Specification tests for time-varying parameter models with stochastic volatility

Joshua C.C. Chan (Research School of Economics, ANU and Centre for Applied Macroeconomic Analysis (CAMA), ANU)

Year of publication:	November 2015
Authors:	Chan, Joshua
Publisher:	Canberra : Centre for Applied Macroeconomic Analysis, The Australian National University
Subject:	Bayesian model comparison \| state space \| inflation uncertainty \| NAIRU \| Bayes-Statistik \| Bayesian inference \| Zustandsraummodell \| State space model \| Schätzung \| Estimation \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Modellierung \| Scientific modelling \| Inflation

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