Bayesian estimation of a time varying parameter autoregression model (Q2916174)
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scientific article; zbMATH DE number 6090754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of a time varying parameter autoregression model |
scientific article; zbMATH DE number 6090754 |
Statements
5 October 2012
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TVPAR model
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MCEM algorithm
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prior distribution
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Bayesian estimation of a time varying parameter autoregression model (English)
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