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Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.; Shephard, Neil G. - In: Econometric reviews 25 (2006) 2/3, pp. 219-244
Persistent link: https://www.econbiz.de/10003355740
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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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Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
Bos, Charles; Shephard, Neil - In: Econometric reviews 25 (2006) 2-3, pp. 219-244
Persistent link: https://www.econbiz.de/10007283045