Pages that link to "Item:Q961117"

The following pages link to Factor estimation using MCMC-based Kalman filter methods (Q961117):

Displaying 2 items.

• Bayesian inference in a stochastic volatility Nelson-Siegel model (Q1927156) (← links)
• A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks (Q5080547) (← links)