Specification tests for time-varying parameter models with stochastic volatility (Q5862501)
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scientific article; zbMATH DE number 7486314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification tests for time-varying parameter models with stochastic volatility |
scientific article; zbMATH DE number 7486314 |
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Specification tests for time-varying parameter models with stochastic volatility (English)
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9 March 2022
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Bayesian model comparison
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inflation uncertainty
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NAIRU
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state space
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