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Alternative Ansätze zur Modellierung des Zusammenhangs zwischen saisonbehafteten Zeitreihen : empirische Untersuchungen für Konsum und Einkommen in der Bundesrepublik Deutschland

Soyka, Dirk - 1996

Persistent link: https://www.econbiz.de/10000591266

Model averaging in Markov-switching models : predicting national recessions with regional data

Guérin, Pierre; Leiva-Leon, Danilo - 2017

Persistent link: https://www.econbiz.de/10011791491

Model averaging in Markov-switching models : predicting national recessions with regional data

Guérin, Pierre; Leiva-Leon, Danilo - In: Economics letters 157 (2017), pp. 45-49

Persistent link: https://www.econbiz.de/10011847300

A Bayesian semiparametric analysis of ARCH models

Kozumi, Hideo; Polasek, Wolfgang - In: Optimization, dynamics, and economic analysis : essays …, (pp. 389-400). 2000

Persistent link: https://www.econbiz.de/10001497195

Discrete-time stochastic volatility models and MCMC-based statistical inference

Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008

In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...