Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target (Q1783450)
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scientific article; zbMATH DE number 6940892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target |
scientific article; zbMATH DE number 6940892 |
Statements
Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target (English)
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21 September 2018
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conditional heteroscedasticity
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Markov chain Monte Carlo
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discrete responses
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state-space model
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