The following pages link to (Q4369005):
Displaying 11 items.
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
- Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates (Q1012320) (← links)
- A Gibbs sampling approach to estimation and prediction of time-varying-parameter models. (Q1129248) (← links)
- Estimation of VAR models: computational aspects (Q1812107) (← links)
- A Bayesian vector error correction model for forecasting exchange rates. (Q1870845) (← links)
- Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland (Q1886291) (← links)
- Joint Bayesian inference about impulse responses in VAR models (Q2106375) (← links)
- A hybrid time-varying parameter Bayesian VAR analysis of Okun's law in the United States (Q2226859) (← links)
- Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models (Q3615079) (← links)
- A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors (Q5265882) (← links)
- (Q5276825) (← links)
