LONG-RANGE DEPENDENT COMMON FACTOR MODELS: A BAYESIAN APPROACH (Q4540642)
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scientific article; zbMATH DE number 1772267
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LONG-RANGE DEPENDENT COMMON FACTOR MODELS: A BAYESIAN APPROACH |
scientific article; zbMATH DE number 1772267 |
Statements
LONG-RANGE DEPENDENT COMMON FACTOR MODELS: A BAYESIAN APPROACH (English)
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28 July 2002
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cointegration
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long memory
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Markov chain Monte Carlo
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multivariate stochastic volatility
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