Empirical Bayes Methods for Dynamic Factor Models
Year of publication: |
2014-05-23
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Authors: | Koopman, Siem Jan ; Mesters, Geert |
Institutions: | Tinbergen Instituut |
Subject: | Importance sampling | Kalman filtering | Likelihood-based analysis | Posterior modes | Rao-Blackwellization | Shrinkage |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 14-061/III |
Classification: | C32 - Time-Series Models ; C43 - Index Numbers and Aggregation |
Source: |
-
Empirical Bayes Methods for Dynamic Factor Models
Koopman, Siem Jan, (2014)
-
Empirical Bayes methods for dynamic factor models
Koopman, Siem Jan, (2014)
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Introduction to Measurement with Theory
Barnett, William A., (2009)
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Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time
Mesters, Geert, (2012)
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Mesters, Geert, (2014)
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A Forty Year Assessment of Forecasting the Boat Race
Mesters, Geert, (2012)
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