic graphical models | Macroeconomic time series | Multivariate volatility | Sparse time-varying VAR models | Time-varying variable selection | Volatilität | Volatility | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Bayes-Statistik | Bayesian inference | Multivariate Analyse | Multivariate analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Konjunktur | Business cycle | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009754013