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DSGE models with student-t errors
Chib, Siddhartha; Ramamurthy, Srikanth - In: Econometric reviews 33 (2014) 1/4, pp. 152-171
Persistent link: https://www.econbiz.de/10010358321
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Particle learning for fat-tailed distributions
Lopes, Hedibert Freitas; Polson, Nicholas G. - In: Econometric reviews 35 (2016) 8/10, pp. 1666-1691
Persistent link: https://www.econbiz.de/10011592384
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Particle learning for Bayesian semi-parametric stochastic volatility model
Virbickaitė, Audronė; Lopes, Hedibert Freitas; … - In: Econometric reviews 38 (2019) 9, pp. 1007-1023
Persistent link: https://www.econbiz.de/10012181379
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Locally time-varying parameter regression
He, Zhongfang - In: Econometric reviews 43 (2024) 5, pp. 269-300
Persistent link: https://www.econbiz.de/10014551522
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Time-dependent shrinkage of time-varying parameter regression models
He, Zhongfang - In: Econometric reviews 43 (2024) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10014486369