Pages that link to "Item:Q2323382"
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The following pages link to A quasi-Bayesian local likelihood approach to time varying parameter VAR models (Q2323382):
Displaying 5 items.
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models (Q2155313) (← links)
- A time-varying parameter structural model of the UK economy (Q2338502) (← links)
- Scalable inference for a full multivariate stochastic volatility model (Q2682962) (← links)
- Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models (Q3120664) (← links)
