Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Stefanos Dimitrakopoulos
| Year of publication: |
January 2017
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|---|---|
| Authors: | Dimitrakopoulos, Stefanos |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 150.2017, p. 10-14
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| Subject: | Dirichlet process | Markov chain Monte Carlo | Stochastic volatility | Time-varying parameters | Inflation | Markov-Kette | Markov chain | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.10.035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011761750