Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
Nima Nonejad (University of Rome "Tor Vergata", Italy ; CREATES, Denmark)
| Year of publication: |
August 2015
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| Authors: | Nonejad, Nima |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 133.2015, p. 35-39
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| Subject: | Gibbs sampling | Particle filtering | Model comparison | Stichprobenerhebung | Sampling | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2015.04.034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011431849