Pages that link to "Item:Q2442456"

The following pages link to Moving average stochastic volatility models with application to inflation forecast (Q2442456):

Displaying 15 items.

• Large Bayesian VARMAs (Q281043) (← links)
• Pitfalls of estimating the marginal likelihood using the modified harmonic mean (Q500578) (← links)
• Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling (Q529772) (← links)
• Particle Markov chain Monte Carlo techniques of unobserved component time series models using Ox (Q1695672) (← links)
• A Bayesian robust chi-squared test for testing simple hypotheses (Q2024459) (← links)
• Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles (Q2212816) (← links)
• Speculative bubbles in present-value models: a Bayesian Markov-switching state space approach (Q2246584) (← links)
• Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks (Q2687889) (← links)
• Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
• Causal relationships between inflation and inflation uncertainty (Q2697108) (← links)
• Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series (Q5861000) (← links)
• Specification tests for time-varying parameter models with stochastic volatility (Q5862501) (← links)
• Asymmetric conjugate priors for large Bayesian VARs (Q6088779) (← links)
• Forecasting emergency department waiting time using a state space representation (Q6149284) (← links)
• High-dimensional conditionally Gaussian state space models with missing data (Q6175545) (← links)