Specification tests for time-varying parameter models with stochastic volatility
Joshua C. C. Chan
| Year of publication: |
2018
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|---|---|
| Authors: | Chan, Joshua |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 6/10, p. 807-823
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| Subject: | Bayesian model comparison | inflation uncertainty | NAIRU | state space | 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2016.1167948 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012040412