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A mixed-frequency Bayesian vector autoregression with a steady-state prior
Ankargren, Sebastian; Unosson, Måns; Yang, Yukai - 2018
Persistent link: https://www.econbiz.de/10011946422
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A flexible mixed-frequency vector autoregression with a steady-state prior
Ankargren, Sebastian; Unosson, Måns; Yang, Yukai - In: Journal of time series econometrics 12 (2020) 2, pp. 1-41
Persistent link: https://www.econbiz.de/10012300798
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State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai; Bauwens, Luc - 2018
Persistent link: https://www.econbiz.de/10011946395
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Modelling nonlinear vector economic time series
Yang, Yukai - 2012
Persistent link: https://www.econbiz.de/10009716868