Testing for international business cycles: a multilevel factor model with stochastic factor selection (Q2246611): Difference between revisions

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+https://doi.org/10.1016/j.jedc.2021.104134
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+W3159940783
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+Principal components estimation and identification of static factors
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+On Gibbs sampling for state space models
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+Bayes inference in regression models with ARMA\((p,q)\) errors
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+Stochastic model specification search for Gaussian and partial non-Gaussian state space models
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+Determining the Number of Factors in the General Dynamic Factor Model
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+GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?*
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+Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
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