Efficient estimation of Bayesian VARMAs with time‐varying coefficients
Joshua C.C. Chan, Eric Eisenstat
| Year of publication: |
November/December 2017
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|---|---|
| Authors: | Chan, Joshua ; Eisenstat, Eric |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 32.2017, 7, p. 1277-1297
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| Subject: | Zustandsraummodell | State space model | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Faktorenanalyse | Factor analysis | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2576 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011862722