Specification and estimation of Bayesian dynamic factor models : a Monte Carlo analysis with an application to global house price comovement
Laura E. Jackson, M. Ayhan Kose, Christopher Otrok and Michael T. Owyang
| Year of publication: |
2016
|
|---|---|
| Authors: | Jackson, Laura E. ; Kose, M. Ayhan ; Otrok, Christopher M. ; Owyang, Michael T. |
| Published in: |
Dynamic factor models. - Bingley : Emerald, ISBN 978-1-78560-353-2. - 2016, p. 361-400
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| Subject: | Bayes-Statistik | Bayesian inference | Faktorenanalyse | Factor analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Modellierung | Scientific modelling | Schätzung | Estimation | Immobilienpreis | Real estate price | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011448672